# EDGAR Filing Document

**Accession Number:** 0000916620
**File Stem:** 0002066578-25-000878
**Filing Date:** 2025-10
**Character Count:** 238571
**Document Hash:** 166fe895dcd506101790d4273d0efb1a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-25-000878.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0002066578-25-000878

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHERN FUNDS
- **CENTRAL INDEX KEY:** 0000916620

**ORGANIZATION NAME:**
- **EIN:** 391777365
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08236
- **FILM NUMBER:** 251378728

**BUSINESS ADDRESS:**
- **STREET 1:** NORTHERN FUNDS
- **STREET 2:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603
- **BUSINESS PHONE:** 800-595-9111

**MAIL ADDRESS:**
- **STREET 1:** NORTHERN FUNDS
- **STREET 2:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603

## Series and Classes Contracts Data

### U.S. GOVERNMENT MONEY MARKET FUND (Series ID: S000001266)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000003412 | U.S. GOVERNMENT MONEY MARKET FUND | NOGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000916620

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

**Registrant Full Name:** Northern Funds

**CIK Number of Registrant:** 0000916620

**LEI of Registrant:** 5493004ZY1PEJR3C0A81

**Name of Series:** U.S. GOVERNMENT MONEY MARKET FUND

**LEI of Series:** 549300NLOSKMTSGWO090

**EDGAR Series Identifier:** S000001266

**Total number of share classes in the series:** 1

**Is this the fund's final filing on Form N-MFP?:** No

**Has the fund acquired or merged with another fund?:** No

## Part A: Series-Level Information about the Fund

### Service Providers
| Role                          | Details                                             | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Northern Trust Investments, Inc.                    | 801-33358         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Chicago<br>State: IL |  |
| Administrator                 | Northern Trust Investments, Inc.                    |  |
| Transfer Agent                | The Northern Trust Company<br>CIK: 0000838981       | 085-05127         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-73404

- **Is this a Feeder Fund?:** No

- **Is this a Master Fund?:** No

- **Is this series for insurance company separate accounts?:** No

- **Money Market Fund Category:** Government

- **Is this a Retail Money Market Fund?:** No

- **Is this a Government Money Market Fund?:** No

- **WAM:** 43 days

- **WAL:** 100 days

- **Total Value of Portfolio Securities:** $21052939634.80

- **Amortized Cost of Portfolio Securities:** $21048764603.02

- **Cash:** $24698833.57

- **Total Other Assets:** $67501922.87

- **Total Liabilities:** $307750076.92

- **Net Assets of Series:** $20833215282.54

- **Number of Shares Outstanding (Series):** 20832407156.7500

- **Does the fund seek to maintain a stable price per share?:** Yes

- **Stable Price Per Share:** $1.00

- **Is cash management vehicle an affiliated fund?:** No

- **Does the fund apply liquidity fees?:** No

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $10891461157.65           | $13413817690.06            | 50.9000%                  | 62.6900%                   |
| 2025-09-03 | $11009246532.33           | $13431628897.37            | 51.4200%                  | 62.7400%                   |
| 2025-09-04 | $11195046751.05           | $13751537867.46            | 51.9300%                  | 63.7900%                   |
| 2025-09-05 | $11142613803.53           | $13898164106.16            | 51.8100%                  | 64.6200%                   |
| 2025-09-08 | $11069617435.01           | $13929655404.26            | 51.6400%                  | 64.9800%                   |
| 2025-09-09 | $11019045570.89           | $13829117473.38            | 51.4000%                  | 64.5100%                   |
| 2025-09-10 | $10944913760.83           | $13755056385.52            | 51.2300%                  | 64.3900%                   |
| 2025-09-11 | $11101641872.16           | $13911855219.05            | 51.5900%                  | 64.6500%                   |
| 2025-09-12 | $10987354974.31           | $13797639043.42            | 51.3300%                  | 64.4500%                   |
| 2025-09-15 | $10877488529.05           | $13687984764.79            | 51.0600%                  | 64.2600%                   |
| 2025-09-16 | $10704055594.48           | $13514622552.42            | 50.1900%                  | 63.3600%                   |
| 2025-09-17 | $12327371450.78           | $13663009130.93            | 57.7000%                  | 63.9500%                   |
| 2025-09-18 | $10607374625.72           | $13753243910.65            | 49.5100%                  | 64.2000%                   |
| 2025-09-19 | $10710089143.54           | $13955452460.89            | 49.7500%                  | 64.8300%                   |
| 2025-09-22 | $10529146696.47           | $13878990251.93            | 49.3400%                  | 65.0400%                   |
| 2025-09-23 | $10572716772.53           | $13822609914.91            | 49.6800%                  | 64.9500%                   |
| 2025-09-24 | $10670897771.70           | $13660755635.13            | 50.5200%                  | 64.6800%                   |
| 2025-09-25 | $10687305032.79           | $13662252402.86            | 50.4700%                  | 64.5200%                   |
| 2025-09-26 | $10637151288.38           | $13792188165.09            | 50.3500%                  | 65.2900%                   |
| 2025-09-29 | $10429119173.63           | $13669424570.33            | 49.8500%                  | 65.3400%                   |
| 2025-09-30 | $10417814242.77           | $13658209146.12            | 49.8400%                  | 65.3400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3600%             |
| 2025-09-03 | 4.3500%             |
| 2025-09-04 | 4.3600%             |
| 2025-09-05 | 4.3600%             |
| 2025-09-08 | 4.3700%             |
| 2025-09-09 | 4.3800%             |
| 2025-09-10 | 4.3800%             |
| 2025-09-11 | 4.3800%             |
| 2025-09-12 | 4.3800%             |
| 2025-09-15 | 4.3800%             |
| 2025-09-16 | 4.3800%             |
| 2025-09-17 | 4.3800%             |
| 2025-09-18 | 4.3600%             |
| 2025-09-19 | 4.3400%             |
| 2025-09-22 | 4.2600%             |
| 2025-09-23 | 4.2300%             |
| 2025-09-24 | 4.2100%             |
| 2025-09-25 | 4.2000%             |
| 2025-09-26 | 4.2100%             |
| 2025-09-29 | 4.2000%             |
| 2025-09-30 | 4.2100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0001                      |
|  |  |
| 2025-09-03 | 1.0002                      |
|  |  |
| 2025-09-04 | 1.0002                      |
|  |  |
| 2025-09-05 | 1.0003                      |
|  |  |
| 2025-09-08 | 1.0003                      |
|  |  |
| 2025-09-09 | 1.0002                      |
|  |  |
| 2025-09-10 | 1.0002                      |
|  |  |
| 2025-09-11 | 1.0003                      |
|  |  |
| 2025-09-12 | 1.0003                      |
|  |  |
| 2025-09-15 | 1.0002                      |
|  |  |
| 2025-09-16 | 1.0003                      |
|  |  |
| 2025-09-17 | 1.0003                      |
|  |  |
| 2025-09-18 | 1.0003                      |
|  |  |
| 2025-09-19 | 1.0003                      |
|  |  |
| 2025-09-22 | 1.0003                      |
|  |  |
| 2025-09-23 | 1.0002                      |
|  |  |
| 2025-09-24 | 1.0002                      |
|  |  |
| 2025-09-25 | 1.0002                      |
|  |  |
| 2025-09-26 | 1.0002                      |
|  |  |
| 2025-09-29 | 1.0002                      |
|  |  |
| 2025-09-30 | 1.0002                      |
|  |  |

## Part B: Class-Level Information about the Fund

### Class: Fund Level

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $20833215282.54

- **Number of Shares Outstanding:** 20832407156.7500

- **Expense Reimbursement/Waiver:** 153690.10

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0003          |
|  |  |
| 2025-09-22 | 1.0003          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $530285848.56             | $361074658.11           |
| 2025-09-03 | $315464975.06             | $307827319.92           |
| 2025-09-04 | $404128632.78             | $261803907.27           |
| 2025-09-05 | $259316485.51             | $309784434.65           |
| 2025-09-08 | $247289781.42             | $324312288.21           |
| 2025-09-09 | $291889637.28             | $294768726.52           |
| 2025-09-10 | $247886402.28             | $323767450.27           |
| 2025-09-11 | $473054779.72             | $318304746.84           |
| 2025-09-12 | $341671775.13             | $456991057.61           |
| 2025-09-15 | $266746230.78             | $380315991.85           |
| 2025-09-16 | $310248276.52             | $285885576.86           |
| 2025-09-17 | $339677898.10             | $305085754.91           |
| 2025-09-18 | $408209755.87             | $353905051.98           |
| 2025-09-19 | $359004631.74             | $258106884.60           |
| 2025-09-22 | $173005026.88             | $367384469.27           |
| 2025-09-23 | $306179804.45             | $368801922.34           |
| 2025-09-24 | $199187814.79             | $359696239.73           |
| 2025-09-25 | $381576306.29             | $330832802.41           |
| 2025-09-26 | $242495701.00             | $287660102.26           |
| 2025-09-29 | $221550385.79             | $433844548.06           |
| 2025-09-30 | $467763762.41             | $485433519.48           |

**Total Gross Subscriptions (Month):** $6786633912.36

**Total Gross Redemptions (Month):** $7175587453.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.0100%           |
| 2025-09-03 | 4.0000%           |
| 2025-09-04 | 4.0100%           |
| 2025-09-05 | 4.0200%           |
| 2025-09-08 | 4.0200%           |
| 2025-09-09 | 4.0300%           |
| 2025-09-10 | 4.0300%           |
| 2025-09-11 | 4.0300%           |
| 2025-09-12 | 4.0300%           |
| 2025-09-15 | 4.0300%           |
| 2025-09-16 | 4.0300%           |
| 2025-09-17 | 4.0300%           |
| 2025-09-18 | 4.0100%           |
| 2025-09-19 | 3.9300%           |
| 2025-09-22 | 3.9100%           |
| 2025-09-23 | 3.8800%           |
| 2025-09-24 | 3.8500%           |
| 2025-09-25 | 3.8500%           |
| 2025-09-26 | 3.8600%           |
| 2025-09-29 | 3.8500%           |
| 2025-09-30 | 3.8500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 15.8500%         | 0.0000%              |
| Depository institution or other banking institution |  | 82.6400%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.305000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100019543.00
- **C.18.a - Value (excl. sponsor support):** $100019543.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4W72, C.4 - ISIN: US3130B4W720, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224943340.50
- **C.18.a - Value (excl. sponsor support):** $224943340.50
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4X63, C.4 - ISIN: US3130B4X637, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19995356.20
- **C.18.a - Value (excl. sponsor support):** $19995356.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.235000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52X5, C.4 - ISIN: US3130B52X53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20000136.60
- **C.18.a - Value (excl. sponsor support):** $20000136.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.235000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5CZ9, C.4 - ISIN: US3130B5CZ98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159978244.80
- **C.18.a - Value (excl. sponsor support):** $159978244.80
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.235000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GH5, C.4 - ISIN: US3130B5GH54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69997515.70
- **C.18.a - Value (excl. sponsor support):** $69997515.70
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54020014.14
- **C.18.a - Value (excl. sponsor support):** $54020014.14
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TD0, C.4 - ISIN: US3130B5TD04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204999251.75
- **C.18.a - Value (excl. sponsor support):** $204999251.75
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U71, C.4 - ISIN: US3130B5U713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199989532.00
- **C.18.a - Value (excl. sponsor support):** $199989532.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VV7, C.4 - ISIN: US3130B5VV73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $270001460.70
- **C.18.a - Value (excl. sponsor support):** $270001460.70
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $52968439.84
- **C.18.a - Value (excl. sponsor support):** $52968439.84
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63H7, C.4 - ISIN: US3130B63H76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $210800974.01
- **C.18.a - Value (excl. sponsor support):** $210800974.01
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B65T9, C.4 - ISIN: US3130B65T96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $474988552.50
- **C.18.a - Value (excl. sponsor support):** $474988552.50
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BX3, C.4 - ISIN: US3130B6BX33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $374989380.00
- **C.18.a - Value (excl. sponsor support):** $374989380.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DC7, C.4 - ISIN: US3130B6DC77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $424943326.25
- **C.18.a - Value (excl. sponsor support):** $424943326.25
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WK8, C.4 - ISIN: US3130B6WK82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50018734.00
- **C.18.a - Value (excl. sponsor support):** $50018734.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GD0, C.4 - ISIN: US3130B7GD07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $209902455.00
- **C.18.a - Value (excl. sponsor support):** $209902455.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7L85, C.4 - ISIN: US3130B7L858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $109907237.00
- **C.18.a - Value (excl. sponsor support):** $109907237.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7R48, C.4 - ISIN: US3130B7R483, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99983005.00
- **C.18.a - Value (excl. sponsor support):** $99983005.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7T79, C.4 - ISIN: US3130B7T794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199778936.00
- **C.18.a - Value (excl. sponsor support):** $199778936.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UJ5, C.4 - ISIN: US313313UJ53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56022450.00
- **C.18.a - Value (excl. sponsor support):** $56022450.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54963058.15
- **C.18.a - Value (excl. sponsor support):** $54963058.15
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MT0, C.4 - ISIN: US313385MT05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99899250.00
- **C.18.a - Value (excl. sponsor support):** $99899250.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $33154234.76
- **C.18.a - Value (excl. sponsor support):** $33154234.76
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134511675.30
- **C.18.a - Value (excl. sponsor support):** $134511675.30
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NV4, C.4 - ISIN: US313385NV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149441458.50
- **C.18.a - Value (excl. sponsor support):** $149441458.50
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104597850.00
- **C.18.a - Value (excl. sponsor support):** $104597850.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PK6, C.4 - ISIN: US313385PK68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84556889.90
- **C.18.a - Value (excl. sponsor support):** $84556889.90
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PL4, C.4 - ISIN: US313385PL42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $114388264.40
- **C.18.a - Value (excl. sponsor support):** $114388264.40
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217808494.20
- **C.18.a - Value (excl. sponsor support):** $217808494.20
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $138560896.60
- **C.18.a - Value (excl. sponsor support):** $138560896.60
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98961472.00
- **C.18.a - Value (excl. sponsor support):** $98961472.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $410691199.95
- **C.18.a - Value (excl. sponsor support):** $410691199.95
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29612141.70
- **C.18.a - Value (excl. sponsor support):** $29612141.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SX5, C.4 - ISIN: US313385SX52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103558889.70
- **C.18.a - Value (excl. sponsor support):** $103558889.70
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $207096107.40
- **C.18.a - Value (excl. sponsor support):** $207096107.40
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103450534.95
- **C.18.a - Value (excl. sponsor support):** $103450534.95
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $201463323.60
- **C.18.a - Value (excl. sponsor support):** $201463323.60
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98063472.00
- **C.18.a - Value (excl. sponsor support):** $98063472.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98022917.00
- **C.18.a - Value (excl. sponsor support):** $98022917.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6002773.74
- **C.18.a - Value (excl. sponsor support):** $6002773.74
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPA96, C.4 - ISIN: US3133EPA969, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15001903.65
- **C.18.a - Value (excl. sponsor support):** $15001903.65
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPJ22, C.4 - ISIN: US3133EPJ226, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50000392.00
- **C.18.a - Value (excl. sponsor support):** $50000392.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS97, C.4 - ISIN: US3133EPS979, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $180001114.20
- **C.18.a - Value (excl. sponsor support):** $180001114.20
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPXZ3, C.4 - ISIN: US3133EPXZ35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35000691.25
- **C.18.a - Value (excl. sponsor support):** $35000691.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15004926.15
- **C.18.a - Value (excl. sponsor support):** $15004926.15
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999720.80
- **C.18.a - Value (excl. sponsor support):** $9999720.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65034010.60
- **C.18.a - Value (excl. sponsor support):** $65034010.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23018688.42
- **C.18.a - Value (excl. sponsor support):** $23018688.42
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45024435.90
- **C.18.a - Value (excl. sponsor support):** $45024435.90
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45012965.40
- **C.18.a - Value (excl. sponsor support):** $45012965.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.275000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55033462.00
- **C.18.a - Value (excl. sponsor support):** $55033462.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30006309.00
- **C.18.a - Value (excl. sponsor support):** $30006309.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20015029.60
- **C.18.a - Value (excl. sponsor support):** $20015029.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN56, C.4 - ISIN: US3133ERN562, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85050343.80
- **C.18.a - Value (excl. sponsor support):** $85050343.80
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15012406.05
- **C.18.a - Value (excl. sponsor support):** $15012406.05
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.235000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQM6, C.4 - ISIN: US3133ERQM60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35020654.20
- **C.18.a - Value (excl. sponsor support):** $35020654.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.235000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQP9, C.4 - ISIN: US3133ERQP91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000372.37
- **C.18.a - Value (excl. sponsor support):** $1000372.37
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50018819.00
- **C.18.a - Value (excl. sponsor support):** $50018819.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25010403.75
- **C.18.a - Value (excl. sponsor support):** $25010403.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.275000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100021054.00
- **C.18.a - Value (excl. sponsor support):** $100021054.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50025594.00
- **C.18.a - Value (excl. sponsor support):** $50025594.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWD9, C.4 - ISIN: US3133ERWD97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135069398.10
- **C.18.a - Value (excl. sponsor support):** $135069398.10
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10007621.00
- **C.18.a - Value (excl. sponsor support):** $10007621.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10007523.90
- **C.18.a - Value (excl. sponsor support):** $10007523.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYQ8, C.4 - ISIN: US3133ERYQ82, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125077702.50
- **C.18.a - Value (excl. sponsor support):** $125077702.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25019314.50
- **C.18.a - Value (excl. sponsor support):** $25019314.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCV7, C.4 - ISIN: US3133ETCV71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45000207.45
- **C.18.a - Value (excl. sponsor support):** $45000207.45
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCY1, C.4 - ISIN: US3133ETCY11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000753.75
- **C.18.a - Value (excl. sponsor support):** $5000753.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDB0, C.4 - ISIN: US3133ETDB09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21999655.48
- **C.18.a - Value (excl. sponsor support):** $21999655.48
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGE1, C.4 - ISIN: US3133ETGE11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45045000.00
- **C.18.a - Value (excl. sponsor support):** $45045000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETHC4, C.4 - ISIN: US3133ETHC46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59999229.60
- **C.18.a - Value (excl. sponsor support):** $59999229.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39994512.80
- **C.18.a - Value (excl. sponsor support):** $39994512.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNE3, C.4 - ISIN: US3133ETNE38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69995964.50
- **C.18.a - Value (excl. sponsor support):** $69995964.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-24
- **C.13 - Final Legal Maturity Date:** 2027-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35013028.40
- **C.18.a - Value (excl. sponsor support):** $35013028.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129993207.50
- **C.18.a - Value (excl. sponsor support):** $129993207.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSD0, C.4 - ISIN: US3133ETSD00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77996260.68
- **C.18.a - Value (excl. sponsor support):** $77996260.68
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.285000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZJ9, C.4 - ISIN: US3133ETZJ96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999680.80
- **C.18.a - Value (excl. sponsor support):** $34999680.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $29012370.24
- **C.18.a - Value (excl. sponsor support):** $29012370.24
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $10006722.00
- **C.18.a - Value (excl. sponsor support):** $10006722.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $20017371.80
- **C.18.a - Value (excl. sponsor support):** $20017371.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $55027605.60
- **C.18.a - Value (excl. sponsor support):** $55027605.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $30034796.10
- **C.18.a - Value (excl. sponsor support):** $30034796.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $15011002.95
- **C.18.a - Value (excl. sponsor support):** $15011002.95
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $160132512.00
- **C.18.a - Value (excl. sponsor support):** $160132512.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5003387.00
- **C.18.a - Value (excl. sponsor support):** $5003387.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $188251534.50
- **C.18.a - Value (excl. sponsor support):** $188251534.50
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39299213.20
- **C.18.a - Value (excl. sponsor support):** $39299213.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $159855590.40
- **C.18.a - Value (excl. sponsor support):** $159855590.40
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $103774410.78
- **C.18.a - Value (excl. sponsor support):** $103774410.78
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $219115050.00
- **C.18.a - Value (excl. sponsor support):** $219115050.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $371858223.75
- **C.18.a - Value (excl. sponsor support):** $371858223.75
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $237610675.20
- **C.18.a - Value (excl. sponsor support):** $237610675.20
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54426686.60
- **C.18.a - Value (excl. sponsor support):** $54426686.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74649886.50
- **C.18.a - Value (excl. sponsor support):** $74649886.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $108945053.85
- **C.18.a - Value (excl. sponsor support):** $108945053.85
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $158814835.20
- **C.18.a - Value (excl. sponsor support):** $158814835.20
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $162097149.54
- **C.18.a - Value (excl. sponsor support):** $162097149.54
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $117814520.40
- **C.18.a - Value (excl. sponsor support):** $117814520.40
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98119839.00
- **C.18.a - Value (excl. sponsor support):** $98119839.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197492500.00
- **C.18.a - Value (excl. sponsor support):** $197492500.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49299804.50
- **C.18.a - Value (excl. sponsor support):** $49299804.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49894531.00
- **C.18.a - Value (excl. sponsor support):** $49894531.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64000244.10
- **C.18.a - Value (excl. sponsor support):** $64000244.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44725781.25
- **C.18.a - Value (excl. sponsor support):** $44725781.25
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $73402441.50
- **C.18.a - Value (excl. sponsor support):** $73402441.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $243597655.00
- **C.18.a - Value (excl. sponsor support):** $243597655.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $240151689.60
- **C.18.a - Value (excl. sponsor support):** $240151689.60
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $190911405.30
- **C.18.a - Value (excl. sponsor support):** $190911405.30
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNT89HZR7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.6000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** Yes

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2038-11-15      | 0.0000%  | 0.0000% | $50000.00          | $27171.65          | Agency Debentures and Agency Strips |
| FHLB          | 2033-05-25      | 4.0800%  | 0.0000% | $915000.00         | $904432.36         | Agency Debentures and Agency Strips |
| FHLB          | 2041-11-05      | 2.6500%  | 0.0000% | $2000000.00        | $1495997.22        | Agency Debentures and Agency Strips |
| FHLB          | 2037-02-24      | 3.0000%  | 0.0000% | $2565000.00        | $2187470.48        | Agency Debentures and Agency Strips |
| FHLB          | 2044-10-21      | 5.8750%  | 0.0000% | $250000.00         | $255776.98         | Agency Debentures and Agency Strips |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $6736.23           | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-02-15      | 3.0000%  | 0.0000% | $137000.00         | $19914.16          | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $6251.86           | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $5670.48           | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-05-15      | 3.5000%  | 0.0000% | $50000.00          | $5102.93           | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $43727.00          | $10666.72          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-15      | 3.0000%  | 0.0000% | $200000.00         | $18523.42          | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $394183680.00      | $244150628.65      | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-12-20      | 4.5000%  | 0.0000% | $25000.00          | $14992.29          | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $306736640.00      | $201682929.06      | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-08-20      | 7.0000%  | 0.0000% | $53475.00          | $15711.54          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-07-20      | 2.5000%  | 0.0000% | $32405.00          | $23278.49          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-01-20      | 7.5000%  | 0.0000% | $33249.00          | $8693.86           | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-06-20      | 4.5000%  | 0.0000% | $18442560.00       | $17395156.44       | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-11-20      | 2.5000%  | 0.0000% | $37402.00          | $8247.91           | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-08-15      | 3.0000%  | 0.0000% | $150256.00         | $14419.86          | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-06-15      | 4.5000%  | 0.0000% | $187169.00         | $10698.02          | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $18659.71          | Agency Mortgage-Backed Securities   |
| GNMA          | 2048-03-15      | 3.0000%  | 0.0000% | $25000.00          | $15975.77          | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-11-15      | 4.0000%  | 0.0000% | $32000.00          | $16592.92          | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6629.09           | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-09-15      | 2.5000%  | 0.0000% | $25000.00          | $18459.19          | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-09-15      | 2.5000%  | 0.0000% | $53617.00          | $15341.94          | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $655000.00         | $103419.06         | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $13254.00          | $6783.77           | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $800000.00         | $529642.14         | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-03-15      | 4.0000%  | 0.0000% | $31678.00          | $23150.27          | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $6668.21           | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-02-15      | 3.5000%  | 0.0000% | $158862.00         | $23664.36          | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-09-15      | 2.5000%  | 0.0000% | $407203.00         | $17275.22          | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-05-15      | 3.0000%  | 0.0000% | $55243.00          | $5292.14           | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-08-15      | 5.0000%  | 0.0000% | $962144.00         | $20941.28          | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-07-15      | 3.0000%  | 0.0000% | $162673.00         | $17730.11          | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-03-15      | 4.8900%  | 0.0000% | $3796188.00        | $3589159.73        | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-02-15      | 6.0000%  | 0.0000% | $2538820.00        | $2478524.10        | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-03-20      | 6.0000%  | 0.0000% | $24315.00          | $24893.18          | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-01-20      | 7.5000%  | 0.0000% | $1992330.00        | $641720.47         | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $985362.00         | $651302.83         | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-07-20      | 2.5000%  | 0.0000% | $165244.00         | $135209.30         | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-11-20      | 7.0000%  | 0.0000% | $2778036.00        | $2493412.66        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $582519.00         | $581939.77         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-03-20      | 4.5000%  | 0.0000% | $4349450.00        | $4042315.07        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $2450896.00        | $2454647.77        | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-06-20      | 4.0000%  | 0.0000% | $1221584.00        | $1146295.20        | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-07-20      | 5.0000%  | 0.0000% | $543027.00         | $539435.59         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $4259120.00        | $4441362.00        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1999714.00        | $2090764.44        | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-04-20      | 4.0000%  | 0.0000% | $223361.00         | $209577.95         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-08-20      | 5.0000%  | 0.0000% | $1773512.00        | $1777821.81        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $4868296.00        | $4962641.42        | Agency Mortgage-Backed Securities   |
| GNMA          | 2062-03-20      | 3.0000%  | 0.0000% | $83466.00          | $74316.93          | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $2688316.00        | $2807014.12        | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $279198720.00      | $265089526.60      | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-05-15      | 4.5000%  | 0.0000% | $87000.00          | $26924.59          | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-08-15      | 4.0000%  | 0.0000% | $678180.00         | $92538.82          | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-01-15      | 4.0000%  | 0.0000% | $94571.00          | $11390.72          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-12-15      | 5.5000%  | 0.0000% | $1392440.00        | $21371.28          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-07-15      | 6.5000%  | 0.0000% | $902745.00         | $14811.69          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-09-15      | 6.5000%  | 0.0000% | $2393000.00        | $7269.82           | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-07-20      | 6.0000%  | 0.0000% | $4620480.00        | $8744.71           | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-10-20      | 6.5000%  | 0.0000% | $3570340.00        | $10271.54          | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-12-20      | 6.5000%  | 0.0000% | $2059112.00        | $23425.84          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-06-15      | 6.5000%  | 0.0000% | $1000800.00        | $8756.70           | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-03-15      | 6.5000%  | 0.0000% | $936867.00         | $5282.70           | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-10-15      | 5.5000%  | 0.0000% | $150000.00         | $11114.45          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-10-15      | 5.0000%  | 0.0000% | $173165.00         | $7674.03           | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-05-15      | 5.0000%  | 0.0000% | $434068.00         | $18933.79          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-02-15      | 5.0000%  | 0.0000% | $225000.00         | $8571.17           | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-12-15      | 4.0000%  | 0.0000% | $225000.00         | $17735.09          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-04-15      | 5.5000%  | 0.0000% | $126586.00         | $5173.67           | Agency Mortgage-Backed Securities   |
| GNMA          | 2029-04-15      | 6.5000%  | 0.0000% | $29556736.00       | $22004.42          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-06-15      | 6.5000%  | 0.0000% | $855960.00         | $6906.08           | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-12-20      | 3.5000%  | 0.0000% | $482401.00         | $15376.39          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-09-15      | 3.0000%  | 0.0000% | $300000.00         | $35947.30          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-02-15      | 5.0000%  | 0.0000% | $75000.00          | $5882.77           | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-10-20      | 3.5000%  | 0.0000% | $113703.00         | $10396.37          | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-02-20      | 3.0000%  | 0.0000% | $92446.00          | $11514.48          | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-06-15      | 4.0000%  | 0.0000% | $95465.00          | $9908.37           | Agency Mortgage-Backed Securities   |
| GNMA          | 2048-06-15      | 3.5000%  | 0.0000% | $100000.00         | $24215.59          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-01-15      | 4.5000%  | 0.0000% | $27000.00          | $7454.33           | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-10-20      | 3.5000%  | 0.0000% | $2200000.00        | $86489.95          | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $30000.00          | $16006.80          | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-01-20      | 2.5000%  | 0.0000% | $378613.00         | $248539.31         | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-02-20      | 3.0000%  | 0.0000% | $3000000.00        | $2155778.65        | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-06-15      | 3.0000%  | 0.0000% | $70345.00          | $20520.01          | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-11-20      | 3.0000%  | 0.0000% | $80466.00          | $20466.28          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-10-15      | 5.0000%  | 0.0000% | $2634000.00        | $60144.82          | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-12-15      | 6.0000%  | 0.0000% | $2214968.00        | $10866.30          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-06-15      | 5.0000%  | 0.0000% | $258108.00         | $7437.10           | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-07-15      | 6.5000%  | 0.0000% | $538602.00         | $9921.12           | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-15      | 5.5000%  | 0.0000% | $381245.00         | $6724.09           | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-15      | 5.5000%  | 0.0000% | $4635000.00        | $13179.78          | Agency Mortgage-Backed Securities   |

### Security 111: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTB50V20
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 4.3200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $11215379.00       | $6933486.71        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $4099781.00        | $3126365.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $10793107.00       | $11333424.32       | Agency Mortgage-Backed Securities  |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $15140200.00       | $10063270.80       | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $4328400.00        | $3944835.59        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $13617000.00       | $13414773.93       | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $15648000.00       | $16114885.46       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 3.0000%  | 0.0000% | $990500.00         | $1001866.80        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $1000.00           | $982.33            | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $2032600.00        | $2019538.52        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $58635000.00       | $57606529.14       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $2100.00           | $2135.00           | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 4.3750%  | 0.0000% | $992600.00         | $1016563.04        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $134188500.00      | $139081057.39      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $7869000.00        | $8273041.20        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $878200.00         | $907723.45         | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $23900.00          | $25004.90          | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $49751700.00       | $50150492.86       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $57475200.00       | $58514038.49       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $297822500.00      | $302695918.48      | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $229387500.00      | $231981872.62      | U.S. Treasuries (including strips) |

### Security 112: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTB50X02
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2045-08-01      | 3.5000%  | 0.0000% | $4006.00           | $646.00            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-12-01      | 3.5000%  | 0.0000% | $1263172.00        | $382283.16         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $6471514.00        | $3892799.85        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 3.0000%  | 0.0000% | $3201.00           | $2353.39           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $9797186.00        | $8134085.73        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1057.00           | $898.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1798985.00        | $1656510.45        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $19456.00          | $18001.54          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.0000%  | 0.0000% | $101051995.00      | $17808289.60       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $3595487.00        | $1647479.42        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-07-01      | 2.0000%  | 0.0000% | $4007.00           | $1910.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $2873144.00        | $2271071.06        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1587.45           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $3098.00           | $2367.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1028.00           | $794.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1481.92           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $851.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $4000.00           | $3594.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1456.68           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $3088.00           | $2212.50           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $4041.00           | $3624.94           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $4002.00           | $2955.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2837.12           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $960.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $1001.00           | $379.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1006480.00        | $780054.77         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $18432.00          | $18544.20          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $522592.00         | $460720.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 3.4600%  | 0.0000% | $1040.00           | $857.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 3.0200%  | 0.0000% | $2878.00           | $2723.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $371957.00         | $56421.46          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $14000.00          | $11143.20          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $917.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $3000.00           | $3134.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $3999.00           | $3072.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1332619.00        | $1371877.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $983738.00         | $980604.37         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $3039.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $995.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1699074.00        | $1627881.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1707706.00        | $1735330.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $882.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1727.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1664165.00        | $1462991.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3133.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $3074.00           | $2532.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $199702.00         | $201563.69         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1558228.00        | $802223.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $815111.00         | $720258.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $914.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $18000.00          | $18168.82          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $2090.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $993.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1015259.00        | $1062530.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $39971.00          | $41634.54          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $3000.00           | $3159.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $19000.00          | $19316.11          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $145.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.0000%  | 0.0000% | $4100.00           | $2647.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-09-01      | 2.3050%  | 0.0000% | $797759.00         | $727273.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 2.2600%  | 0.0000% | $1317889.00        | $1227139.90        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2327.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.2900%  | 0.0000% | $21868.00          | $17012.23          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $4000.00           | $3708.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $23337295.00       | $22457734.17       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $21016.00          | $13676.57          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2400.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $12000.00          | $10910.48          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $1154201.00        | $687696.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $766.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $8000.00           | $7669.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1015850.00        | $622922.44         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $701311.00         | $509958.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1740959.00        | $1461368.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $17000.00          | $12055.67          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $18000.00          | $13707.70          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1345510.00        | $922074.96         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $14000.00          | $13483.08          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2683.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2010.00           | $1698.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-03-01      | 4.6300%  | 0.0000% | $3000.00           | $3012.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-04-01      | 4.2300%  | 0.0000% | $28745440.00       | $28891969.88       | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.2450%  | 0.0000% | $2000.00           | $2007.97           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $4102.00           | $2330.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $2991470.00        | $1826748.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $2002.00           | $1165.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1333.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $597.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $557535.00         | $341700.55         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $2107.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $489712.00         | $342523.51         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $46960060.00       | $36148505.45       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $39912761.00       | $30957946.05       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $38418229.00       | $36334576.25       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $29818381.00       | $23477880.90       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $44560115.00       | $44711046.04       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $3302.00           | $3395.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $487.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1272.00           | $388.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $1200.00           | $567.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $314250.00         | $192161.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $675.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $146675.00         | $119447.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $55577602.00       | $42550461.72       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $25355146.00       | $19679735.85       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1100.00           | $903.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $71867904.00       | $67046045.42       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $539.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $5000.00           | $4782.83           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2904.46           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $17000.00          | $15718.73          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $266193.00         | $256603.47         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $825.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1060.31           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $17000.00          | $15879.33          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.90           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2040.25           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2089.09           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.41           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $973.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $18000.00          | $18072.99          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $17000.00          | $17122.56          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $43086.00          | $43453.27          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1657594.00        | $1723646.64        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $73492.00          | $74591.01          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $18144.00          | $18590.35          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $7159.00           | $7550.92           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2075.35           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $17000.00          | $17312.04          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $18000.00          | $18316.89          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $5237904.00        | $5424537.50        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $1092.00           | $1137.12           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $589744.00         | $595579.49         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $4192.00           | $3414.72           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $39979000.00       | $36766305.69       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $957.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $39980000.00       | $37625157.36       | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-07-20      | 3.0000%  | 0.0000% | $5226729.00        | $1647634.15        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $257428.00         | $164411.82         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-07-20      | 3.0000%  | 0.0000% | $1000.00           | $331.86            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $951.15            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $1765772.00        | $1587630.50        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $858.59            | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-08-20      | 6.5600%  | 0.0000% | $1000.00           | $396.85            | Agency Mortgage-Backed Securities  |
| GNMA          | 2074-08-20      | 6.5880%  | 0.0000% | $3700923.00        | $3502368.41        | Agency Mortgage-Backed Securities  |
| GNMA          | 2075-04-20      | 6.5550%  | 0.0000% | $3000.00           | $3178.10           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1029.83           | Agency Mortgage-Backed Securities  |
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $200.00            | $314.50            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $29000.00          | $29704.61          | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 3.0000%  | 0.0000% | $2800.00           | $2128.26           | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $4681000.00        | $3825922.90        | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $69800.00          | $45665.14          | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $374200.00         | $220787.36         | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $62.45             | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $87.31             | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $301000.00         | $253266.44         | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $1200.00           | $1093.66           | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $883100.00         | $821836.26         | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $435900.00         | $405784.32         | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $300.00            | $294.63            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $129.53            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $3300.00           | $4274.51           | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $1300.00           | $1725.99           | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $59800.00          | $52375.00          | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.7500%  | 0.0000% | $6781300.00        | $6683040.37        | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $6309600.00        | $5940974.24        | U.S. Treasuries (including strips) |
| USTR          | 2031-07-15      | 0.1250%  | 0.0000% | $120600.00         | $135788.63         | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $15400.00          | $17377.85          | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $144900.00         | $142834.91         | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $154900.00         | $172823.05         | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $1100.00           | $1130.08           | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $2249100.00        | $2283345.92        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $158900.00         | $158551.79         | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $3743700.00        | $3801708.32        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $9000.00           | $9106.22           | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $274000.00         | $279070.76         | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.1435%  | 0.0000% | $200.00            | $201.49            | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $94300.00          | $99977.35          | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $958400.00         | $968936.89         | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $104.07            | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $107400.00         | $106209.36         | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $400.00            | $421.99            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.60            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $1337300.00        | $1364557.74        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $279000.00         | $287030.97         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $23161900.00       | $23234582.04       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $4250200.00        | $4323218.58        | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $7922000.00        | $8129211.80        | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $428100.00         | $439297.59         | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $1000.00           | $1027.44           | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $3119800.00        | $3158408.88        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $250200.00         | $250980.66         | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $35.61             | $31.12             | U.S. Treasuries (including strips) |

### Security 113: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTB6MTA6
- **C.18 - Value (incl. sponsor support):** $84000000.00
- **C.18.a - Value (excl. sponsor support):** $84000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2028-02-15      | 4.4900%  | 0.0000% | $1630000.00        | $1644304.07        | Agency Debentures and Agency Strips |
| FHLB          | 2026-10-29      | 4.3000%  | 0.0000% | $10000.00          | $10086.92          | Agency Debentures and Agency Strips |
| FMAC          | 2028-05-23      | 4.3800%  | 0.0000% | $83361000.00       | $83999707.35       | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-11-05      | 4.4200%  | 0.0000% | $34000.00          | $34324.20          | Agency Debentures and Agency Strips |

### Security 114: NATWEST MARKETS SECURITIES INC

- **C.1 - Title:** TRI-PARTY NATWEST MARKETS SECURI 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZE2ZWJ5BTIQJ8M0C6K34, C.5 - Other ID: BNTB6MTC2
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.8800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $857100.00         | $809361.82         | U.S. Treasuries (including strips)  |
| FHLB          | 2025-11-07      | 2.6750%  | 0.0000% | $500000.00         | $504490.85         | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-09      | 3.0400%  | 0.0000% | $85000.00          | $84971.38          | Agency Debentures and Agency Strips |
| FHLB          | 2025-12-04      | 2.6000%  | 0.0000% | $50000.00          | $50291.14          | Agency Debentures and Agency Strips |
| FHLB          | 2025-12-12      | 2.6250%  | 0.0000% | $185000.00         | $185954.61         | Agency Debentures and Agency Strips |
| FHLB          | 2027-09-10      | 2.6250%  | 0.0000% | $200000.00         | $196684.27         | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-11      | 3.1250%  | 0.0000% | $170000.00         | $169967.16         | Agency Debentures and Agency Strips |
| FHLB          | 2028-11-16      | 3.2500%  | 0.0000% | $490000.00         | $490477.37         | Agency Debentures and Agency Strips |
| FHLB          | 2039-06-10      | 3.2500%  | 0.0000% | $250000.00         | $214316.14         | Agency Debentures and Agency Strips |
| FHLB          | 2026-12-04      | 2.3000%  | 0.0000% | $150000.00         | $148734.47         | Agency Debentures and Agency Strips |
| FHLB          | 2028-12-08      | 2.0000%  | 0.0000% | $90000.00          | $86091.23          | Agency Debentures and Agency Strips |
| FHLB          | 2027-09-10      | 0.6250%  | 0.0000% | $95000.00          | $89664.73          | Agency Debentures and Agency Strips |
| FHLB          | 2028-03-10      | 0.7500%  | 0.0000% | $1545000.00        | $1441190.94        | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-11      | 1.0000%  | 0.0000% | $150000.00         | $144032.22         | Agency Debentures and Agency Strips |
| FHLB          | 2028-09-08      | 1.0000%  | 0.0000% | $85000.00          | $78908.31          | Agency Debentures and Agency Strips |
| FHLB          | 2026-12-21      | 1.2500%  | 0.0000% | $15000.00          | $14618.38          | Agency Debentures and Agency Strips |
| FHLB          | 2032-03-12      | 2.0000%  | 0.0000% | $40000.00          | $35482.96          | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 4.2500%  | 0.0000% | $25000.00          | $25640.82          | Agency Debentures and Agency Strips |
| FHLB          | 2028-06-30      | 4.0000%  | 0.0000% | $5625000.00        | $5737336.88        | Agency Debentures and Agency Strips |
| FHLB          | 2033-09-09      | 4.5000%  | 0.0000% | $105000.00         | $106757.49         | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 4.7500%  | 0.0000% | $600000.00         | $621784.73         | Agency Debentures and Agency Strips |
| FHLB          | 2026-11-17      | 4.6250%  | 0.0000% | $315000.00         | $323636.29         | Agency Debentures and Agency Strips |
| FHLB          | 2027-01-15      | 4.1250%  | 0.0000% | $895000.00         | $909205.22         | Agency Debentures and Agency Strips |
| FHLB          | 2031-03-14      | 4.7500%  | 0.0000% | $920000.00         | $964525.34         | Agency Debentures and Agency Strips |
| FHLB          | 2026-10-09      | 4.0000%  | 0.0000% | $585000.00         | $598067.73         | Agency Debentures and Agency Strips |
| FHLB          | 2026-01-16      | 4.2500%  | 0.0000% | $235000.00         | $237255.09         | Agency Debentures and Agency Strips |
| FHLB          | 2027-03-10      | 4.0000%  | 0.0000% | $430000.00         | $432776.61         | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-04      | 3.8750%  | 0.0000% | $155000.00         | $157308.31         | Agency Debentures and Agency Strips |
| FHLB          | 2027-09-09      | 3.5000%  | 0.0000% | $2005000.00        | $2001483.68        | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 2.5000%  | 0.0000% | $100000.00         | $98401.49          | Agency Debentures and Agency Strips |
| FHLB          | 2028-08-21      | 6.0700%  | 0.0000% | $75000.00          | $80401.49          | Agency Debentures and Agency Strips |
| FHLB          | 2032-01-02      | 6.5100%  | 0.0000% | $4520000.00        | $5224253.67        | Agency Debentures and Agency Strips |
| FHLB          | 2036-03-14      | 5.1250%  | 0.0000% | $290000.00         | $307392.11         | Agency Debentures and Agency Strips |
| FHLB          | 2036-03-14      | 5.6250%  | 0.0000% | $6395000.00        | $7060828.21        | Agency Debentures and Agency Strips |
| FHLB          | 2026-06-12      | 5.7500%  | 0.0000% | $115000.00         | $118454.14         | Agency Debentures and Agency Strips |
| FHLB          | 2036-07-15      | 5.5000%  | 0.0000% | $12890000.00       | $14257607.51       | Agency Debentures and Agency Strips |
| FMAC          | 2029-09-15      | 6.7500%  | 0.0000% | $408000.00         | $454655.82         | Agency Debentures and Agency Strips |
| FMAC          | 2031-03-15      | 6.7500%  | 0.0000% | $16807000.00       | $19245586.46       | Agency Debentures and Agency Strips |
| FMAC          | 2032-07-15      | 6.2500%  | 0.0000% | $15343000.00       | $17612610.71       | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-15      | 0.0000%  | 0.0000% | $12031000.00       | $10067841.57       | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-15      | 0.0000%  | 0.0000% | $750000.00         | $615648.00         | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-15      | 6.2500%  | 0.0000% | $4490000.00        | $4982465.45        | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-15      | 7.1250%  | 0.0000% | $43611000.00       | $50095116.19       | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-15      | 7.2500%  | 0.0000% | $85000.00          | $99978.40          | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-15      | 6.6250%  | 0.0000% | $9801000.00        | $11325317.67       | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-05      | 0.8750%  | 0.0000% | $271000.00         | $237110.31         | Agency Debentures and Agency Strips |
| FNMA          | 2027-10-08      | 0.7500%  | 0.0000% | $9661000.00        | $9156322.24        | Agency Debentures and Agency Strips |
| FNMA          | 2037-07-15      | 5.6250%  | 0.0000% | $207000.00         | $232050.88         | Agency Debentures and Agency Strips |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $675000.00         | $568798.20         | U.S. Treasuries (including strips)  |
| USTR          | 2039-05-15      | 0.0000%  | 0.0000% | $900000.00         | $493398.00         | U.S. Treasuries (including strips)  |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $110000.00         | $55357.94          | U.S. Treasuries (including strips)  |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $576000.00         | $285949.44         | U.S. Treasuries (including strips)  |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $717000.00         | $350832.40         | U.S. Treasuries (including strips)  |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $1179500.00        | $518465.74         | U.S. Treasuries (including strips)  |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $175000.00         | $75872.48          | U.S. Treasuries (including strips)  |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $660000.00         | $282549.96         | U.S. Treasuries (including strips)  |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $51000.00          | $21224.01          | U.S. Treasuries (including strips)  |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $88000.00          | $36135.70          | U.S. Treasuries (including strips)  |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $992200.00         | $401950.14         | U.S. Treasuries (including strips)  |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $150000.00         | $59968.35          | U.S. Treasuries (including strips)  |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $965900.00         | $381114.20         | U.S. Treasuries (including strips)  |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $26900.00          | $10480.40          | U.S. Treasuries (including strips)  |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $55900.00          | $21513.73          | U.S. Treasuries (including strips)  |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $300000.00         | $113952.90         | U.S. Treasuries (including strips)  |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $75000.00          | $28127.78          | U.S. Treasuries (including strips)  |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $635000.00         | $234930.95         | U.S. Treasuries (including strips)  |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $750000.00         | $274012.50         | U.S. Treasuries (including strips)  |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $939000.00         | $334239.87         | U.S. Treasuries (including strips)  |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $748000.00         | $262774.64         | U.S. Treasuries (including strips)  |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $544000.00         | $186410.30         | U.S. Treasuries (including strips)  |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $38000.00          | $12843.28          | U.S. Treasuries (including strips)  |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $998800.00         | $333492.33         | U.S. Treasuries (including strips)  |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $850000.00         | $280273.90         | U.S. Treasuries (including strips)  |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $410000.00         | $133620.23         | U.S. Treasuries (including strips)  |
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $803300.00         | $258566.20         | U.S. Treasuries (including strips)  |
| USTR          | 2049-05-15      | 0.0000%  | 0.0000% | $605000.00         | $192628.37         | U.S. Treasuries (including strips)  |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $139000.00         | $43769.01          | U.S. Treasuries (including strips)  |
| USTR          | 2049-11-15      | 0.0000%  | 0.0000% | $764200.00         | $237740.33         | U.S. Treasuries (including strips)  |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $685000.00         | $210554.61         | U.S. Treasuries (including strips)  |
| USTR          | 2050-05-15      | 0.0000%  | 0.0000% | $993000.00         | $306283.90         | U.S. Treasuries (including strips)  |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $435000.00         | $131012.43         | U.S. Treasuries (including strips)  |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $845000.00         | $251297.08         | U.S. Treasuries (including strips)  |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $151400.00         | $44465.27          | U.S. Treasuries (including strips)  |
| USTR          | 2051-05-15      | 0.0000%  | 0.0000% | $734000.00         | $213151.40         | U.S. Treasuries (including strips)  |
| USTR          | 2051-08-15      | 0.0000%  | 0.0000% | $400000.00         | $114852.80         | U.S. Treasuries (including strips)  |
| USTR          | 2051-11-15      | 0.0000%  | 0.0000% | $857000.00         | $243702.52         | U.S. Treasuries (including strips)  |
| USTR          | 2052-02-15      | 0.0000%  | 0.0000% | $698000.00         | $196067.50         | U.S. Treasuries (including strips)  |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $518000.00         | $143884.86         | U.S. Treasuries (including strips)  |
| USTR          | 2052-11-15      | 0.0000%  | 0.0000% | $910700.00         | $248622.92         | U.S. Treasuries (including strips)  |
| USTR          | 2053-02-15      | 0.0000%  | 0.0000% | $183000.00         | $49382.92          | U.S. Treasuries (including strips)  |
| USTR          | 2053-05-15      | 0.0000%  | 0.0000% | $881000.00         | $234982.96         | U.S. Treasuries (including strips)  |
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $637000.00         | $168811.37         | U.S. Treasuries (including strips)  |
| USTR          | 2053-11-15      | 0.0000%  | 0.0000% | $1616000.00        | $424990.22         | U.S. Treasuries (including strips)  |
| USTR          | 2054-02-15      | 0.0000%  | 0.0000% | $847800.00         | $219826.06         | U.S. Treasuries (including strips)  |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $2354000.00        | $605806.61         | U.S. Treasuries (including strips)  |
| USTR          | 2054-08-15      | 0.0000%  | 0.0000% | $183000.00         | $46471.75          | U.S. Treasuries (including strips)  |
| USTR          | 2054-11-15      | 0.0000%  | 0.0000% | $222000.00         | $55805.25          | U.S. Treasuries (including strips)  |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $1758000.00        | $438169.19         | U.S. Treasuries (including strips)  |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $1150000.00        | $283702.70         | U.S. Treasuries (including strips)  |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $830000.00         | $202551.54         | U.S. Treasuries (including strips)  |
| USTR          | 2026-08-15      | 6.7500%  | 0.0000% | $16900.00          | $17480.38          | U.S. Treasuries (including strips)  |
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $2831100.00        | $6106577.95        | U.S. Treasuries (including strips)  |
| USTR          | 2029-04-15      | 3.8750%  | 0.0000% | $1272900.00        | $2778356.07        | U.S. Treasuries (including strips)  |
| USTR          | 2032-04-15      | 3.3750%  | 0.0000% | $3034100.00        | $6266669.64        | U.S. Treasuries (including strips)  |
| USTR          | 2026-01-15      | 2.0000%  | 0.0000% | $4461000.00        | $7299085.50        | U.S. Treasuries (including strips)  |
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $1000300.00        | $1572964.35        | U.S. Treasuries (including strips)  |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $452600.00         | $683729.95         | U.S. Treasuries (including strips)  |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $650700.00         | $738800.02         | U.S. Treasuries (including strips)  |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $6257000.00        | $6409025.89        | U.S. Treasuries (including strips)  |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $44800.00          | $34234.45          | U.S. Treasuries (including strips)  |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $800.00            | $842.63            | U.S. Treasuries (including strips)  |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $2000000.00        | $1899223.75        | U.S. Treasuries (including strips)  |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $63.02             | U.S. Treasuries (including strips)  |
| USTR          | 2042-08-15      | 3.3750%  | 0.0000% | $18300.00          | $15691.68          | U.S. Treasuries (including strips)  |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $23800.00          | $22386.45          | U.S. Treasuries (including strips)  |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $1000800.00        | $873803.06         | U.S. Treasuries (including strips)  |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $26720700.00       | $25969387.40       | U.S. Treasuries (including strips)  |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $700.00            | $683.56            | U.S. Treasuries (including strips)  |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $34046600.00       | $34360773.51       | U.S. Treasuries (including strips)  |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $2654000.00        | $2667412.52        | U.S. Treasuries (including strips)  |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $47564200.00       | $48983361.14       | U.S. Treasuries (including strips)  |
| USTR          | 2026-05-15      | 0.0000%  | 0.0000% | $250000.00         | $244186.00         | U.S. Treasuries (including strips)  |
| USTR          | 2026-01-31      | 2.6250%  | 0.0000% | $914900.00         | $914657.75         | U.S. Treasuries (including strips)  |
| USTR          | 2026-04-30      | 2.3750%  | 0.0000% | $187300.00         | $187589.25         | U.S. Treasuries (including strips)  |
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $227500.00         | $225352.06         | U.S. Treasuries (including strips)  |
| USTR          | 2025-11-15      | 2.2500%  | 0.0000% | $244500.00         | $246018.22         | U.S. Treasuries (including strips)  |
| USTR          | 2026-01-15      | 0.6250%  | 0.0000% | $3839000.00        | $5211450.11        | U.S. Treasuries (including strips)  |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $5185900.00        | $6963973.48        | U.S. Treasuries (including strips)  |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $755900.00         | $747523.30         | U.S. Treasuries (including strips)  |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $130400.00         | $121283.38         | U.S. Treasuries (including strips)  |
| USTR          | 2026-08-31      | 1.3750%  | 0.0000% | $887600.00         | $869836.90         | U.S. Treasuries (including strips)  |
| USTR          | 2026-12-31      | 1.7500%  | 0.0000% | $361600.00         | $354641.37         | U.S. Treasuries (including strips)  |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $200.00            | $239.81            | U.S. Treasuries (including strips)  |
| USTR          | 2030-07-15      | 0.1250%  | 0.0000% | $600.00            | $719.08            | U.S. Treasuries (including strips)  |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $303800.00         | $286506.60         | U.S. Treasuries (including strips)  |
| USTR          | 2025-10-15      | 0.1250%  | 0.0000% | $452300.00         | $563165.57         | U.S. Treasuries (including strips)  |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $20400.00          | $19188.35          | U.S. Treasuries (including strips)  |
| USTR          | 2026-01-31      | 0.3750%  | 0.0000% | $53300.00          | $52698.91          | U.S. Treasuries (including strips)  |
| USTR          | 2026-04-15      | 0.1250%  | 0.0000% | $385400.00         | $472436.60         | U.S. Treasuries (including strips)  |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $986000.00         | $967070.28         | U.S. Treasuries (including strips)  |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $940800.00         | $877652.56         | U.S. Treasuries (including strips)  |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $16100.00          | $15653.66          | U.S. Treasuries (including strips)  |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $246700.00         | $231991.92         | U.S. Treasuries (including strips)  |
| USTR          | 2026-10-31      | 1.1250%  | 0.0000% | $811400.00         | $792958.75         | U.S. Treasuries (including strips)  |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $433200.00         | $404914.85         | U.S. Treasuries (including strips)  |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $7749800.00        | $8646508.24        | U.S. Treasuries (including strips)  |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $682100.00         | $693357.03         | U.S. Treasuries (including strips)  |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $2317900.00        | $2443078.85        | U.S. Treasuries (including strips)  |
| USTR          | 2026-02-15      | 4.0000%  | 0.0000% | $462800.00         | $465218.59         | U.S. Treasuries (including strips)  |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $941300.00         | $941614.39         | U.S. Treasuries (including strips)  |
| USTR          | 2026-05-15      | 3.6250%  | 0.0000% | $530700.00         | $537204.65         | U.S. Treasuries (including strips)  |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $40900.00          | $42148.99          | U.S. Treasuries (including strips)  |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $617900.00         | $625834.45         | U.S. Treasuries (including strips)  |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $13700.00          | $13866.84          | U.S. Treasuries (including strips)  |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $26000.00          | $26462.84          | U.S. Treasuries (including strips)  |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $54100.00          | $55334.30          | U.S. Treasuries (including strips)  |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $65500.00          | $67666.00          | U.S. Treasuries (including strips)  |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $12500.00          | $12361.43          | U.S. Treasuries (including strips)  |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $322300.00         | $333135.13         | U.S. Treasuries (including strips)  |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $20500.00          | $21169.90          | U.S. Treasuries (including strips)  |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $649300.00         | $662080.50         | U.S. Treasuries (including strips)  |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $137500.00         | $138602.16         | U.S. Treasuries (including strips)  |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $540100.00         | $546597.94         | U.S. Treasuries (including strips)  |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $2446000.00        | $2492054.62        | U.S. Treasuries (including strips)  |
| USTR          | 2031-08-15      | 0.0000%  | 0.0000% | $3300750.00        | $2622667.03        | U.S. Treasuries (including strips)  |
| USTR          | 2032-02-15      | 0.0000%  | 0.0000% | $886750.00         | $688367.18         | U.S. Treasuries (including strips)  |
| USTR          | 2032-08-15      | 0.0000%  | 0.0000% | $11545750.00       | $8763385.89        | U.S. Treasuries (including strips)  |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $1801350.00        | $1335200.25        | U.S. Treasuries (including strips)  |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $12855704.23       | $8847604.19        | U.S. Treasuries (including strips)  |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $3456750.00        | $2318583.95        | U.S. Treasuries (including strips)  |
| USTR          | 2035-08-15      | 0.0000%  | 0.0000% | $1209750.00        | $790369.60         | U.S. Treasuries (including strips)  |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $8704750.00        | $5538223.09        | U.S. Treasuries (including strips)  |
| USTR          | 2036-08-15      | 0.0000%  | 0.0000% | $4736750.00        | $2935406.61        | U.S. Treasuries (including strips)  |
| USTR          | 2030-11-15      | 0.0000%  | 0.0000% | $1115400.00        | $915665.32         | U.S. Treasuries (including strips)  |
| USTR          | 2031-05-15      | 0.0000%  | 0.0000% | $10788000.00       | $8667381.26        | U.S. Treasuries (including strips)  |
| USTR          | 2031-11-15      | 0.0000%  | 0.0000% | $11733000.00       | $9214441.15        | U.S. Treasuries (including strips)  |
| USTR          | 2033-05-15      | 0.0000%  | 0.0000% | $6089000.00        | $4461434.66        | U.S. Treasuries (including strips)  |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $9682000.00        | $6754695.71        | U.S. Treasuries (including strips)  |
| USTR          | 2034-11-15      | 0.0000%  | 0.0000% | $3754531.00        | $2550516.74        | U.S. Treasuries (including strips)  |
| USTR          | 2025-11-15      | 0.0000%  | 0.0000% | $1655335.01        | $1647407.61        | U.S. Treasuries (including strips)  |
| USTR          | 2026-02-15      | 0.0000%  | 0.0000% | $1774965.63        | $1750485.30        | U.S. Treasuries (including strips)  |
| USTR          | 2026-05-15      | 0.0000%  | 0.0000% | $1669335.00        | $1631354.29        | U.S. Treasuries (including strips)  |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $638508.13         | $607645.20         | U.S. Treasuries (including strips)  |
| USTR          | 2027-05-15      | 0.0000%  | 0.0000% | $1005639.51        | $947654.34         | U.S. Treasuries (including strips)  |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $800995.00         | $747936.29         | U.S. Treasuries (including strips)  |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $155117.51         | $143411.72         | U.S. Treasuries (including strips)  |
| USTR          | 2028-02-15      | 0.0000%  | 0.0000% | $1060200.25        | $972120.93         | U.S. Treasuries (including strips)  |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $471851.25         | $424572.23         | U.S. Treasuries (including strips)  |
| USTR          | 2028-05-15      | 0.0000%  | 0.0000% | $624511.25         | $567262.30         | U.S. Treasuries (including strips)  |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $710511.25         | $633195.55         | U.S. Treasuries (including strips)  |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $4254000.00        | $2815794.92        | U.S. Treasuries (including strips)  |
| USTR          | 2035-11-15      | 0.0000%  | 0.0000% | $105300.00         | $67905.55          | U.S. Treasuries (including strips)  |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $916676.25         | $809052.96         | U.S. Treasuries (including strips)  |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $1391206.25        | $1203738.43        | U.S. Treasuries (including strips)  |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $689750.00         | $602835.98         | U.S. Treasuries (including strips)  |
| USTR          | 2029-11-15      | 0.0000%  | 0.0000% | $2795350.00        | $2393842.70        | U.S. Treasuries (including strips)  |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $998750.00         | $837359.99         | U.S. Treasuries (including strips)  |
| USTR          | 2030-02-15      | 0.0000%  | 0.0000% | $611875.00         | $518426.39         | U.S. Treasuries (including strips)  |
| USTR          | 2030-08-15      | 0.0000%  | 0.0000% | $156875.00         | $130154.64         | U.S. Treasuries (including strips)  |
| USTR          | 2031-02-15      | 0.0000%  | 0.0000% | $2712680.00        | $2202726.00        | U.S. Treasuries (including strips)  |
| USTR          | 2036-05-15      | 0.0000%  | 0.0000% | $9553000.00        | $5997449.82        | U.S. Treasuries (including strips)  |
| USTR          | 2036-11-15      | 0.0000%  | 0.0000% | $3794900.00        | $2321302.38        | U.S. Treasuries (including strips)  |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $4633000.00        | $2762662.53        | U.S. Treasuries (including strips)  |
| USTR          | 2037-08-15      | 0.0000%  | 0.0000% | $6375750.00        | $3749884.61        | U.S. Treasuries (including strips)  |
| USTR          | 2038-02-15      | 0.0000%  | 0.0000% | $2791750.00        | $1595189.20        | U.S. Treasuries (including strips)  |
| USTR          | 2051-11-15      | 0.0000%  | 0.0000% | $4895000.00        | $1360305.81        | U.S. Treasuries (including strips)  |
| USTR          | 2037-11-15      | 0.0000%  | 0.0000% | $9449200.00        | $5480356.47        | U.S. Treasuries (including strips)  |
| USTR          | 2038-05-15      | 0.0000%  | 0.0000% | $4625000.00        | $2608509.25        | U.S. Treasuries (including strips)  |
| USTR          | 2038-08-15      | 0.0000%  | 0.0000% | $10351750.00       | $5763916.51        | U.S. Treasuries (including strips)  |
| USTR          | 2039-02-15      | 0.0000%  | 0.0000% | $7098750.00        | $3840317.27        | U.S. Treasuries (including strips)  |
| USTR          | 2052-02-15      | 0.0000%  | 0.0000% | $3586350.00        | $986170.94         | U.S. Treasuries (including strips)  |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $3120000.00        | $848365.44         | U.S. Treasuries (including strips)  |
| USTR          | 2052-08-15      | 0.0000%  | 0.0000% | $6314000.00        | $1702008.15        | U.S. Treasuries (including strips)  |
| USTR          | 2038-11-15      | 0.0000%  | 0.0000% | $7056000.00        | $3871824.77        | U.S. Treasuries (including strips)  |
| USTR          | 2039-05-15      | 0.0000%  | 0.0000% | $5709421.00        | $3042813.08        | U.S. Treasuries (including strips)  |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $9326750.00        | $4902205.09        | U.S. Treasuries (including strips)  |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $7819000.00        | $4046965.84        | U.S. Treasuries (including strips)  |
| USTR          | 2052-11-15      | 0.0000%  | 0.0000% | $2279000.00        | $607524.42         | U.S. Treasuries (including strips)  |
| USTR          | 2053-02-15      | 0.0000%  | 0.0000% | $6910000.00        | $1832366.16        | U.S. Treasuries (including strips)  |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $11108750.00       | $5661629.98        | U.S. Treasuries (including strips)  |
| USTR          | 2053-05-15      | 0.0000%  | 0.0000% | $2033000.00        | $534559.05         | U.S. Treasuries (including strips)  |
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $4351000.00        | $1132291.19        | U.S. Treasuries (including strips)  |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $7655000.00        | $3851215.19        | U.S. Treasuries (including strips)  |
| USTR          | 2053-11-15      | 0.0000%  | 0.0000% | $1512000.00        | $389935.73         | U.S. Treasuries (including strips)  |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $6304750.00        | $3122086.98        | U.S. Treasuries (including strips)  |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $7770000.00        | $3797735.13        | U.S. Treasuries (including strips)  |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $8525750.00        | $4111483.26        | U.S. Treasuries (including strips)  |
| USTR          | 2054-02-15      | 0.0000%  | 0.0000% | $1330000.00        | $338656.57         | U.S. Treasuries (including strips)  |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $134000.00         | $50925.09          | U.S. Treasuries (including strips)  |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $19348000.00       | $9195756.14        | U.S. Treasuries (including strips)  |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $8570750.00        | $4013210.83        | U.S. Treasuries (including strips)  |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $7184000.00        | $3317743.62        | U.S. Treasuries (including strips)  |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $15718750.00       | $7143731.75        | U.S. Treasuries (including strips)  |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $8547000.00        | $3828526.09        | U.S. Treasuries (including strips)  |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $1434750.00        | $632997.35         | U.S. Treasuries (including strips)  |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $870000.00         | $378744.06         | U.S. Treasuries (including strips)  |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $9247750.00        | $3959359.43        | U.S. Treasuries (including strips)  |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $2261000.00        | $955821.92         | U.S. Treasuries (including strips)  |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $9674750.00        | $4033238.80        | U.S. Treasuries (including strips)  |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $773500.00         | $317425.06         | U.S. Treasuries (including strips)  |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $3387000.00        | $1354325.82        | U.S. Treasuries (including strips)  |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $14786750.00       | $5827502.54        | U.S. Treasuries (including strips)  |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $3772000.00        | $1470318.06        | U.S. Treasuries (including strips)  |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $6133350.00        | $2358861.88        | U.S. Treasuries (including strips)  |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $842750.00         | $315469.98         | U.S. Treasuries (including strips)  |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $3499000.00        | $1293636.28        | U.S. Treasuries (including strips)  |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $5801750.00        | $2121920.44        | U.S. Treasuries (including strips)  |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $104000.00         | $37613.99          | U.S. Treasuries (including strips)  |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $11682750.00       | $4176886.88        | U.S. Treasuries (including strips)  |
| USTR          | 2046-11-15      | 0.0000%  | 0.0000% | $5666000.00        | $1998862.81        | U.S. Treasuries (including strips)  |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $23699750.00       | $8261946.15        | U.S. Treasuries (including strips)  |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $2820000.00        | $971749.44         | U.S. Treasuries (including strips)  |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $5081750.00        | $1728049.09        | U.S. Treasuries (including strips)  |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $2150000.00        | $721987.20         | U.S. Treasuries (including strips)  |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $10217750.00       | $3390392.50        | U.S. Treasuries (including strips)  |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $1869000.00        | $612514.29         | U.S. Treasuries (including strips)  |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $748750.00         | $242463.97         | U.S. Treasuries (including strips)  |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $1247700.00        | $399544.73         | U.S. Treasuries (including strips)  |
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $2924750.00        | $925095.50         | U.S. Treasuries (including strips)  |
| USTR          | 2049-05-15      | 0.0000%  | 0.0000% | $226000.00         | $70553.36          | U.S. Treasuries (including strips)  |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $818750.00         | $252671.98         | U.S. Treasuries (including strips)  |
| USTR          | 2049-11-15      | 0.0000%  | 0.0000% | $95000.00          | $28963.12          | U.S. Treasuries (including strips)  |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $2105379.00        | $634230.69         | U.S. Treasuries (including strips)  |
| USTR          | 2050-05-15      | 0.0000%  | 0.0000% | $1650000.00        | $491396.40         | U.S. Treasuries (including strips)  |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $737750.00         | $216840.96         | U.S. Treasuries (including strips)  |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $211000.00         | $61273.77          | U.S. Treasuries (including strips)  |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $49750.00          | $14262.88          | U.S. Treasuries (including strips)  |
| USTR          | 2051-05-15      | 0.0000%  | 0.0000% | $3443000.00        | $976861.73         | U.S. Treasuries (including strips)  |
| USTR          | 2051-08-15      | 0.0000%  | 0.0000% | $1056250.00        | $296658.38         | U.S. Treasuries (including strips)  |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $976000.00         | $246602.99         | U.S. Treasuries (including strips)  |
| USTR          | 2054-08-15      | 0.0000%  | 0.0000% | $1559000.00        | $391795.41         | U.S. Treasuries (including strips)  |
| USTR          | 2054-11-15      | 0.0000%  | 0.0000% | $977000.00         | $243686.27         | U.S. Treasuries (including strips)  |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $1842000.00        | $454220.62         | U.S. Treasuries (including strips)  |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $6000.00           | $1468.08           | U.S. Treasuries (including strips)  |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $399000.00         | $96556.40          | U.S. Treasuries (including strips)  |

### Security 115: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: BNTB6MTH1
- **C.18 - Value (incl. sponsor support):** $525000000.00
- **C.18.a - Value (excl. sponsor support):** $525000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $219156697.00      | $28397109.95       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $49589364.00       | $11737382.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $103118749.00      | $27955979.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $1024.00           | $147.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $58316277.00       | $27438996.91       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $54008717.00       | $28773121.70       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $273.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $159149568.00      | $20590302.24       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $174738330.00      | $27893054.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $456.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $85109760.00       | $47191552.94       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $160430080.00      | $68205869.46       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $550.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $1024.00           | $592.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $1024.00           | $606.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $1024.00           | $561.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $587.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $587.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $547.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1792.00           | $990.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1280.00           | $699.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $583.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $580.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $587.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $542.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $592.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $570.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $604.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $591.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $576.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $583.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $1024.00           | $583.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $1024.00           | $584.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $1024.00           | $609.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $1024.00           | $625.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $593.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $586.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $606.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $617.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $698.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $697.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $1280.00           | $772.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1120.00           | $631.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $592.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $591.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 1.5000%  | 0.0000% | $11046656.00       | $6213941.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 1.5000%  | 0.0000% | $1024.00           | $584.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $600.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $577.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $611.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $547.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $610.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $1024.00           | $683.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $1024.00           | $622.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $1024.00           | $622.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $1024.00           | $626.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $1024.00           | $621.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1024.00           | $628.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $1024.00           | $613.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $1024.00           | $615.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1024.00           | $605.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $636.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $1024.00           | $619.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $621.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $604.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $629.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $717.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $651.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $628.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.0000%  | 0.0000% | $1024.00           | $626.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1024.00           | $615.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1024.00           | $634.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1024.00           | $637.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1023.00           | $651.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $638.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $658.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $2280.00           | $1225.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $1024.00           | $556.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $560.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $558.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $628.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $588.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $621.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $614.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1024.00           | $639.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $1024.00           | $635.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1024.00           | $696.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $257548608.00      | $29470614.31       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $227232470.00      | $29034979.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.0000%  | 0.0000% | $249753048.00      | $29374628.05       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $275150549.00      | $29335651.60       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $228506448.00      | $27886284.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.0000%  | 0.0000% | $249722422.00      | $29499579.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $244853248.00      | $28554348.30       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.0000%  | 0.0000% | $4759936.00        | $934071.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $120989394.00      | $26388580.10       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $1024.00           | $183.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $1024.00           | $157.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $107822208.00      | $15812614.98       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $1056.00           | $124.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 1.5000%  | 0.0000% | $1024.00           | $580.70            | Agency Mortgage-Backed Securities |
| GNMA          | 2045-09-20      | 4.0000%  | 0.0000% | $250950.00         | $12463.01          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $557.60            | Agency Mortgage-Backed Securities |

### Security 116: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTB6MTK4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $399157900.00      | $408000085.32      | U.S. Treasuries (including strips) |

### Security 117: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTB6MU14
- **C.18 - Value (incl. sponsor support):** $2550000000.00
- **C.18.a - Value (excl. sponsor support):** $2550000000.00
- **C.19 - Percentage of Net Assets:** 12.2400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $93.82             | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $89.70             | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $58851000.00       | $55412748.03       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-30      | 0.0000%  | 0.0000% | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| USTR          | 2025-10-23      | 0.0000%  | 0.0000% | $15500.00          | $15461.78          | U.S. Treasuries (including strips) |
| USTR          | 2025-12-11      | 0.0000%  | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| USTR          | 2025-10-21      | 0.0000%  | 0.0000% | $1129000.00        | $1126463.14        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-26      | 0.0000%  | 0.0000% | $2929200.00        | $2884283.65        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $200.00            | $196.94            | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.42             | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $5377300.00        | $4682677.87        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $299600.00         | $281805.36         | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $98.65             | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $6702300.00        | $6264683.38        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $1900.00           | $1849.53           | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $3030900.00        | $2698324.65        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $750431200.00      | $751662657.60      | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $8500000.00        | $8444280.62        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $33367400.00       | $33774646.35       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $300000.00         | $305990.40         | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $5800000.00        | $6032023.20        | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 4.8750%  | 0.0000% | $19750000.00       | $20094005.50       | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $21086000.00       | $21461213.45       | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $12403700.00       | $12447311.41       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $200000000.00      | $204563019.80      | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $150000000.00      | $152309550.00      | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $38825700.00       | $38942798.31       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.0805%  | 0.0000% | $160000.00         | $161133.15         | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $1374900.00        | $1359657.86        | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $37622000.00       | $37370083.09       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $57637600.00       | $58958243.70       | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $85205600.00       | $87620795.33       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $67788300.00       | $69837743.67       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $298600.00         | $304605.74         | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $268674400.00      | $281251586.01      | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $15600.00          | $15794.06          | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $12999500.00       | $13600470.14       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $148116300.00      | $148581088.95      | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $14262400.00       | $14507428.50       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $13807200.00       | $14129245.14       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $21885300.00       | $22246400.16       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $2320100.00        | $2346340.33        | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $12791800.00       | $12981477.02       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $2243100.00        | $2272494.11        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $15330000.00       | $15493727.99       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $95419900.00       | $95717623.83       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $95375000.00       | $95149438.12       | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $305072400.00      | $303687981.45      | U.S. Treasuries (including strips) |

### Security 118: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTB6MUC0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.8000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-11-13      | 0.0000%  | 0.0000% | $236800.00         | $235669.28         | U.S. Treasuries (including strips) |
| USTR          | 2025-12-16      | 0.0000%  | 0.0000% | $447600.00         | $443995.03         | U.S. Treasuries (including strips) |
| USTR          | 2025-12-23      | 0.0000%  | 0.0000% | $64575100.00       | $63999800.43       | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 2.6250%  | 0.0000% | $6245900.00        | $6265752.59        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 0.5000%  | 0.0000% | $11014800.00       | $10865707.69       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $10311900.00       | $9638599.96        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $445308000.00      | $455492193.96      | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $6777400.00        | $6799905.95        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $461812800.00      | $466258444.61      | U.S. Treasuries (including strips) |

### Security 119: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTB6MUH9
- **C.18 - Value (incl. sponsor support):** $2225000000.00
- **C.18.a - Value (excl. sponsor support):** $2225000000.00
- **C.19 - Percentage of Net Assets:** 10.6800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $92404.00          | $64888.07          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1270230.00        | $1298767.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $180044.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-05-20      | 3.5000%  | 0.0000% | $1126843.00        | $132030.80         | Agency Mortgage-Backed Securities |
| GNMA          | 2031-11-20      | 2.5000%  | 0.0000% | $1150000.00        | $128674.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2031-11-20      | 3.0000%  | 0.0000% | $265000.00         | $31111.59          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-09-20      | 2.0000%  | 0.0000% | $365611.00         | $141996.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-09-20      | 5.5000%  | 0.0000% | $279876.00         | $27764.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 4.5000%  | 0.0000% | $19683125.00       | $968049.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 3.5000%  | 0.0000% | $405863.00         | $156141.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 4.5000%  | 0.0000% | $1014737.00        | $141172.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 2.0000%  | 0.0000% | $389460000.00      | $188000334.79      | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.5000%  | 0.0000% | $417631979.00      | $271008345.77      | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 3.5000%  | 0.0000% | $1384487.00        | $408544.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $572760180.00      | $342658175.36      | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $135922181.00      | $87661343.23       | Agency Mortgage-Backed Securities |
| GNMA          | 2037-09-20      | 5.0000%  | 0.0000% | $294990.00         | $212564.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2029-09-20      | 8.5000%  | 0.0000% | $26726.00          | $16493.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 4.5000%  | 0.0000% | $18478655.00       | $15315022.49       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 7.0000%  | 0.0000% | $56000.00          | $21730.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-20      | 6.5000%  | 0.0000% | $41934.00          | $19602.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.0000%  | 0.0000% | $791464960.00      | $301416713.51      | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 4.5000%  | 0.0000% | $28841258.00       | $26983947.76       | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-20      | 3.5000%  | 0.0000% | $5687410.00        | $1250721.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-09-15      | 4.0000%  | 0.0000% | $2584614.00        | $154859.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 3.5000%  | 0.0000% | $350000.00         | $254044.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 2.5000%  | 0.0000% | $1723521.00        | $1134912.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.5000%  | 0.0000% | $1251673.00        | $643708.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 3.0000%  | 0.0000% | $86616.00          | $60664.10          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $1456415.00        | $873978.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $1100067.00        | $906698.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-07-20      | 2.0000%  | 0.0000% | $450000.00         | $290832.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $1023998.00        | $585801.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 2.5000%  | 0.0000% | $3796464.00        | $2373676.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $9930000.00        | $7970696.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 5.0000%  | 0.0000% | $1913815.00        | $1717686.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-07-20      | 6.5000%  | 0.0000% | $7296216.00        | $2327362.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-06-20      | 6.0000%  | 0.0000% | $12531649.00       | $6933473.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 5.5000%  | 0.0000% | $1845431.00        | $1615629.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-01-20      | 7.5000%  | 0.0000% | $150913.00         | $155040.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 7.5000%  | 0.0000% | $27993258.00       | $21420637.15       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $1783220.00        | $1866752.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.4800%  | 0.0000% | $172918.00         | $178680.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 6.5000%  | 0.0000% | $2318600.00        | $1405437.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 7.5000%  | 0.0000% | $27053613.00       | $27818882.69       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $1017337.00        | $866478.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $1325751.00        | $1367784.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 7.0000%  | 0.0000% | $1146494.00        | $1211418.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.5200%  | 0.0000% | $6000000.00        | $6249331.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1750743.00        | $1818203.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1830261.00        | $1208594.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $650837.00         | $674846.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1134003.00        | $1105905.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-07-15      | 5.8500%  | 0.0000% | $11000000.00       | $11743888.59       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1247780.00        | $1302386.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $2801510.00        | $2920840.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $1565224.00        | $1571718.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $5119216.00        | $5346945.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $5654095.00        | $5894656.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1410653.00        | $1473251.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1151304.00        | $1201338.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.0000%  | 0.0000% | $1242422.00        | $1248946.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 4.0000%  | 0.0000% | $478467.00         | $449297.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $5050584.00        | $5082719.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 6.5000%  | 0.0000% | $1339934.00        | $1374382.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $8361777.00        | $8518648.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $1076260.00        | $1123366.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1011527.00        | $1058061.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.0000%  | 0.0000% | $1690828.00        | $1699293.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 3.5000%  | 0.0000% | $605430.00         | $545552.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 3.5000%  | 0.0000% | $777889.00         | $700953.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1453242.00        | $1525245.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2253244.00        | $2375977.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 4.5000%  | 0.0000% | $278160.00         | $269679.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 5.5000%  | 0.0000% | $145442.00         | $146858.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 6.0000%  | 0.0000% | $943921.00         | $962791.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1784806.00        | $1867602.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $3830960.00        | $3909875.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 6.5000%  | 0.0000% | $1123320.00        | $1173423.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 4.0000%  | 0.0000% | $2249232.00        | $2091873.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-20      | 6.0000%  | 0.0000% | $8678074.00        | $8526356.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $801464320.00      | $807447170.29      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1991833.00        | $2107332.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-11-20      | 3.5000%  | 0.0000% | $10000000.00       | $1900316.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-02-20      | 4.5000%  | 0.0000% | $3425000.00        | $133116.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.0000%  | 0.0000% | $84447595.00       | $70619930.36       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Northern Funds

**Date:** 2025-10-07

**By:** Kevin P. O Rourke

**Name of Signing Officer:** Kevin P. O Rourke

**Title of Signing Officer:** President