# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0001145549-25-058090
**Filing Date:** 2025-9
**Character Count:** 205010
**Document Hash:** 684271960cccd6c34cfc61eb8c777e97
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-058090.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-058090

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHERN INSTITUTIONAL FUNDS
- **CENTRAL INDEX KEY:** 0000710124

**ORGANIZATION NAME:**
- **EIN:** 363209613
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03605
- **FILM NUMBER:** 251299653

**BUSINESS ADDRESS:**
- **STREET 1:** NORTHERN INSTITUTIONAL FUNDS
- **STREET 2:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603
- **BUSINESS PHONE:** 800-637-1380

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BENCHMARK FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BENCHMARK MONEY MARKET FUND DIVERSIFIED ASSETS & GOVERNMENT
- **DATE OF NAME CHANGE:** 19910422

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BENCHMARK MONEY MARKET FUND
- **DATE OF NAME CHANGE:** 19851020

## Series and Classes Contracts Data

### U.S. GOVERNMENT SELECT PORTFOLIO (Series ID: S000001275)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000003421 | SHARES                        | BGSXX           |
| C000003422 | SERVICE SHARES                | BSCXX           |
| C000003423 | PREMIER SHARES                | BSDXX           |
| C000146024 | Siebert Williams Shank Shares | WCGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000710124

### General Information

**Report for (YYYY-MM-DD):** 2025-08-31

**Registrant Full Name:** Northern Institutional Funds

**CIK Number of Registrant:** 0000710124

**LEI of Registrant:** 549300Y178DO5JBR1S04

**Name of Series:** U.S. GOVERNMENT SELECT PORTFOLIO

**LEI of Series:** 549300AJO32M060C4S84

**EDGAR Series Identifier:** S000001275

**Total number of share classes in the series:** 4

**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:** 002-80543

- **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:** 48 days

- **WAL:** 110 days

- **Total Value of Portfolio Securities:** $29039459439.01

- **Amortized Cost of Portfolio Securities:** $29035807285.76

- **Cash:** $1639977867.90

- **Total Other Assets:** $108134491.16

- **Total Liabilities:** $113132804.65

- **Net Assets of Series:** $30670786840.17

- **Number of Shares Outstanding (Series):** 30670145315.3100

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $18152040477.82           | $20365674488.09            | 58.3800%                  | 65.5000%                   |
| 2025-08-04 | $17313568129.30           | $20352233528.74            | 55.8500%                  | 65.6500%                   |
| 2025-08-05 | $17301970198.32           | $20340646060.82            | 55.6900%                  | 65.4700%                   |
| 2025-08-06 | $16508456488.40           | $19627142813.95            | 54.4500%                  | 64.7400%                   |
| 2025-08-07 | $16680495745.20           | $19648687346.31            | 55.1100%                  | 64.9200%                   |
| 2025-08-08 | $17057384742.18           | $19943597006.07            | 55.2900%                  | 64.6500%                   |
| 2025-08-11 | $16667299935.70           | $19692535467.64            | 54.7400%                  | 64.6700%                   |
| 2025-08-12 | $17144350061.46           | $20314619811.46            | 55.5800%                  | 65.8500%                   |
| 2025-08-13 | $16751341148.33           | $20171645116.38            | 55.0000%                  | 66.2300%                   |
| 2025-08-14 | $16453235202.54           | $19873573388.66            | 54.5500%                  | 65.8900%                   |
| 2025-08-15 | $16642687089.82           | $20063059493.98            | 54.8300%                  | 66.1000%                   |
| 2025-08-18 | $16643485990.97           | $19838961049.29            | 54.4600%                  | 64.9200%                   |
| 2025-08-19 | $16857445154.06           | $19882954430.44            | 55.2300%                  | 65.1400%                   |
| 2025-08-20 | $16671345700.50           | $19840396057.44            | 54.1900%                  | 64.4900%                   |
| 2025-08-21 | $16717065386.95           | $19742643099.45            | 54.5100%                  | 64.3700%                   |
| 2025-08-22 | $16773217366.88           | $19798829297.43            | 54.5900%                  | 64.4400%                   |
| 2025-08-25 | $16345597180.45           | $19366311765.16            | 53.4500%                  | 63.3200%                   |
| 2025-08-26 | $16605316587.15           | $19626065389.93            | 53.8400%                  | 63.6300%                   |
| 2025-08-27 | $16005935438.74           | $19181718459.56            | 52.4500%                  | 62.8600%                   |
| 2025-08-28 | $15761917502.14           | $18937734741.02            | 52.0600%                  | 62.5500%                   |
| 2025-08-29 | $16337077157.19           | $19437928614.14            | 53.0800%                  | 63.1600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3800%             |
| 2025-08-04 | 4.3700%             |
| 2025-08-05 | 4.3700%             |
| 2025-08-06 | 4.3700%             |
| 2025-08-07 | 4.3600%             |
| 2025-08-08 | 4.3600%             |
| 2025-08-11 | 4.3600%             |
| 2025-08-12 | 4.3600%             |
| 2025-08-13 | 4.3600%             |
| 2025-08-14 | 4.3600%             |
| 2025-08-15 | 4.3600%             |
| 2025-08-18 | 4.3600%             |
| 2025-08-19 | 4.3600%             |
| 2025-08-20 | 4.3500%             |
| 2025-08-21 | 4.3500%             |
| 2025-08-22 | 4.3500%             |
| 2025-08-25 | 4.3500%             |
| 2025-08-26 | 4.3500%             |
| 2025-08-27 | 4.3600%             |
| 2025-08-28 | 4.3600%             |
| 2025-08-29 | 4.3600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0001                      |
|  |  |
| 2025-08-04 | 1.0001                      |
|  |  |
| 2025-08-05 | 1.0001                      |
|  |  |
| 2025-08-06 | 1.0001                      |
|  |  |
| 2025-08-07 | 1.0001                      |
|  |  |
| 2025-08-08 | 1.0001                      |
|  |  |
| 2025-08-11 | 1.0001                      |
|  |  |
| 2025-08-12 | 1.0001                      |
|  |  |
| 2025-08-13 | 1.0001                      |
|  |  |
| 2025-08-14 | 1.0001                      |
|  |  |
| 2025-08-15 | 1.0001                      |
|  |  |
| 2025-08-18 | 1.0001                      |
|  |  |
| 2025-08-19 | 1.0001                      |
|  |  |
| 2025-08-20 | 1.0001                      |
|  |  |
| 2025-08-21 | 1.0000                      |
|  |  |
| 2025-08-22 | 1.0001                      |
|  |  |
| 2025-08-25 | 1.0001                      |
|  |  |
| 2025-08-26 | 1.0001                      |
|  |  |
| 2025-08-27 | 1.0001                      |
|  |  |
| 2025-08-28 | 1.0001                      |
|  |  |
| 2025-08-29 | 1.0002                      |
|  |  |

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

### Class: Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $28211051608.62

- **Number of Shares Outstanding:** 28210484957.1000

- **Expense Reimbursement/Waiver:** 864425.90

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $2093257534.70            | $1426423540.46          |
| 2025-08-04 | $1129704016.81            | $1238214485.92          |
| 2025-08-05 | $866215283.01             | $801089538.95           |
| 2025-08-06 | $1487955477.01            | $2233991127.57          |
| 2025-08-07 | $1736701795.20            | $1824981669.62          |
| 2025-08-08 | $1479510955.65            | $900573909.98           |
| 2025-08-11 | $581231555.26             | $1276030492.19          |
| 2025-08-12 | $850161414.74             | $455663067.16           |
| 2025-08-13 | $470572602.48             | $863010775.68           |
| 2025-08-14 | $631637833.53             | $897257558.76           |
| 2025-08-15 | $1245745217.08            | $913622516.44           |
| 2025-08-18 | $443051351.40             | $355677317.11           |
| 2025-08-19 | $591112646.23             | $632591897.44           |
| 2025-08-20 | $381369500.30             | $549375850.39           |
| 2025-08-21 | $724163634.46             | $860889970.05           |
| 2025-08-22 | $1025291511.80            | $968386160.35           |
| 2025-08-25 | $499573809.27             | $630236712.13           |
| 2025-08-26 | $1055391222.49            | $801219738.59           |
| 2025-08-27 | $930256917.89             | $1201691935.49          |
| 2025-08-28 | $1400855434.53            | $1632013321.65          |
| 2025-08-29 | $1394861720.88            | $961343521.72           |

**Total Gross Subscriptions (Month):** $21018621434.72

**Total Gross Redemptions (Month):** $21424285107.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2000%           |
| 2025-08-05 | 4.2000%           |
| 2025-08-06 | 4.1900%           |
| 2025-08-07 | 4.1900%           |
| 2025-08-08 | 4.1900%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1900%           |
| 2025-08-19 | 4.1900%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1800%           |
| 2025-08-27 | 4.1800%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 64.8400%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.0600%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $69720446.09

- **Number of Shares Outstanding:** 69718970.0300

- **Expense Reimbursement/Waiver:** 2284.68

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $44229.50                 | $1916388.80             |
| 2025-08-04 | $1250267.34               | $0.00                   |
| 2025-08-05 | $566395.05                | $22804.43               |
| 2025-08-06 | $0.00                     | $2251932.54             |
| 2025-08-07 | $0.00                     | $811485.94              |
| 2025-08-08 | $9990.79                  | $189776.71              |
| 2025-08-11 | $0.00                     | $795258.14              |
| 2025-08-12 | $511623.58                | $0.00                   |
| 2025-08-13 | $0.00                     | $1144719.90             |
| 2025-08-14 | $536881.83                | $784731.48              |
| 2025-08-15 | $0.00                     | $638788.53              |
| 2025-08-18 | $1675187.14               | $0.00                   |
| 2025-08-19 | $1251032.60               | $77151.06               |
| 2025-08-20 | $0.00                     | $2426661.77             |
| 2025-08-21 | $4675.80                  | $737838.68              |
| 2025-08-22 | $6003.18                  | $2703361.01             |
| 2025-08-25 | $1545840.01               | $0.00                   |
| 2025-08-26 | $1020431.58               | $0.00                   |
| 2025-08-27 | $0.00                     | $1479927.64             |
| 2025-08-28 | $25000.00                 | $3025676.66             |
| 2025-08-29 | $0.00                     | $251663.31              |

**Total Gross Subscriptions (Month):** $8447558.40

**Total Gross Redemptions (Month):** $19258166.60

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2000%           |
| 2025-08-05 | 4.2000%           |
| 2025-08-06 | 4.1900%           |
| 2025-08-07 | 4.1900%           |
| 2025-08-08 | 4.1900%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1900%           |
| 2025-08-19 | 4.1900%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1800%           |
| 2025-08-27 | 4.1800%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 80.8200%         | 0.0000%              |
| Depository institution or other banking institution |  | 19.1800%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $0.00

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.0000          |
|  |  |
| 2025-08-04 | 0.0000          |
|  |  |
| 2025-08-05 | 0.0000          |
|  |  |
| 2025-08-06 | 0.0000          |
|  |  |
| 2025-08-07 | 0.0000          |
|  |  |
| 2025-08-08 | 0.0000          |
|  |  |
| 2025-08-11 | 0.0000          |
|  |  |
| 2025-08-12 | 0.0000          |
|  |  |
| 2025-08-13 | 0.0000          |
|  |  |
| 2025-08-14 | 0.0000          |
|  |  |
| 2025-08-15 | 0.0000          |
|  |  |
| 2025-08-18 | 0.0000          |
|  |  |
| 2025-08-19 | 0.0000          |
|  |  |
| 2025-08-20 | 0.0000          |
|  |  |
| 2025-08-21 | 0.0000          |
|  |  |
| 2025-08-22 | 0.0000          |
|  |  |
| 2025-08-25 | 0.0000          |
|  |  |
| 2025-08-26 | 0.0000          |
|  |  |
| 2025-08-27 | 0.0000          |
|  |  |
| 2025-08-28 | 0.0000          |
|  |  |
| 2025-08-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.00                     | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 0.0000%           |
| 2025-08-04 | 0.0000%           |
| 2025-08-05 | 0.0000%           |
| 2025-08-06 | 0.0000%           |
| 2025-08-07 | 0.0000%           |
| 2025-08-08 | 0.0000%           |
| 2025-08-11 | 0.0000%           |
| 2025-08-12 | 0.0000%           |
| 2025-08-13 | 0.0000%           |
| 2025-08-14 | 0.0000%           |
| 2025-08-15 | 0.0000%           |
| 2025-08-18 | 0.0000%           |
| 2025-08-19 | 0.0000%           |
| 2025-08-20 | 0.0000%           |
| 2025-08-21 | 0.0000%           |
| 2025-08-22 | 0.0000%           |
| 2025-08-25 | 0.0000%           |
| 2025-08-26 | 0.0000%           |
| 2025-08-27 | 0.0000%           |
| 2025-08-28 | 0.0000%           |
| 2025-08-29 | 0.0000%           |

### Class: Siebert Williams Shank Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $2390014785.46

- **Number of Shares Outstanding:** 2389941388.1800

- **Expense Reimbursement/Waiver:** 62391.08

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $3502862.99               | $100831503.35           |
| 2025-08-04 | $644741.04                | $89118.08               |
| 2025-08-05 | $150024.50                | $0.00                   |
| 2025-08-06 | $11526.87                 | $150000.00              |
| 2025-08-07 | $34419967.71              | $0.00                   |
| 2025-08-08 | $1231900.05               | $0.00                   |
| 2025-08-11 | $284358700.64             | $0.00                   |
| 2025-08-12 | $0.00                     | $681251.19              |
| 2025-08-13 | $51874.37                 | $2100000.00             |
| 2025-08-14 | $45960.83                 | $34006000.00            |
| 2025-08-15 | $14200000.00              | $157960570.79           |
| 2025-08-18 | $114898227.18             | $8000000.00             |
| 2025-08-19 | $15972.57                 | $0.00                   |
| 2025-08-20 | $411022519.19             | $2279763.86             |
| 2025-08-21 | $44058260.40              | $6097500.00             |
| 2025-08-22 | $1612277.65               | $1427432.16             |
| 2025-08-25 | $22487.20                 | $25350000.00            |
| 2025-08-26 | $36996.02                 | $0.00                   |
| 2025-08-27 | $44900000.00              | $101016929.36           |
| 2025-08-28 | $5810798.15               | $16000000.00            |
| 2025-08-29 | $68500000.00              | $3274214.84             |

**Total Gross Subscriptions (Month):** $1029495097.36

**Total Gross Redemptions (Month):** $459264283.63

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2000%           |
| 2025-08-05 | 4.2000%           |
| 2025-08-06 | 4.1900%           |
| 2025-08-07 | 4.1900%           |
| 2025-08-08 | 4.1900%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1900%           |
| 2025-08-19 | 4.1900%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1800%           |
| 2025-08-27 | 4.1800%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 40.3600%         | 0.0000%              |
| Broker-dealer             |  | 16.5000%         | 0.0000%              |
| Broker-dealer             |  | 8.3600%          | 0.0000%              |
| Non-financial corporation |  | 10.4400%         | 0.0000%              |
| Non-financial corporation |  | 6.3000%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.449999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50027833.50
- **C.18.a - Value (excl. sponsor support):** $50027833.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.514997%
- **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):** $155045416.55
- **C.18.a - Value (excl. sponsor support):** $155045416.55
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.529998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100037533.00
- **C.18.a - Value (excl. sponsor support):** $100037533.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.369996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4T27, C.4 - ISIN: US3130B4T270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.349998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UQ2, C.4 - ISIN: US3130B4UQ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $154999528.80
- **C.18.a - Value (excl. sponsor support):** $154999528.80
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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 6: 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):** $484761690.40
- **C.18.a - Value (excl. sponsor support):** $484761690.40
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 7: 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):** $34979045.15
- **C.18.a - Value (excl. sponsor support):** $34979045.15
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.444999%
- **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):** $104999185.20
- **C.18.a - Value (excl. sponsor support):** $104999185.20
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.444999%
- **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):** $229977262.20
- **C.18.a - Value (excl. sponsor support):** $229977262.20
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.444999%
- **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):** $94999212.45
- **C.18.a - Value (excl. sponsor support):** $94999212.45
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NN4, C.4 - ISIN: US3130B5NN40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249857125.00
- **C.18.a - Value (excl. sponsor support):** $249857125.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **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 12: 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: 3130B5RG5, C.4 - ISIN: US3130B5RG52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $365174738.98
- **C.18.a - Value (excl. sponsor support):** $365174738.98
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.429998%
- **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):** $71040216.52
- **C.18.a - Value (excl. sponsor support):** $71040216.52
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 14: 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):** $299742540.00
- **C.18.a - Value (excl. sponsor support):** $299742540.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.439998%
- **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):** $299991660.00
- **C.18.a - Value (excl. sponsor support):** $299991660.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.369996%
- **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):** $200005382.00
- **C.18.a - Value (excl. sponsor support):** $200005382.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.509997%
- **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):** $77016418.35
- **C.18.a - Value (excl. sponsor support):** $77016418.35
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 18: 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):** $311787949.82
- **C.18.a - Value (excl. sponsor support):** $311787949.82
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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 19: 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):** $399892368.00
- **C.18.a - Value (excl. sponsor support):** $399892368.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 20: 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):** $379893577.20
- **C.18.a - Value (excl. sponsor support):** $379893577.20
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 21: 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):** $599761332.00
- **C.18.a - Value (excl. sponsor support):** $599761332.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.439998%
- **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):** $75032402.25
- **C.18.a - Value (excl. sponsor support):** $75032402.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 23: 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):** $289693267.00
- **C.18.a - Value (excl. sponsor support):** $289693267.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 24: 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):** $359993736.00
- **C.18.a - Value (excl. sponsor support):** $359993736.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7MB7, C.4 - ISIN: US3130B7MB76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $274977771.75
- **C.18.a - Value (excl. sponsor support):** $274977771.75
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **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 26: 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: 313313LF3, C.4 - ISIN: US313313LF33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21987166.74
- **C.18.a - Value (excl. sponsor support):** $21987166.74
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 27: 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: 313313LW6, C.4 - ISIN: US313313LW65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29930000.10
- **C.18.a - Value (excl. sponsor support):** $29930000.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 28: 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: 313313MB1, C.4 - ISIN: US313313MB10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14956249.95
- **C.18.a - Value (excl. sponsor support):** $14956249.95
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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? Yes, C.23 Categorized at Level 3? No

### Security 29: 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: 313313QC5, C.4 - ISIN: US313313QC56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19783038.80
- **C.18.a - Value (excl. sponsor support):** $19783038.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **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 30: 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: 313313QC5, C.4 - ISIN: US313313QC56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34620317.90
- **C.18.a - Value (excl. sponsor support):** $34620317.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **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 31: 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: 313313RG5, C.4 - ISIN: US313313RG51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9862275.00
- **C.18.a - Value (excl. sponsor support):** $9862275.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 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: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74675416.50
- **C.18.a - Value (excl. sponsor support):** $74675416.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 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: 313385MT0, C.4 - ISIN: US313385MT05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $154276236.80
- **C.18.a - Value (excl. sponsor support):** $154276236.80
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 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: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183631462.50
- **C.18.a - Value (excl. sponsor support):** $183631462.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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? 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: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148856749.50
- **C.18.a - Value (excl. sponsor support):** $148856749.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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? 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: 313385PK6, C.4 - ISIN: US313385PK68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118910550.00
- **C.18.a - Value (excl. sponsor support):** $118910550.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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? 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: 313385PL4, C.4 - ISIN: US313385PL42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $138713283.80
- **C.18.a - Value (excl. sponsor support):** $138713283.80
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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? 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: 313385RE8, C.4 - ISIN: US313385RE80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123284236.25
- **C.18.a - Value (excl. sponsor support):** $123284236.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **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? 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: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $152865262.50
- **C.18.a - Value (excl. sponsor support):** $152865262.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 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: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242690863.20
- **C.18.a - Value (excl. sponsor support):** $242690863.20
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 41: 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):** $197179916.00
- **C.18.a - Value (excl. sponsor support):** $197179916.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 42: 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):** $147868542.00
- **C.18.a - Value (excl. sponsor support):** $147868542.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 43: 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):** $73917875.25
- **C.18.a - Value (excl. sponsor support):** $73917875.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 44: 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):** $437041901.34
- **C.18.a - Value (excl. sponsor support):** $437041901.34
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 45: 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):** $42703856.04
- **C.18.a - Value (excl. sponsor support):** $42703856.04
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 46: 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):** $147329062.50
- **C.18.a - Value (excl. sponsor support):** $147329062.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 47: 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):** $284804890.70
- **C.18.a - Value (excl. sponsor support):** $284804890.70
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 48: 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):** $142261614.10
- **C.18.a - Value (excl. sponsor support):** $142261614.10
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 49: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.469997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32518698.88
- **C.18.a - Value (excl. sponsor support):** $32518698.88
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.474998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4H5, C.4 - ISIN: US3133EP4H58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52000307.32
- **C.18.a - Value (excl. sponsor support):** $52000307.32
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **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 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.464997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4L6, C.4 - ISIN: US3133EP4L60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95057519.65
- **C.18.a - Value (excl. sponsor support):** $95057519.65
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.439998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6E0, C.4 - ISIN: US3133EP6E00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80024544.80
- **C.18.a - Value (excl. sponsor support):** $80024544.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **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 53: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.439998%
- **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):** $35018686.50
- **C.18.a - Value (excl. sponsor support):** $35018686.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.500000%
- **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):** $20005042.80
- **C.18.a - Value (excl. sponsor support):** $20005042.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.469997%
- **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):** $70004562.60
- **C.18.a - Value (excl. sponsor support):** $70004562.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPR56, C.4 - ISIN: US3133EPR567, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20000975.20
- **C.18.a - Value (excl. sponsor support):** $20000975.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.469997%
- **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):** $95009699.50
- **C.18.a - Value (excl. sponsor support):** $95009699.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.469997%
- **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):** $35020872.25
- **C.18.a - Value (excl. sponsor support):** $35020872.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.464997%
- **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):** $9999716.10
- **C.18.a - Value (excl. sponsor support):** $9999716.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBR1, C.4 - ISIN: US3133ERBR13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75007525.50
- **C.18.a - Value (excl. sponsor support):** $75007525.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **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 4.489999%
- **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):** $75046005.00
- **C.18.a - Value (excl. sponsor support):** $75046005.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **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):** $75047552.25
- **C.18.a - Value (excl. sponsor support):** $75047552.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.439998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7704446.90
- **C.18.a - Value (excl. sponsor support):** $7704446.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.419997%
- **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):** $74023324.80
- **C.18.a - Value (excl. sponsor support):** $74023324.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60042224.40
- **C.18.a - Value (excl. sponsor support):** $60042224.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **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 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLA7, C.4 - ISIN: US3133ERLA77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42012884.76
- **C.18.a - Value (excl. sponsor support):** $42012884.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **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 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **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):** $140093455.60
- **C.18.a - Value (excl. sponsor support):** $140093455.60
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.469997%
- **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):** $19015538.01
- **C.18.a - Value (excl. sponsor support):** $19015538.01
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 69: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35022163.40
- **C.18.a - Value (excl. sponsor support):** $35022163.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **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 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ38, C.4 - ISIN: US3133ERQ383, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140117765.20
- **C.18.a - Value (excl. sponsor support):** $140117765.20
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35031485.30
- **C.18.a - Value (excl. sponsor support):** $35031485.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.474998%
- **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):** $50034113.00
- **C.18.a - Value (excl. sponsor support):** $50034113.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.444999%
- **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):** $40018686.80
- **C.18.a - Value (excl. sponsor support):** $40018686.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43037242.73
- **C.18.a - Value (excl. sponsor support):** $43037242.73
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **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 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **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):** $117055137.42
- **C.18.a - Value (excl. sponsor support):** $117055137.42
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **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):** $40019977.20
- **C.18.a - Value (excl. sponsor support):** $40019977.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVE8, C.4 - ISIN: US3133ERVE89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70053703.30
- **C.18.a - Value (excl. sponsor support):** $70053703.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **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 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.500000%
- **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):** $180106552.80
- **C.18.a - Value (excl. sponsor support):** $180106552.80
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40035706.00
- **C.18.a - Value (excl. sponsor support):** $40035706.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.500000%
- **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):** $260154585.60
- **C.18.a - Value (excl. sponsor support):** $260154585.60
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.479998%
- **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):** $20016673.20
- **C.18.a - Value (excl. sponsor support):** $20016673.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.479998%
- **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):** $40028066.80
- **C.18.a - Value (excl. sponsor support):** $40028066.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.494999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZB0, C.4 - ISIN: US3133ERZB05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70044808.40
- **C.18.a - Value (excl. sponsor support):** $70044808.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **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 84: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.379997%
- **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):** $62000586.52
- **C.18.a - Value (excl. sponsor support):** $62000586.52
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 85: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.455000%
- **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):** $30999004.90
- **C.18.a - Value (excl. sponsor support):** $30999004.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 86: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.464997%
- **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):** $70021497.00
- **C.18.a - Value (excl. sponsor support):** $70021497.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 87: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.449999%
- **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):** $94998153.20
- **C.18.a - Value (excl. sponsor support):** $94998153.20
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 88: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.439998%
- **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):** $54994168.35
- **C.18.a - Value (excl. sponsor support):** $54994168.35
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.449999%
- **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):** $89997503.40
- **C.18.a - Value (excl. sponsor support):** $89997503.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 90: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.439998%
- **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):** $55023086.80
- **C.18.a - Value (excl. sponsor support):** $55023086.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 91: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.459996%
- **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):** $184996066.90
- **C.18.a - Value (excl. sponsor support):** $184996066.90
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 92: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.474998%
- **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):** $66999449.26
- **C.18.a - Value (excl. sponsor support):** $66999449.26
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 93: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSS7, C.4 - ISIN: US3133ETSS78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79998882.40
- **C.18.a - Value (excl. sponsor support):** $79998882.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-08-12
- **C.13 - Final Legal Maturity Date:** 2027-08-12
- **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 94: 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):** $261607538.90
- **C.18.a - Value (excl. sponsor support):** $261607538.90
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 95: 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):** $229008348.10
- **C.18.a - Value (excl. sponsor support):** $229008348.10
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 96: 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):** $74676635.25
- **C.18.a - Value (excl. sponsor support):** $74676635.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 97: 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):** $155919149.51
- **C.18.a - Value (excl. sponsor support):** $155919149.51
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 98: 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):** $446677524.00
- **C.18.a - Value (excl. sponsor support):** $446677524.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 99: 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):** $158090366.40
- **C.18.a - Value (excl. sponsor support):** $158090366.40
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 100: 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):** $123318687.50
- **C.18.a - Value (excl. sponsor support):** $123318687.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 101: 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):** $320628587.50
- **C.18.a - Value (excl. sponsor support):** $320628587.50
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 102: 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):** $147982425.00
- **C.18.a - Value (excl. sponsor support):** $147982425.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 103: 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):** $78887822.40
- **C.18.a - Value (excl. sponsor support):** $78887822.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 104: 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):** $109123599.20
- **C.18.a - Value (excl. sponsor support):** $109123599.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 105: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $173047823.46
- **C.18.a - Value (excl. sponsor support):** $173047823.46
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **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 106: 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):** $152886051.33
- **C.18.a - Value (excl. sponsor support):** $152886051.33
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 107: 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):** $74179045.50
- **C.18.a - Value (excl. sponsor support):** $74179045.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 108: 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):** $148358091.00
- **C.18.a - Value (excl. sponsor support):** $148358091.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 109: 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):** $52333445.98
- **C.18.a - Value (excl. sponsor support):** $52333445.98
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 110: 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):** $98880614.44
- **C.18.a - Value (excl. sponsor support):** $98880614.44
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 111: 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):** $74119695.00
- **C.18.a - Value (excl. sponsor support):** $74119695.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 112: 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):** $59002031.40
- **C.18.a - Value (excl. sponsor support):** $59002031.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 113: 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):** $74695312.50
- **C.18.a - Value (excl. sponsor support):** $74695312.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 114: 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):** $54012577.85
- **C.18.a - Value (excl. sponsor support):** $54012577.85
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 115: 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):** $59444765.40
- **C.18.a - Value (excl. sponsor support):** $59444765.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 116: 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):** $78034375.20
- **C.18.a - Value (excl. sponsor support):** $78034375.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 117: 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):** $368959217.80
- **C.18.a - Value (excl. sponsor support):** $368959217.80
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 118: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $285117192.00
- **C.18.a - Value (excl. sponsor support):** $285117192.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 119: 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):** $355372103.90
- **C.18.a - Value (excl. sponsor support):** $355372103.90
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 120: 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):** $195799804.20
- **C.18.a - Value (excl. sponsor support):** $195799804.20
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 121: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.349998%
- **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):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 4.8900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2033-06-06      | 4.0000%  | 0.0000% | $5650000.00        | $5512265.56        | Agency Debentures and Agency Strips |
| FHLB          | 2026-02-24      | 0.7500%  | 0.0000% | $350000.00         | $344417.56         | Agency Debentures and Agency Strips |
| FMAC          | 2032-09-01      | 6.5000%  | 0.0000% | $1467972.00        | $22343.92          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 6.0000%  | 0.0000% | $100000000.00      | $662658.28         | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-10-01      | 6.0000%  | 0.0000% | $14000000.00       | $649334.49         | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-09-01      | 3.5000%  | 0.0000% | $38999000.00       | $3317582.24        | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $134163456.00      | $96474639.82       | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $6000000.00        | $4310663.26        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 4.5000%  | 0.0000% | $2184864.00        | $1883123.58        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $411496448.00      | $390135909.99      | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $1475710.00        | $1149417.32        | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 5.5000%  | 0.0000% | $1093574.00        | $1119010.72        | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 6.0000%  | 0.0000% | $1390300.00        | $1447282.38        | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-12-30      | 1.5600%  | 0.0000% | $15000000.00       | $12987265.00       | Agency Debentures and Agency Strips |
| FMAC          | 2033-01-28      | 1.5500%  | 0.0000% | $15000000.00       | $12448120.83       | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 4.0000%  | 0.0000% | $7183520.00        | $6555640.34        | Agency Mortgage-Backed Securities   |
| FNMA          | 2028-11-01      | 3.5000%  | 0.0000% | $593000.00         | $22804.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $138317.00         | $32600.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $2007872.00        | $488726.40         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.5000%  | 0.0000% | $278583.00         | $263006.61         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $501840.00         | $501241.11         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $3758628.00        | $3552452.77        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $2268532.00        | $2169972.96        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $5991944.00        | $5341241.79        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $7816530.00        | $7197321.26        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1725508.00        | $1804616.60        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $3558120.00        | $3598666.19        | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $1990628.00        | $2033166.02        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $4907856.00        | $4979175.82        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $121410.00         | $124548.96         | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $9388064.00        | $9563515.44        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $13298208.00       | $13895239.92       | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1156640.00        | $1207141.86        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $1216210.00        | $1293625.96        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1001000.00        | $1059080.58        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $3558724.00        | $3676132.24        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 4.5000%  | 0.0000% | $8829376.00        | $8529300.83        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $28551456.00       | $28844330.50       | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $30150752.00       | $30514031.71       | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.0000%  | 0.0000% | $1890000.00        | $395918.26         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 3.0000%  | 0.0000% | $3700000.00        | $2055125.13        | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $4590416.00        | $398736.02         | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 5.0000%  | 0.0000% | $634248.00         | $531197.83         | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-03-01      | 2.0000%  | 0.0000% | $2675000.00        | $1352174.32        | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-10-01      | 1.5000%  | 0.0000% | $52897.00          | $30683.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-09-01      | 6.0000%  | 0.0000% | $1391590.00        | $1444013.52        | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $543417.00         | $391515.36         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $44228.00          | $41276.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1016068.00        | $776543.07         | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $28500000.00       | $7743325.20        | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.0000%  | 0.0000% | $6671264.00        | $4564730.84        | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $865000.00         | $547639.45         | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-03-01      | 3.0000%  | 0.0000% | $554900.00         | $320553.47         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 5.5000%  | 0.0000% | $2136000.00        | $1614506.93        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $795000.00         | $557129.01         | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $1339396.00        | $597025.24         | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 4.0000%  | 0.0000% | $495377.00         | $58563.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $700000.00         | $405001.41         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $260000.00         | $180874.18         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $700000.00         | $540119.37         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $3300000.00        | $2620398.81        | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-02-01      | 6.0000%  | 0.0000% | $401289.00         | $306793.21         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1415000.00        | $1141464.61        | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-25      | 3.5000%  | 0.0000% | $319090.00         | $256247.66         | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $2300000.00        | $244910.32         | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-11-01      | 2.0000%  | 0.0000% | $3915032.00        | $2282995.85        | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 1.5000%  | 0.0000% | $2946000.00        | $1668957.36        | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-02-01      | 2.0000%  | 0.0000% | $100000.00         | $64147.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-10-01      | 5.0000%  | 0.0000% | $147000.00         | $103390.35         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $2194768.00        | $2117535.09        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1142634.00        | $1200721.67        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $139113216.00      | $141196420.92      | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-07-01      | 7.5000%  | 0.0000% | $2648364.00        | $2835057.91        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1352600.00        | $1420705.52        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 7.0000%  | 0.0000% | $37155.00          | $39301.57          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $29570016.00       | $30507286.95       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $7231050.00        | $7577240.54        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 4.0000%  | 0.0000% | $164461.00         | $154780.52         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $250439168.00      | $257011610.13      | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-06-01      | 4.5000%  | 0.0000% | $4638744.00        | $4500537.74        | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-20      | 7.0000%  | 0.0000% | $500000.00         | $22330.40          | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-04-20      | 2.5000%  | 0.0000% | $650000.00         | $22625.98          | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-04-20      | 3.5000%  | 0.0000% | $30455960.00       | $2271914.52        | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-09-20      | 2.0000%  | 0.0000% | $365611.00         | $140484.83         | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-06-20      | 2.5000%  | 0.0000% | $134486016.00      | $39450537.14       | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $22000.00          | $11634.97          | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-07-20      | 4.0000%  | 0.0000% | $1065678.00        | $357012.67         | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-03-20      | 2.5000%  | 0.0000% | $1626112.00        | $1041602.25        | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $2266706.90        | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-11-20      | 8.0000%  | 0.0000% | $30681.00          | $11491.10          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-02-20      | 6.5000%  | 0.0000% | $1021794.00        | $492998.70         | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-11-15      | 3.5000%  | 0.0000% | $1594402.00        | $150151.20         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-08-20      | 5.0000%  | 0.0000% | $1443982.00        | $497534.31         | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-05-20      | 6.5000%  | 0.0000% | $1628606.00        | $1467118.97        | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $10770624.00       | $9575085.78        | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-02-20      | 6.0000%  | 0.0000% | $1022268.00        | $980687.84         | Agency Mortgage-Backed Securities   |
| GNMA          | 2060-01-15      | 5.3600%  | 0.0000% | $434317.00         | $446478.17         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1795622.00        | $1875868.88        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $1668596.00        | $1695734.38        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3353588.00        | $3493412.47        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $2079028.00        | $2169514.07        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1139462.00        | $1201239.70        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1215662.00        | $1273951.40        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $1126166.00        | $1159370.63        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $9226.00           | $9391.45           | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $4157832.00        | $4100732.37        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1597678.00        | $1671752.03        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $314554368.00      | $313587039.27      | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1654776.00        | $1674692.54        | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-04-15      | 6.0000%  | 0.0000% | $1908990.00        | $21503.03          | Agency Mortgage-Backed Securities   |
| GNMA          | 2029-09-20      | 3.5000%  | 0.0000% | $1127130.00        | $43846.33          | Agency Mortgage-Backed Securities   |

### Security 122: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 4.340000%
- **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: BNTAY54Z6
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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          | 2036-12-01      | 7.5000%  | 0.0000% | $2515.00           | $56.42             | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $2049.00           | $27.67             | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-02-01      | 4.5000%  | 0.0000% | $1223.00           | $32.32             | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $4891593.00        | $1441445.85        | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-03-01      | 4.5000%  | 0.0000% | $2718055.00        | $226564.36         | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $832392.00         | $174734.84         | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-10-01      | 2.5000%  | 0.0000% | $1365000.00        | $248075.57         | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-01-01      | 3.5000%  | 0.0000% | $20330000.00       | $7548317.49        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $1375132.00        | $868160.08         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $323200.00         | $223741.88         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $18200000.00       | $15879288.06       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $1414032.00        | $1175067.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $1016000.00        | $807823.08         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.0000%  | 0.0000% | $189000.00         | $181742.16         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $104095.00         | $77728.56          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1605586.00        | $1263263.35        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $662079.00         | $492032.24         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-12-01      | 2.5000%  | 0.0000% | $16662186.00       | $3994101.09        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $290000.00         | $185721.14         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $929721.00         | $626732.18         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $6155742.00        | $5188020.86        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $264041502.00      | $70798454.29       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $189579.26         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $625000.00         | $315779.77         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 3.0000%  | 0.0000% | $3000.00           | $1715.71           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $115000.00         | $75106.17          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $2103745.00        | $1484635.51        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $18203000.00       | $15224875.06       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $1525316.00        | $1517527.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $844524.00         | $876743.62         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1598229.00        | $1681364.71        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.0000%  | 0.0000% | $1394140.00        | $1144315.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $3001.00           | $3030.47           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $599000.00         | $261471.07         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $620000.00         | $350051.51         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $18297000.00       | $14129349.14       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $11854978.00       | $9252710.12        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1108763.00        | $815559.95         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $10676552.00       | $8689986.29        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1799000.00        | $1474918.08        | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-12-01      | 2.5000%  | 0.0000% | $1850000.00        | $881463.13         | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-07-01      | 3.5000%  | 0.0000% | $369084.00         | $274912.47         | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-02-01      | 6.0000%  | 0.0000% | $300000.00         | $175566.75         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $31528.00          | $28440.75          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1510785.00        | $1360869.10        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1421894.00        | $803999.88         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1489947.00        | $1403574.39        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $80965419.00       | $7681792.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 4.0000%  | 0.0000% | $105241525.00      | $15784033.37       | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $50517368.00       | $6630852.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $13000.00          | $2241.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1448181.00        | $179894.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $10294091.00       | $1006217.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $69600000.00       | $13815826.95       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $920753.00         | $857061.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1524527.00        | $877162.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 7.0000%  | 0.0000% | $1410885.00        | $930007.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1647725.00        | $1667773.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $2405824.00        | $2078787.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1236708.00        | $1209009.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1891620.00        | $1906233.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2392163.00        | $2455548.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2932555.00        | $2452209.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $5265037.00        | $5415032.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1718218.00        | $1187288.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2166113.00        | $2179620.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $4793239.00        | $4992473.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $5593268.00        | $5572306.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $5211282.00        | $5443614.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $35421257.00       | $36130230.80       | Agency Mortgage-Backed Securities  |
| FNMA          | 2057-02-01      | 4.5000%  | 0.0000% | $50000000.00       | $14251322.98       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 4.0000%  | 0.0000% | $18345557.00       | $6911665.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-09-01      | 2.5000%  | 0.0000% | $22256658.00       | $7586895.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2062-03-01      | 4.0000%  | 0.0000% | $4469725.00        | $3415754.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 3.5000%  | 0.0000% | $12765112.00       | $8333116.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2063-06-01      | 2.5000%  | 0.0000% | $22780324.00       | $15964533.61       | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $42691847.00       | $12411260.68       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $25415359.00       | $8448855.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 4.9080%  | 0.0000% | $11564069.00       | $9078412.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-09-01      | 1.8200%  | 0.0000% | $12697253.00       | $10524188.69       | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 5.2100%  | 0.0000% | $2274344.00        | $2364761.95        | Agency Mortgage-Backed Securities  |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $1817800.00        | $1587521.08        | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $4345600.00        | $4583003.64        | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $1579400.00        | $1467225.00        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $579200.00         | $592941.62         | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $3899300.00        | $3944334.23        | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.3884%  | 0.0000% | $120100.00         | $120596.11         | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $355300.00         | $371030.01         | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $3765000.00        | $3818493.86        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $1680800.00        | $1694711.44        | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $154214.96         | $77305.03          | U.S. Treasuries (including strips) |

### Security 123: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BAN 4.310000%
- **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: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTAYHRR3
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-07
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $460000.00         | $518507.12         | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $10000000.00       | $21585585.20       | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 5.0000%  | 0.0000% | $3364100.00        | $3617043.90        | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $9727000.00        | $7681679.07        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $251865600.00      | $259414811.46      | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $700.00            | $752.20            | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 4.3750%  | 0.0000% | $310700.00         | $324230.75         | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $700.00            | $709.36            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $468447300.00      | $471856740.96      | U.S. Treasuries (including strips) |

### Security 124: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.340000%
- **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: BNTB29GF2
- **C.18 - Value (incl. sponsor support):** $1275000000.00
- **C.18.a - Value (excl. sponsor support):** $1275000000.00
- **C.19 - Percentage of Net Assets:** 4.1600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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

**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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2037-11-01      | 7.0000%  | 0.0000% | $84138880.00       | $240996.22         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-07-01      | 6.1480%  | 0.0000% | $17701280.00       | $118284.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 6.4770%  | 0.0000% | $6999998.00        | $101034.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 6.2850%  | 0.0000% | $2671776.00        | $53794.04          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 6.5860%  | 0.0000% | $76463488.00       | $499032.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 6.7700%  | 0.0000% | $6000000.00        | $53286.55          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1543798.00        | $1622539.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $3122072.00        | $3271195.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $12286784.00       | $12671712.57       | Agency Mortgage-Backed Securities |
| FNMA          | 2031-12-01      | 2.0000%  | 0.0000% | $141906.00         | $45984.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $152420.00         | $9179.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 4.5000%  | 0.0000% | $516882.00         | $256833.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1460948.00        | $920090.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $30919.00          | $22852.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $26858.00          | $20412.37          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.2910%  | 0.0000% | $100000.00         | $76880.68          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 4.0000%  | 0.0000% | $32647.00          | $22273.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $94476.62          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $91358.00          | $63480.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $13000.00          | $8942.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $7000.00           | $5190.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $32267.00          | $22664.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 3.5000%  | 0.0000% | $12000.00          | $7857.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.0000%  | 0.0000% | $154000.00         | $127295.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $33711.00          | $24747.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 4.5000%  | 0.0000% | $500000.00         | $471708.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $1731540.00        | $1536957.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.5000%  | 0.0000% | $3623060.00        | $3488283.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $14900000.00       | $5197009.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $120000.00         | $50693.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $68853.00          | $42018.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 1.5000%  | 0.0000% | $312962.00         | $155298.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 2.0000%  | 0.0000% | $592000.00         | $268167.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $30000.00          | $21078.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 5.0000%  | 0.0000% | $30000.00          | $17024.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $93939.00          | $71659.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $7000.00           | $5537.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $480000.00         | $317655.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $25063.00          | $21309.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $23000.00          | $15767.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $12000.00          | $10675.06          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $19000.00          | $14045.91          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 4.7120%  | 0.0000% | $11219040.00       | $398076.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 2.5000%  | 0.0000% | $1819038.00        | $288868.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $14000.00          | $9328.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-12-01      | 3.5000%  | 0.0000% | $20000.00          | $13099.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $16000.00          | $12654.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 4.0000%  | 0.0000% | $25000.00          | $17728.84          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-11-01      | 5.5000%  | 0.0000% | $27000.00          | $17586.64          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-09-01      | 6.0000%  | 0.0000% | $26713.00          | $19985.26          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $50302400.00       | $50550691.79       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $9950576.00        | $10217357.57       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $30206528.00       | $31039946.26       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $58901504.00       | $58066184.35       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $157753088.00      | $159572217.03      | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.5000%  | 0.0000% | $892848128.00      | $577878578.76      | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $2967796.00        | $2134134.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-02-20      | 2.5000%  | 0.0000% | $117439.00         | $64891.56          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.5000%  | 0.0000% | $6702840.00        | $4565271.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $331663360.00      | $335622351.89      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $50000000.00       | $50695122.60       | Agency Mortgage-Backed Securities |

### Security 125: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 4.340000%
- **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: BNTB29GH8
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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

**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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $1000.00           | $940.34            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $66170.00          | $63624.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $1956.00           | $1852.68           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.0000%  | 0.0000% | $77371771.00       | $74999999.38       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 7.0000%  | 0.0000% | $2241840.00        | $2184466.52        | Agency Mortgage-Backed Securities |

### Security 126: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 4.340000%
- **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: BNTB29GQ8
- **C.18 - Value (incl. sponsor support):** $390000000.00
- **C.18.a - Value (excl. sponsor support):** $390000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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

**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          | 2045-09-01      | 4.0000%  | 0.0000% | $249707494.00      | $41378075.30       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $339027639.00      | $41296672.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $500143695.00      | $41631506.95       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $249975888.00      | $41298743.78       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $223312555.00      | $42420965.88       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $183689944.00      | $41476803.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $87218876.00       | $41800493.48       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $2549311.00        | $1248130.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $80685645.00       | $42415143.98       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $48803582.00       | $25138498.87       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.0000%  | 0.0000% | $445291340.00      | $41594964.98       | Agency Mortgage-Backed Securities |

### Security 127: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 4.330000%
- **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: BNTB29H04
- **C.18 - Value (incl. sponsor support):** $3300000000.00
- **C.18.a - Value (excl. sponsor support):** $3300000000.00
- **C.19 - Percentage of Net Assets:** 10.7600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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

**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          | 2041-08-15      | 3.7500%  | 0.0000% | $600000000.00      | $537387978.00      | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $56933100.00       | $31564895.70       | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $561635500.00      | $557016151.92      | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $546000000.00      | $562412404.01      | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $27419100.00       | $27964681.08       | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $521775000.00      | $544194083.99      | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $529400000.00      | $549108773.72      | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $543700000.00      | $556351052.46      | U.S. Treasuries (including strips) |

### Security 128: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.360000%
- **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: BNTB29HG9
- **C.18 - Value (incl. sponsor support):** $3425000000.00
- **C.18.a - Value (excl. sponsor support):** $3425000000.00
- **C.19 - Percentage of Net Assets:** 11.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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

**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% | $24403600.00       | $25419839.66       | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $85610900.00       | $88540970.98       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $200.00            | $208.77            | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $20467900.00       | $20970109.46       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-02      | 0.0000%  | 0.0000% | $400.00            | $398.60            | U.S. Treasuries (including strips) |
| USTR          | 2025-10-30      | 0.0000%  | 0.0000% | $300.00            | $298.00            | U.S. Treasuries (including strips) |
| USTR          | 2025-11-28      | 0.0000%  | 0.0000% | $146140900.00      | $144706234.78      | U.S. Treasuries (including strips) |
| USTR          | 2025-12-26      | 0.0000%  | 0.0000% | $180600.00         | $178288.14         | U.S. Treasuries (including strips) |
| USTR          | 2026-01-22      | 0.0000%  | 0.0000% | $400.00            | $393.84            | U.S. Treasuries (including strips) |
| USTR          | 2025-10-16      | 0.0000%  | 0.0000% | $159000.00         | $158191.64         | U.S. Treasuries (including strips) |
| USTR          | 2026-05-14      | 0.0000%  | 0.0000% | $100.00            | $97.37             | U.S. Treasuries (including strips) |
| USTR          | 2025-11-06      | 0.0000%  | 0.0000% | $100.00            | $99.26             | U.S. Treasuries (including strips) |
| USTR          | 2025-11-13      | 0.0000%  | 0.0000% | $500.00            | $495.93            | U.S. Treasuries (including strips) |
| USTR          | 2025-09-16      | 0.0000%  | 0.0000% | $95000.00          | $94842.49          | U.S. Treasuries (including strips) |
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $97.08             | U.S. Treasuries (including strips) |
| USTR          | 2025-10-14      | 0.0000%  | 0.0000% | $1000.00           | $995.13            | U.S. Treasuries (including strips) |
| USTR          | 2025-11-18      | 0.0000%  | 0.0000% | $696100.00         | $690112.84         | U.S. Treasuries (including strips) |
| USTR          | 2025-12-09      | 0.0000%  | 0.0000% | $200.00            | $197.81            | U.S. Treasuries (including strips) |
| USTR          | 2025-12-23      | 0.0000%  | 0.0000% | $1000.00           | $987.50            | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 6.0000%  | 0.0000% | $1759300.00        | $1778797.63        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 6.7500%  | 0.0000% | $117600.00         | $121224.90         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 6.6250%  | 0.0000% | $13385300.00       | $14009582.09       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 6.3750%  | 0.0000% | $23793800.00       | $25083573.20       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 6.1250%  | 0.0000% | $4793700.00        | $5238028.83        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 6.2500%  | 0.0000% | $7069500.00        | $7966546.86        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $97.76             | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $13849000.00       | $13587367.41       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $5000000.00        | $4947851.25        | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 3.0000%  | 0.0000% | $700.00            | $705.46            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $10504600.00       | $10446555.36       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $2959200.00        | $2867777.41        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $18215400.00       | $17964083.31       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 1.6250%  | 0.0000% | $196100.00         | $194090.80         | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 1.6250%  | 0.0000% | $200.00            | $197.72            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $3203000.00        | $3153734.24        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $11512100.00       | $11344311.53       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 1.8750%  | 0.0000% | $2959600.00        | $2910564.11        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $535900.00         | $497747.25         | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $100.00            | $98.05             | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $304400.00         | $297680.03         | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.7500%  | 0.0000% | $100.00            | $97.70             | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $468800.00         | $427746.55         | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $8634000.00        | $8253443.95        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $5014200.00        | $4767426.26        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $24903400.00       | $23420813.83       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $584100.00         | $503172.23         | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $750100.00         | $702945.06         | U.S. Treasuries (including strips) |
| USTR          | 2025-09-30      | 0.2500%  | 0.0000% | $217200.00         | $216758.30         | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 0.2500%  | 0.0000% | $100.00            | $99.43             | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $600.00            | $521.20            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $5086300.00        | $4754907.32        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $400.00            | $349.33            | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 0.5000%  | 0.0000% | $2017900.00        | $1988002.45        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.7500%  | 0.0000% | $546200.00         | $537788.12         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.7500%  | 0.0000% | $1721500.00        | $1689351.05        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 1.2500%  | 0.0000% | $33481000.00       | $31643966.30       | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $33031700.00       | $29534359.99       | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $294000.00         | $287628.80         | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $3067600.00        | $2881587.00        | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $92.96             | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $93.59             | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 0.7500%  | 0.0000% | $869400.00         | $846213.31         | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $783100.00         | $761417.51         | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $4552000.00        | $4271360.37        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $700.00            | $607.26            | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $3948200.00        | $3827953.79        | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $400000200.00      | $354487103.24      | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $12529600.00       | $11934608.11       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $1400.00           | $1375.50           | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $300.00            | $290.43            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $2557400.00        | $2536603.76        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $960600.00         | $945067.22         | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $5644500.00        | $5345675.94        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $69078300.00       | $66681739.88       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.89             | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $42800.00          | $42645.63          | U.S. Treasuries (including strips) |
| USTR          | 2025-09-15      | 3.5000%  | 0.0000% | $200.00            | $203.12            | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $300.00            | $307.34            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $400.00            | $409.49            | U.S. Treasuries (including strips) |
| USTR          | 2025-11-15      | 4.5000%  | 0.0000% | $200.00            | $202.67            | U.S. Treasuries (including strips) |
| USTR          | 2025-12-15      | 4.0000%  | 0.0000% | $534100.00         | $538319.78         | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 3.8750%  | 0.0000% | $10595500.00       | $10636339.84       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $1805800.00        | $1858413.09        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-15      | 4.6250%  | 0.0000% | $200.00            | $204.90            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $153200.00         | $155098.67         | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 3.6250%  | 0.0000% | $1511300.00        | $1523744.91        | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $1700.00           | $1645.50           | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $1300.00           | $1315.02           | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $400.00            | $403.33            | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.74            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $154900.00         | $156507.20         | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $95568200.00       | $97083450.44       | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $313500.00         | $310532.16         | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $1124500.00        | $1192264.93        | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $149775000.00      | $157059948.76      | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 5.0000%  | 0.0000% | $105700.00         | $107565.52         | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 4.8750%  | 0.0000% | $36167600.00       | $36656141.27       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $2184200.00        | $2272326.34        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $9540200.00        | $9695344.30        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $19135000.00       | $19334063.90       | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.3884%  | 0.0000% | $1378000.00        | $1383692.31        | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.2500%  | 0.0000% | $1100.00           | $1103.99           | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51690572.15       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $934000.00         | $953769.58         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $356700.00         | $364424.77         | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $3043100.00        | $3192796.78        | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $96980000.00       | $100042424.94      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $17831200.00       | $18563412.80       | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $965517000.00      | $1017154732.88     | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $3894800.00        | $4010029.01        | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $121818400.00      | $125301717.73      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $200.00            | $202.62            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $300.00            | $305.44            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3254%  | 0.0000% | $2745400.00        | $2756453.26        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $35555600.00       | $36126949.13       | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $16365000.00       | $16679415.49       | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $4999900.00        | $4906602.79        | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $6525700.00        | $6547310.52        | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $2998900.00        | $3025406.95        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.3484%  | 0.0000% | $200.00            | $200.76            | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $44399000.00       | $45211539.35       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $38900.00          | $39777.03          | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $1496700.00        | $1549321.21        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $10400000.00       | $10534683.62       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $101830000.00      | $103828211.21      | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $190534800.00      | $192111795.37      | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.2414%  | 0.0000% | $500.00            | $501.48            | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $28339200.00       | $29218556.59       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $431500.00         | $438689.16         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $231809000.00      | $237874239.60      | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $144245700.00      | $149138343.21      | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $25417600.00       | $25800181.86       | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |

### Security 129: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.330000%
- **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: BNTB29HJ3
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 4.4000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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

**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          | 2030-02-28      | 4.0000%  | 0.0000% | $362063200.00      | $374173710.41      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $824358100.00      | $864910089.35      | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $83140800.00       | $84028735.18       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 4.3034%  | 0.0000% | $53733400.00       | $53887474.08       | U.S. Treasuries (including strips) |

### Security 130: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.330000%
- **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: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNTB2DEK4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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

**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          | 2031-05-15      | 1.6250%  | 0.0000% | $456313800.00      | $408000073.79      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2025-09-08

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President