# EDGAR Filing Document

**Accession Number:** 0000916620
**File Stem:** 0002066578-26-001147
**Filing Date:** 2026-4
**Character Count:** 241892
**Document Hash:** 4938c276109289a4ed3aa37c5e933504
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-001147.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0002066578-26-001147

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08236
- **FILM NUMBER:** 26844128

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**Registrant Full Name:** Northern Funds

**CIK Number of Registrant:** 0000916620

**LEI of Registrant:** 5493004ZY1PEJR3C0A81

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

**LEI of Series:** 549300NLOSKMTSGWO090

**EDGAR Series Identifier:** S000001266

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 44 days

- **WAL:** 108 days

- **Total Value of Portfolio Securities:** $21584199492.59

- **Amortized Cost of Portfolio Securities:** $21585305160.40

- **Cash:** $27852302.57

- **Total Other Assets:** $100499565.95

- **Total Liabilities:** $133668279.26

- **Net Assets of Series:** $21579988749.66

- **Number of Shares Outstanding (Series):** 21580131162.1400

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $10873698901.63           | $13783017868.30            | 50.2400%                  | 63.6800%                   |
| 2026-03-03 | $10786228161.69           | $13795617473.24            | 49.9200%                  | 63.8400%                   |
| 2026-03-04 | $10956327510.80           | $13936787382.24            | 50.5800%                  | 64.3400%                   |
| 2026-03-05 | $10815615001.35           | $13845855349.34            | 50.2500%                  | 64.3300%                   |
| 2026-03-06 | $10754604520.59           | $13784920345.11            | 50.1100%                  | 64.2300%                   |
| 2026-03-09 | $10687682735.44           | $13827016964.60            | 50.1800%                  | 64.9200%                   |
| 2026-03-10 | $10719809518.68           | $14059232053.62            | 50.2500%                  | 65.9100%                   |
| 2026-03-11 | $10690670563.50           | $14030190492.63            | 50.0500%                  | 65.6800%                   |
| 2026-03-12 | $10550577834.99           | $13890195158.28            | 49.2700%                  | 64.8600%                   |
| 2026-03-13 | $10530962890.85           | $13870677608.32            | 49.2200%                  | 64.8200%                   |
| 2026-03-16 | $10777327451.20           | $13860334351.20            | 50.3900%                  | 64.8000%                   |
| 2026-03-17 | $10945160231.81           | $13823257290.15            | 51.0200%                  | 64.4300%                   |
| 2026-03-18 | $11630384229.00           | $13838550262.33            | 54.1400%                  | 64.4200%                   |
| 2026-03-19 | $11013651990.96           | $13926874465.96            | 51.0600%                  | 64.5700%                   |
| 2026-03-20 | $11175671181.88           | $13978950001.01            | 51.7900%                  | 64.7800%                   |
| 2026-03-23 | $11115546912.58           | $14033342183.27            | 51.6500%                  | 65.2100%                   |
| 2026-03-24 | $11110808606.17           | $14028671754.22            | 51.6400%                  | 65.2000%                   |
| 2026-03-25 | $11190199314.82           | $14114130340.24            | 51.8200%                  | 65.3600%                   |
| 2026-03-26 | $10953688763.51           | $13877687666.30            | 50.6000%                  | 64.1100%                   |
| 2026-03-27 | $11001544182.97           | $13825631696.86            | 50.9400%                  | 64.0200%                   |
| 2026-03-30 | $11016443980.34           | $13840703952.56            | 50.9700%                  | 64.0400%                   |
| 2026-03-31 | $11096331843.36           | $13869649301.70            | 51.2700%                  | 64.0800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7600%             |
| 2026-03-03 | 3.7700%             |
| 2026-03-04 | 3.7600%             |
| 2026-03-05 | 3.7600%             |
| 2026-03-06 | 3.7500%             |
| 2026-03-09 | 3.7200%             |
| 2026-03-10 | 3.7100%             |
| 2026-03-11 | 3.7100%             |
| 2026-03-12 | 3.7100%             |
| 2026-03-13 | 3.7100%             |
| 2026-03-16 | 3.7100%             |
| 2026-03-17 | 3.7100%             |
| 2026-03-18 | 3.7100%             |
| 2026-03-19 | 3.7100%             |
| 2026-03-20 | 3.7100%             |
| 2026-03-23 | 3.7000%             |
| 2026-03-24 | 3.7000%             |
| 2026-03-25 | 3.7000%             |
| 2026-03-26 | 3.7000%             |
| 2026-03-27 | 3.7100%             |
| 2026-03-30 | 3.7200%             |
| 2026-03-31 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0000                      |
|  |  |
| 2026-03-03 | 1.0000                      |
|  |  |
| 2026-03-04 | 1.0000                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0000                      |
|  |  |
| 2026-03-09 | 1.0000                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 1.0000                      |
|  |  |
| 2026-03-12 | 1.0000                      |
|  |  |
| 2026-03-13 | 1.0000                      |
|  |  |
| 2026-03-16 | 1.0000                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 0.9999                      |
|  |  |
| 2026-03-19 | 0.9999                      |
|  |  |
| 2026-03-20 | 0.9999                      |
|  |  |
| 2026-03-23 | 0.9999                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9999                      |
|  |  |
| 2026-03-27 | 0.9999                      |
|  |  |
| 2026-03-30 | 0.9999                      |
|  |  |
| 2026-03-31 | 0.9999                      |
|  |  |

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

### Class: Fund Level

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $21579988749.66

- **Number of Shares Outstanding:** 21580131162.1400

- **Expense Reimbursement/Waiver:** 103540.46

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $537150549.54             | $422609525.58           |
| 2026-03-03 | $316207713.12             | $355450848.08           |
| 2026-03-04 | $315711784.89             | $263882842.57           |
| 2026-03-05 | $363032641.02             | $504198663.71           |
| 2026-03-06 | $240795263.94             | $303068802.70           |
| 2026-03-09 | $148730486.89             | $318648078.27           |
| 2026-03-10 | $226169848.86             | $197718007.38           |
| 2026-03-11 | $233282626.33             | $204679423.37           |
| 2026-03-12 | $358831510.18             | $307039422.76           |
| 2026-03-13 | $244609409.29             | $264948617.48           |
| 2026-03-16 | $214371747.69             | $228367176.05           |
| 2026-03-17 | $297369700.40             | $233677103.17           |
| 2026-03-18 | $200390095.08             | $175840053.34           |
| 2026-03-19 | $363326241.26             | $278879871.64           |
| 2026-03-20 | $246453588.01             | $239968676.00           |
| 2026-03-23 | $143532194.53             | $208552817.19           |
| 2026-03-24 | $191370954.15             | $198075486.53           |
| 2026-03-25 | $258802438.35             | $180097953.67           |
| 2026-03-26 | $263408851.90             | $238977194.19           |
| 2026-03-27 | $355129210.10             | $378248278.79           |
| 2026-03-30 | $260419790.25             | $248765755.83           |
| 2026-03-31 | $505033987.58             | $477295759.40           |

**Total Gross Subscriptions (Month):** $6284130633.36

**Total Gross Redemptions (Month):** $6228990357.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.4100%           |
| 2026-03-03 | 3.4100%           |
| 2026-03-04 | 3.4100%           |
| 2026-03-05 | 3.4100%           |
| 2026-03-06 | 3.3800%           |
| 2026-03-09 | 3.3700%           |
| 2026-03-10 | 3.3600%           |
| 2026-03-11 | 3.3600%           |
| 2026-03-12 | 3.3600%           |
| 2026-03-13 | 3.3600%           |
| 2026-03-16 | 3.3600%           |
| 2026-03-17 | 3.3600%           |
| 2026-03-18 | 3.3600%           |
| 2026-03-19 | 3.3600%           |
| 2026-03-20 | 3.3600%           |
| 2026-03-23 | 3.3500%           |
| 2026-03-24 | 3.3500%           |
| 2026-03-25 | 3.3500%           |
| 2026-03-26 | 3.3500%           |
| 2026-03-27 | 3.3700%           |
| 2026-03-30 | 3.3700%           |
| 2026-03-31 | 3.3700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 17.0600%         | 0.0000%              |
| Depository institution or other banking institution |  | 81.4500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.735000%
- **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):** $19999187.60
- **C.18.a - Value (excl. sponsor support):** $19999187.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.730000%
- **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):** $199998656.00
- **C.18.a - Value (excl. sponsor support):** $199998656.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.799998%
- **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):** $52951731.99
- **C.18.a - Value (excl. sponsor support):** $52951731.99
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.730000%
- **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):** $50010534.00
- **C.18.a - Value (excl. sponsor support):** $50010534.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87J5, C.4 - ISIN: US3130B87J50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149984563.50
- **C.18.a - Value (excl. sponsor support):** $149984563.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-20
- **C.13 - Final Legal Maturity Date:** 2027-10-20
- **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 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8E24, C.4 - ISIN: US3130B8E240, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198103347.95
- **C.18.a - Value (excl. sponsor support):** $198103347.95
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F49, C.4 - ISIN: US3130B8F494, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224682135.75
- **C.18.a - Value (excl. sponsor support):** $224682135.75
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199639034.00
- **C.18.a - Value (excl. sponsor support):** $199639034.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WC2, C.4 - ISIN: US3130B8WC23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199700944.00
- **C.18.a - Value (excl. sponsor support):** $199700944.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.610000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8YT3, C.4 - ISIN: US3130B8YT30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399804392.00
- **C.18.a - Value (excl. sponsor support):** $399804392.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZW5, C.4 - ISIN: US3130B8ZW59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204973495.55
- **C.18.a - Value (excl. sponsor support):** $204973495.55
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92N9, C.4 - ISIN: US3130B92N99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199998094.00
- **C.18.a - Value (excl. sponsor support):** $199998094.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97C8, C.4 - ISIN: US3130B97C89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999351.50
- **C.18.a - Value (excl. sponsor support):** $49999351.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97L8, C.4 - ISIN: US3130B97L88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99998752.00
- **C.18.a - Value (excl. sponsor support):** $99998752.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B33, C.4 - ISIN: US3130B9B335, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99998830.00
- **C.18.a - Value (excl. sponsor support):** $99998830.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BK5, C.4 - ISIN: US3130B9BK50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119998594.80
- **C.18.a - Value (excl. sponsor support):** $119998594.80
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999381.00
- **C.18.a - Value (excl. sponsor support):** $49999381.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29999636.40
- **C.18.a - Value (excl. sponsor support):** $29999636.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DP2, C.4 - ISIN: US3130B9DP20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69999134.10
- **C.18.a - Value (excl. sponsor support):** $69999134.10
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **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? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DZ0, C.4 - ISIN: US3130B9DZ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159998228.80
- **C.18.a - Value (excl. sponsor support):** $159998228.80
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **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? 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 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9HP8, C.4 - ISIN: US3130B9HP83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39999510.80
- **C.18.a - Value (excl. sponsor support):** $39999510.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **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 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9K25, C.4 - ISIN: US3130B9K252, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999595.00
- **C.18.a - Value (excl. sponsor support):** $99999595.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QK9, C.4 - ISIN: US3130B9QK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999058.00
- **C.18.a - Value (excl. sponsor support):** $99999058.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **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 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RY8, C.4 - ISIN: US3130B9RY80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999633.00
- **C.18.a - Value (excl. sponsor support):** $99999633.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **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 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.847000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9WN6, C.4 - ISIN: US3130B9WN60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100514838.86
- **C.18.a - Value (excl. sponsor support):** $100514838.86
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA3X3, C.4 - ISIN: US3130BA3X38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-30
- **C.13 - Final Legal Maturity Date:** 2028-03-30
- **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 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241525831.40
- **C.18.a - Value (excl. sponsor support):** $241525831.40
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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 28: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 0
- **C.18 - Value (incl. sponsor support):** $142929379.70
- **C.18.a - Value (excl. sponsor support):** $142929379.70
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D52, C.4 - ISIN: US313385D529, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73884051.75
- **C.18.a - Value (excl. sponsor support):** $73884051.75
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **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 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64026353.95
- **C.18.a - Value (excl. sponsor support):** $64026353.95
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **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 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E36, C.4 - ISIN: US313385E360, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49228229.00
- **C.18.a - Value (excl. sponsor support):** $49228229.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **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? 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: 313385E44, C.4 - ISIN: US313385E444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $154196752.95
- **C.18.a - Value (excl. sponsor support):** $154196752.95
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **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 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: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $594818104.10
- **C.18.a - Value (excl. sponsor support):** $594818104.10
- **C.19 - Percentage of Net Assets:** 2.7600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385H25, C.4 - ISIN: US313385H256, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $157163867.20
- **C.18.a - Value (excl. sponsor support):** $157163867.20
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **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 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: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99910250.00
- **C.18.a - Value (excl. sponsor support):** $99910250.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99870361.00
- **C.18.a - Value (excl. sponsor support):** $99870361.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385WJ1, C.4 - ISIN: US313385WJ13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49829528.00
- **C.18.a - Value (excl. sponsor support):** $49829528.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **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 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: 313385WM4, C.4 - ISIN: US313385WM42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104610420.60
- **C.18.a - Value (excl. sponsor support):** $104610420.60
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **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? Yes, 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: 313385WN2, C.4 - ISIN: US313385WN25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104599891.20
- **C.18.a - Value (excl. sponsor support):** $104599891.20
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **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? Yes, 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: 313385XA9, C.4 - ISIN: US313385XA94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104473541.55
- **C.18.a - Value (excl. sponsor support):** $104473541.55
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **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? Yes, 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: 313385XC5, C.4 - ISIN: US313385XC50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9947855.60
- **C.18.a - Value (excl. sponsor support):** $9947855.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? Yes, 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: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148813354.50
- **C.18.a - Value (excl. sponsor support):** $148813354.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **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 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: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $168535970.20
- **C.18.a - Value (excl. sponsor support):** $168535970.20
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **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 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: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104085231.60
- **C.18.a - Value (excl. sponsor support):** $104085231.60
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **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 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: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98990000.00
- **C.18.a - Value (excl. sponsor support):** $98990000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **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 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: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183076000.00
- **C.18.a - Value (excl. sponsor support):** $183076000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123662500.00
- **C.18.a - Value (excl. sponsor support):** $123662500.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98850000.00
- **C.18.a - Value (excl. sponsor support):** $98850000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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 49: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **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):** $6000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.759998%
- **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):** $15008313.30
- **C.18.a - Value (excl. sponsor support):** $15008313.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.775000%
- **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):** $10004384.20
- **C.18.a - Value (excl. sponsor support):** $10004384.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **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):** $65011174.80
- **C.18.a - Value (excl. sponsor support):** $65011174.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 53: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23015795.94
- **C.18.a - Value (excl. sponsor support):** $23015795.94
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.780000%
- **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):** $45008956.80
- **C.18.a - Value (excl. sponsor support):** $45008956.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55009198.75
- **C.18.a - Value (excl. sponsor support):** $55009198.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20012969.80
- **C.18.a - Value (excl. sponsor support):** $20012969.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.780000%
- **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):** $85014809.55
- **C.18.a - Value (excl. sponsor support):** $85014809.55
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **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):** $15003489.45
- **C.18.a - Value (excl. sponsor support):** $15003489.45
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.784997%
- **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):** $35004350.15
- **C.18.a - Value (excl. sponsor support):** $35004350.15
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100006151.00
- **C.18.a - Value (excl. sponsor support):** $100006151.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.789997%
- **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):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.790001%
- **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):** $135000302.40
- **C.18.a - Value (excl. sponsor support):** $135000302.40
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **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):** $10003655.40
- **C.18.a - Value (excl. sponsor support):** $10003655.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003707.80
- **C.18.a - Value (excl. sponsor support):** $10003707.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.789997%
- **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):** $125005893.75
- **C.18.a - Value (excl. sponsor support):** $125005893.75
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25009745.75
- **C.18.a - Value (excl. sponsor support):** $25009745.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.669998%
- **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):** $45000128.70
- **C.18.a - Value (excl. sponsor support):** $45000128.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCY1, C.4 - ISIN: US3133ETCY11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001424.30
- **C.18.a - Value (excl. sponsor support):** $5001424.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.764999%
- **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):** $22007519.60
- **C.18.a - Value (excl. sponsor support):** $22007519.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.775000%
- **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):** $45006198.75
- **C.18.a - Value (excl. sponsor support):** $45006198.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.759998%
- **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):** $59999333.40
- **C.18.a - Value (excl. sponsor support):** $59999333.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **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):** $39993818.80
- **C.18.a - Value (excl. sponsor support):** $39993818.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.739997%
- **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):** $69992858.60
- **C.18.a - Value (excl. sponsor support):** $69992858.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **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):** $35016645.30
- **C.18.a - Value (excl. sponsor support):** $35016645.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.749998%
- **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):** $129986784.20
- **C.18.a - Value (excl. sponsor support):** $129986784.20
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.764999%
- **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):** $77992094.70
- **C.18.a - Value (excl. sponsor support):** $77992094.70
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.744997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50027080.00
- **C.18.a - Value (excl. sponsor support):** $50027080.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **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? 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 3.784997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZJ9, C.4 - ISIN: US3133ETZJ96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34998607.70
- **C.18.a - Value (excl. sponsor support):** $34998607.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAL4, C.4 - ISIN: US3133EWAL47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89843145.30
- **C.18.a - Value (excl. sponsor support):** $89843145.30
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.744997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHH6, C.4 - ISIN: US3133EWHH61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999663.85
- **C.18.a - Value (excl. sponsor support):** $44999663.85
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.709998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJG6, C.4 - ISIN: US3133EWJG60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154999330.40
- **C.18.a - Value (excl. sponsor support):** $154999330.40
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-21
- **C.13 - Final Legal Maturity Date:** 2028-03-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $10003570.90
- **C.18.a - Value (excl. sponsor support):** $10003570.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $20008763.60
- **C.18.a - Value (excl. sponsor support):** $20008763.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $55011691.90
- **C.18.a - Value (excl. sponsor support):** $55011691.90
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $30012283.80
- **C.18.a - Value (excl. sponsor support):** $30012283.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $15005410.20
- **C.18.a - Value (excl. sponsor support):** $15005410.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $160096966.40
- **C.18.a - Value (excl. sponsor support):** $160096966.40
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5002315.45
- **C.18.a - Value (excl. sponsor support):** $5002315.45
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134796037.95
- **C.18.a - Value (excl. sponsor support):** $134796037.95
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **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 90: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9956516.70
- **C.18.a - Value (excl. sponsor support):** $9956516.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149561415.00
- **C.18.a - Value (excl. sponsor support):** $149561415.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **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 92: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99635750.00
- **C.18.a - Value (excl. sponsor support):** $99635750.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $142466148.20
- **C.18.a - Value (excl. sponsor support):** $142466148.20
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY 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):** $49771484.50
- **C.18.a - Value (excl. sponsor support):** $49771484.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 95: 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):** $64599843.75
- **C.18.a - Value (excl. sponsor support):** $64599843.75
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 96: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24653711.00
- **C.18.a - Value (excl. sponsor support):** $24653711.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **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 97: 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):** $74468554.50
- **C.18.a - Value (excl. sponsor support):** $74468554.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 98: 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):** $395878124.00
- **C.18.a - Value (excl. sponsor support):** $395878124.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 99: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $42665430.95
- **C.18.a - Value (excl. sponsor support):** $42665430.95
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **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 100: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $73773193.50
- **C.18.a - Value (excl. sponsor support):** $73773193.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **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 101: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $265522754.90
- **C.18.a - Value (excl. sponsor support):** $265522754.90
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **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? 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 FLOATING RATE NOTE 3.835429%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $275132470.25
- **C.18.a - Value (excl. sponsor support):** $275132470.25
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **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 103: 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):** $190399891.10
- **C.18.a - Value (excl. sponsor support):** $190399891.10
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 104: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $130432910.40
- **C.18.a - Value (excl. sponsor support):** $130432910.40
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **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 105: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.752431%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $384978586.30
- **C.18.a - Value (excl. sponsor support):** $384978586.30
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **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 106: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNT89HZR7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.4800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2037-06-01      | 5.5000%  | 0.0000% | $276990.00         | $26123.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-12-01      | 2.0000%  | 0.0000% | $108215.00         | $10782.46          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $5567568.00        | $404641.84         | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 5.0000%  | 0.0000% | $310000.00         | $26817.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-06-01      | 3.0000%  | 0.0000% | $500000.00         | $75285.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 3.5000%  | 0.0000% | $67055.00          | $5110.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $5833328.00        | $1021267.03        | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-02-01      | 1.5000%  | 0.0000% | $4281536.00        | $3257895.53        | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-05-01      | 2.5000%  | 0.0000% | $729000.00         | $288746.30         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $221688.00         | $147269.59         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $832204.00         | $596336.57         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 4.5000%  | 0.0000% | $5470000.00        | $3873849.55        | Agency Mortgage-Backed Securities   |
| FHLB          | 2026-09-04      | 0.0000%  | 0.0000% | $7000000.00        | $6890093.00        | Agency Debentures and Agency Strips |
| FMAC          | 2051-04-01      | 2.5000%  | 0.0000% | $255349.00         | $169707.67         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $500000.00         | $371186.18         | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $500000.00         | $254788.06         | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $1900000.00        | $1186723.43        | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $1210000.00        | $803949.56         | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-02-01      | 3.0000%  | 0.0000% | $195000.00         | $20431.33          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-03-01      | 5.0000%  | 0.0000% | $1732024.00        | $1167569.68        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $454760.00         | $456640.39         | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $2590064.00        | $1673123.46        | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 4.0000%  | 0.0000% | $927263.00         | $477575.96         | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-03-01      | 4.0000%  | 0.0000% | $549224.00         | $438477.87         | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-05-01      | 6.0000%  | 0.0000% | $4310376.00        | $3541276.03        | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 5.0000%  | 0.0000% | $1100154.00        | $1076175.09        | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 6.0000%  | 0.0000% | $2533220.00        | $2606123.02        | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-07-15      | 0.0000%  | 0.0000% | $50313000.00       | $38480539.60       | Agency Debentures and Agency Strips |
| FMAC          | 2033-10-25      | 1.5400%  | 0.0000% | $20000000.00       | $16471806.67       | Agency Debentures and Agency Strips |
| FNMA          | 2028-08-01      | 4.1230%  | 0.0000% | $7513610.00        | $7182253.42        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1178404.00        | $1133760.33        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $2633735.00        | $2716950.68        | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-08-01      | 2.5000%  | 0.0000% | $500000.00         | $195383.48         | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-07-01      | 1.0500%  | 0.0000% | $28292000.00       | $27250260.27       | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1750000.00        | $778321.59         | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $4661832.00        | $4738483.40        | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-03-01      | 2.5000%  | 0.0000% | $12355216.00       | $8006251.01        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $2000000.00        | $1771817.13        | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 6.0000%  | 0.0000% | $1552990.00        | $1591928.16        | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 6.0000%  | 0.0000% | $2036260.00        | $2096682.58        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-04-01      | 4.5000%  | 0.0000% | $9239584.00        | $8955891.81        | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $57321500.00       | $51341964.58       | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $32630080.00       | $32539194.36       | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-02-01      | 6.3180%  | 0.0000% | $28871104.00       | $142647.73         | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 2.5000%  | 0.0000% | $75000.00          | $15409.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $499999.00         | $43296.53          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 7.0000%  | 0.0000% | $4404392.00        | $3321375.31        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-10-01      | 7.0000%  | 0.0000% | $1268578.00        | $1003379.49        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 7.0000%  | 0.0000% | $1302772.00        | $1375287.73        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $78490240.00       | $79423797.02       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $152892160.00      | $149978365.17      | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $72446208.00       | $71367357.01       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 4.5000%  | 0.0000% | $155411456.00      | $150375036.95      | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $15957000.00       | $8410528.18        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $2720396.00        | $2460249.72        | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.5000%  | 0.0000% | $14000.00          | $13400.87          | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1402300.00        | $1390277.64        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $2079190.00        | $2068527.40        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $29323200.00       | $29158100.62       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 4.5000%  | 0.0000% | $1157808.00        | $1121077.70        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $7838608.00        | $7773239.24        | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-08-20      | 3.5000%  | 0.0000% | $1387788.00        | $42666.27          | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $3015000.00        | $1950786.87        | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-06-20      | 5.5000%  | 0.0000% | $3186136.00        | $1153789.31        | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-11-20      | 5.5000%  | 0.0000% | $6845480.00        | $2663719.17        | Agency Mortgage-Backed Securities   |
| GNMA          | 2044-12-20      | 2.5000%  | 0.0000% | $1147576.00        | $449544.25         | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-08-20      | 5.0000%  | 0.0000% | $3046540.00        | $1544225.18        | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-04-20      | 7.0000%  | 0.0000% | $1022378.00        | $984306.64         | Agency Mortgage-Backed Securities   |
| GNMA          | 2066-02-20      | 6.5000%  | 0.0000% | $1314664.00        | $1379116.76        | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-10-20      | 3.5000%  | 0.0000% | $1582954.00        | $1443640.81        | Agency Mortgage-Backed Securities   |
| GNMA          | 2066-01-20      | 4.0000%  | 0.0000% | $776677.00         | $731294.05         | Agency Mortgage-Backed Securities   |
| GNMA          | 2066-03-20      | 5.0000%  | 0.0000% | $400202.00         | $398821.97         | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $13382960.00       | $13590980.28       | Agency Mortgage-Backed Securities   |

### Security 107: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 3.650000%
- **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: BNTBMA2H8
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 4.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $716.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $966.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 3.5000%  | 0.0000% | $39881344.00       | $36439662.94       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $44237256.00       | $30523242.13       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $102266488.00      | $102826344.97      | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $236966.00         | $153649.96         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $272417280.00      | $248629140.18      | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $61242126.00       | $63030505.13       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $4499.00           | $3347.38           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $15648927.00       | $12782072.42       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $40765248.00       | $36697535.02       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $97118976.00       | $85375714.35       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $17160024.00       | $15867071.50       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $4185677.00        | $3302547.06        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $19569280.00       | $19060077.74       | Agency Mortgage-Backed Securities  |
| USTR          | 2026-08-15      | 6.7500%  | 0.0000% | $1000000.00        | $1020100.42        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 5.2500%  | 0.0000% | $4987700.00        | $5261772.90        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 6.2500%  | 0.0000% | $3241900.00        | $3602800.18        | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.5000%  | 0.0000% | $306700.00         | $313940.15         | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 4.3750%  | 0.0000% | $1141600.00        | $1144028.96        | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 3.5000%  | 0.0000% | $1289000.00        | $1166456.24        | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $98200.00          | $96674.35          | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 4.5000%  | 0.0000% | $300000.00         | $298419.78         | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 4.7500%  | 0.0000% | $22800.00          | $23031.44          | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $655000.00         | $528721.05         | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 3.6250%  | 0.0000% | $1408200.00        | $1207824.52        | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 3.7500%  | 0.0000% | $4000.00           | $3520.74           | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 3.6250%  | 0.0000% | $484900.00         | $413808.37         | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $2394200.00        | $1846849.29        | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $248400.00         | $185119.72         | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $931300.00         | $644481.65         | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $7338100.00        | $4578562.04        | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $40000.00          | $25814.71          | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $10000.00          | $5841.38           | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $10417000.00       | $5791489.48        | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $9543800.00        | $5773281.37        | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $30000.00          | $28456.40          | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $2663000.00        | $2635457.40        | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $1733900.00        | $1742861.32        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.15             | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $2687600.00        | $2613378.41        | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $130598300.00      | $134240565.37      | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 3.5000%  | 0.0000% | $94931800.00       | $94470336.52       | U.S. Treasuries (including strips) |

### Security 108: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTBU6ZN9
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 2.5500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2112590.00        | $317556.68         | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-02-01      | 3.0000%  | 0.0000% | $1786028.00        | $577122.42         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1133.00           | $809.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $60170.27          | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 3.0000%  | 0.0000% | $1010101.00        | $384090.79         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1003.00           | $481.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $6838408.00        | $5234408.36        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $29413000.00       | $18903761.98       | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-09-01      | 3.1000%  | 0.0000% | $35154.00          | $28882.74          | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-08-01      | 5.4500%  | 0.0000% | $1242.00           | $1290.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $3727497.00        | $3260093.39        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $992.09            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1001.00           | $872.73            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1001.00           | $943.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1811.74           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1003.00           | $906.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $68974000.00       | $24582278.60       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $705.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1006.00           | $663.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $936.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $10237989.00       | $1745771.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 2.9700%  | 0.0000% | $1544569.00        | $1457927.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-07-01      | 2.5350%  | 0.0000% | $3200000.00        | $2889024.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $776.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1001.00           | $901.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $693.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1003.00           | $997.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $845.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $931.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $82600.00          | $58742.23          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $858.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1001.00           | $953.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $1004.00           | $1069.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $6465732.00        | $6439139.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $13018.00          | $13527.01          | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.0000%  | 0.0000% | $343992.00         | $208557.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.5000%  | 0.0000% | $56617633.00       | $40656812.99       | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $758727.00         | $105977.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-08-01      | 2.7900%  | 0.0000% | $2409000.00        | $2314184.16        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-06-01      | 3.0400%  | 0.0000% | $1739489.00        | $1641015.73        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.4300%  | 0.0000% | $687161.00         | $609946.99         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 1.2200%  | 0.0000% | $52003.00          | $44603.94          | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-03-01      | 1.2700%  | 0.0000% | $3255000.00        | $2789734.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-10-01      | 1.7900%  | 0.0000% | $2008.00           | $1756.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-02-01      | 2.3300%  | 0.0000% | $4222003.00        | $3797149.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1022.00           | $673.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-04-01      | 4.2750%  | 0.0000% | $1000.00           | $1005.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 4.1400%  | 0.0000% | $12325977.00       | $12115387.68       | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $29119885.00       | $3841054.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1996912.00        | $447221.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $16491171.00       | $8998400.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $4257582.00        | $1685340.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $7119380.00        | $3996257.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $738367.00         | $412110.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $13470147.00       | $9384842.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $41775000.00       | $27236835.36       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $14701.00          | $9437.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $36231515.00       | $31536350.75       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $3817488.00        | $3938028.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $1829334.00        | $1903549.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $2020.00           | $2051.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $988.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $3689707.00        | $3746954.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $42829785.00       | $40733234.58       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $24116584.00       | $22277980.07       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $992.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1597035.00        | $1566258.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1204.00           | $1230.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1120.00           | $1137.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $1678818.00        | $508213.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $1005.00           | $355.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $5089227.00        | $3101505.73        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $32121925.00       | $24832587.58       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2054233.00        | $1940991.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $11275000.00       | $164982.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 6.5000%  | 0.0000% | $1444168.00        | $101746.11         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-09-01      | 6.0000%  | 0.0000% | $1030.00           | $7.51              | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $17716754.00       | $13976897.81       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $951.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $907.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $29480841.00       | $28078333.19       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1003.00           | $928.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $5157205.00        | $4654094.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $935.61            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1015.00           | $646.69            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $2598650.00        | $2627159.36        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $4105487.00        | $4157795.55        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.88           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $939860.00         | $931614.29         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $21982877.00       | $22159162.47       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $44813432.00       | $40948708.55       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1494240.00        | $1299009.66        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 7.5000%  | 0.0000% | $51256.00          | $45413.13          | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $307941.00         | $304540.81         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1005.00           | $1021.84           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $29440.00          | $18019.04          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $9267818.00        | $5774796.06        | Agency Mortgage-Backed Securities  |
| GNMA          | 2072-07-20      | 6.2510%  | 0.0000% | $1490589.00        | $1391838.14        | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $440.16            | Agency Mortgage-Backed Securities  |
| GNMA          | 2072-05-20      | 6.2440%  | 0.0000% | $1004.00           | $652.36            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1505508.00        | $1195698.25        | Agency Mortgage-Backed Securities  |
| GNMA          | 2074-07-20      | 6.3270%  | 0.0000% | $1003.00           | $843.33            | Agency Mortgage-Backed Securities  |
| GNMA          | 2074-08-20      | 6.2810%  | 0.0000% | $1003.00           | $907.56            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $5316.00           | $5565.12           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $100538.00         | $77643.14          | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-11-15      | 6.0000%  | 0.0000% | $7995985.00        | $102851.53         | Agency Mortgage-Backed Securities  |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $22500.00          | $22001.62          | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $3187900.00        | $2384824.67        | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $240100.00         | $190993.20         | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $464400.00         | $340453.69         | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $2569400.00        | $1892525.07        | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $919200.00         | $616006.54         | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $112000.00         | $68000.46          | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $895200.00         | $654624.61         | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $529400.00         | $523924.57         | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $90.03             | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $5122600.00        | $5042388.74        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $300.00            | $287.76            | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $900.00            | $881.84            | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $97.24             | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $67100.00          | $58905.10          | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $93.99             | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $349100.00         | $323964.99         | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $22300.00          | $20694.41          | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $99.09             | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $37600.00          | $37903.05          | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $1000.00           | $1051.75           | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $11792800.00       | $11990184.38       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $809400.00         | $811088.92         | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $89545000.00       | $90000978.48       | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.6250%  | 0.0000% | $1000.00           | $995.41            | U.S. Treasuries (including strips) |

### Security 109: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 3.670000%
- **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: BNTBVGW82
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 13.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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          | 2049-01-01      | 5.0000%  | 0.0000% | $1745000.00        | $270945.04         | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-08-01      | 6.5000%  | 0.0000% | $16207584.00       | $10624967.98       | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-07-01      | 2.5000%  | 0.0000% | $13859440.00       | $6303381.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-08-01      | 3.5000%  | 0.0000% | $1649024.00        | $574010.98         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $27044096.00       | $21429045.23       | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-08-01      | 3.5000%  | 0.0000% | $10000000.00       | $1772819.76        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $33366272.00       | $26605870.16       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-07-01      | 4.5000%  | 0.0000% | $5082080.00        | $2261540.82        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-07-01      | 2.0000%  | 0.0000% | $18704580.00       | $9447533.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $80000.00          | $52312.51          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $11904224.00       | $8341813.01        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1021802.00        | $698735.54         | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-05-01      | 1.5000%  | 0.0000% | $745000.00         | $253798.14         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $57747200.00       | $58570604.46       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $2999700.00        | $2336091.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-01-01      | 4.0000%  | 0.0000% | $925300.00         | $897570.81         | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-03-01      | 5.0000%  | 0.0000% | $2567016.00        | $2564602.65        | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-04-01      | 6.0000%  | 0.0000% | $1466612.00        | $1524389.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-07-01      | 7.5000%  | 0.0000% | $7950000.00        | $92220.40          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-04-01      | 6.0660%  | 0.0000% | $974999.00         | $46111.69          | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-02-01      | 2.0000%  | 0.0000% | $1000000.00        | $32231.15          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $4387600.00        | $3295334.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $669144.00         | $698827.65         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-06-01      | 4.5000%  | 0.0000% | $2100000.00        | $473637.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-07-01      | 2.5000%  | 0.0000% | $7000000.00        | $4065507.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 4.5000%  | 0.0000% | $22678144.00       | $5715253.26        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-01-01      | 5.5000%  | 0.0000% | $1742300.00        | $1532631.36        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $11401200.00       | $9621273.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $61075840.00       | $15947923.65       | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 2.0000%  | 0.0000% | $2795000.00        | $1401595.22        | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-12-01      | 2.0000%  | 0.0000% | $2000000.00        | $1047956.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-07-01      | 2.5000%  | 0.0000% | $4001976.00        | $2587498.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1408440.00        | $1182519.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $3050000.00        | $2863216.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $3675000.00        | $1969915.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $12043180.00       | $11009137.52       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $12571424.00       | $10910706.95       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $4946320.00        | $4992380.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $5086810.00        | $5161310.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $9180160.00        | $9054065.68        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $2030490.00        | $1965323.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $9457600.00        | $9349591.73        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $15066336.00       | $14966742.51       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $7089216.00        | $6867952.69        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $5317352.00        | $5256014.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $5612400.00        | $5813896.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 2.0000%  | 0.0000% | $1220000.00        | $910079.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $20863712.00       | $19499381.26       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $48943936.00       | $48971505.96       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1550000.00        | $911804.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-03-01      | 2.5000%  | 0.0000% | $3000000.00        | $1547486.82        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $7235520.00        | $4379968.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $13642784.00       | $9235600.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 2.0000%  | 0.0000% | $1011000.00        | $764730.31         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $50989888.00       | $49309572.03       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $31514176.00       | $30448601.66       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $17552576.00       | $11291213.74       | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-05-01      | 3.0000%  | 0.0000% | $1110000.00        | $739402.51         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $51965440.00       | $31095965.10       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $21378944.00       | $13955435.62       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $14813712.00       | $14284381.07       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-03-01      | 5.0000%  | 0.0000% | $10379440.00       | $10351277.12       | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-03-01      | 5.5000%  | 0.0000% | $98306560.00       | $3529079.76        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $3184044.00        | $3351504.29        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1838116.00        | $1793517.46        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $7359032.00        | $7431302.17        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $31044800.00       | $31274841.23       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $25535136.00       | $25610572.22       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $5308848.00        | $4956463.61        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $233612544.00      | $231604534.98      | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $91778688.00       | $91108463.40       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 4.5000%  | 0.0000% | $15522352.00       | $14981034.10       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 7.0000%  | 0.0000% | $56383040.00       | $54973162.44       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $8912064.00        | $8541974.35        | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-02-01      | 3.0000%  | 0.0000% | $20565088.00       | $19492876.33       | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-03-01      | 3.0000%  | 0.0000% | $48908928.00       | $46524806.05       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $1203198.00        | $1249294.99        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $29860032.00       | $29318786.24       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $57696448.00       | $57640732.89       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $2608644.00        | $2514133.87        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $2837256.00        | $2894694.08        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $13523840.00       | $13738156.79       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $2290604.00        | $2422908.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $2284076.00        | $2408191.93        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 4.5000%  | 0.0000% | $2214996.00        | $2143633.26        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $1895688.00        | $1996536.07        | Agency Mortgage-Backed Securities  |
| GNMA          | 2035-10-20      | 5.5000%  | 0.0000% | $694016.00         | $55896.14          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-08-15      | 3.0000%  | 0.0000% | $408080.00         | $56239.50          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-11-20      | 3.5000%  | 0.0000% | $3008250.00        | $238986.36         | Agency Mortgage-Backed Securities  |
| GNMA          | 2027-06-20      | 3.0000%  | 0.0000% | $1500000.00        | $12376.63          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-03-20      | 3.0000%  | 0.0000% | $7060000.00        | $710983.24         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-08-20      | 3.5000%  | 0.0000% | $113000.00         | $10126.12          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-03-20      | 6.0000%  | 0.0000% | $46000.00          | $5082.62           | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-11-20      | 3.5000%  | 0.0000% | $151900000.00      | $17787838.27       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $1000000.00        | $531688.79         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 5.5000%  | 0.0000% | $3014130.00        | $568055.14         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-02-20      | 5.0000%  | 0.0000% | $1139194.00        | $328066.02         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $8139344.00        | $3647458.52        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-11-20      | 2.0000%  | 0.0000% | $114940.00         | $52817.97          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-11-20      | 4.5000%  | 0.0000% | $146713.00         | $36073.78          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 4.5000%  | 0.0000% | $7915808.00        | $5552366.80        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 2.0000%  | 0.0000% | $77701120.00       | $39260049.07       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $26000.00          | $13148.47          | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-07-20      | 7.0000%  | 0.0000% | $94919.00          | $62834.72          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $2151548.99        | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-07-20      | 4.0000%  | 0.0000% | $35000.00          | $16904.68          | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-10-20      | 4.0000%  | 0.0000% | $25000.00          | $14193.47          | Agency Mortgage-Backed Securities  |
| GNMA          | 2035-03-20      | 1.5000%  | 0.0000% | $42925.00          | $28280.27          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 2.5000%  | 0.0000% | $640000.00         | $402154.26         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 2.5000%  | 0.0000% | $100000.00         | $63104.04          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $452777.00         | $303777.10         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 4.5000%  | 0.0000% | $546572.00         | $484626.15         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-01-20      | 6.5000%  | 0.0000% | $330943.00         | $203803.57         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-02-20      | 7.0000%  | 0.0000% | $10218640.00       | $3525505.97        | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-06-20      | 7.0000%  | 0.0000% | $156424.00         | $149981.28         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $112000.00         | $43524.45          | Agency Mortgage-Backed Securities  |
| GNMA          | 2062-09-20      | 5.5000%  | 0.0000% | $665000.00         | $203955.74         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $1400546.00        | $870131.31         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $50000.00          | $20660.70          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $91000.00          | $62129.70          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-03-20      | 2.5000%  | 0.0000% | $92028.00          | $58500.93          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $1897826.00        | $1218028.36        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $274936.00         | $249535.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-09-20      | 3.0000%  | 0.0000% | $1527392.00        | $1151193.20        | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-06-15      | 3.0000%  | 0.0000% | $1181876.00        | $93617.14          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-06-15      | 3.5000%  | 0.0000% | $50000.00          | $5478.34           | Agency Mortgage-Backed Securities  |
| GNMA          | 2028-07-15      | 2.5000%  | 0.0000% | $25002500.00       | $713500.30         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-09-20      | 3.5000%  | 0.0000% | $3000000.00        | $462700.27         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-05-20      | 3.5000%  | 0.0000% | $299388.00         | $47644.17          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $922570.00         | $746036.12         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 6.5000%  | 0.0000% | $1027660.00        | $714181.22         | Agency Mortgage-Backed Securities  |
| GNMA          | 2063-06-20      | 6.0000%  | 0.0000% | $12531648.00       | $6201811.07        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1134310.00        | $861213.83         | Agency Mortgage-Backed Securities  |
| GNMA          | 2063-12-20      | 7.5000%  | 0.0000% | $891229.00         | $402339.58         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $3124640.00        | $2096155.21        | Agency Mortgage-Backed Securities  |
| GNMA          | 2063-12-20      | 7.5000%  | 0.0000% | $107398.00         | $111228.51         | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-01-20      | 2.0000%  | 0.0000% | $346185.00         | $264259.48         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $9124016.00        | $6943578.49        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1311658.00        | $1374139.84        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $20246112.00       | $20670777.90       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $9100944.00        | $9202797.73        | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-08-15      | 5.0500%  | 0.0000% | $659100.00         | $657947.52         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2660820.00        | $2321998.41        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-07-20      | 3.5000%  | 0.0000% | $499759.00         | $453022.95         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $8501504.00        | $7313295.93        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $4543464.00        | $2122993.79        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2426004.00        | $2220248.60        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $17113344.00       | $7888881.54        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3014556.00        | $2467990.39        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3804244.00        | $3975403.87        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2930676.00        | $2780516.11        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $1005974.00        | $991066.84         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $3891884.00        | $1341026.89        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $766778.00         | $814829.57         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $979397.00         | $1025590.06        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-06-20      | 3.5000%  | 0.0000% | $474192.00         | $429835.96         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $4049120.00        | $4081703.25        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3648512.00        | $3531256.64        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $18976960.00       | $19280126.17       | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-05-20      | 3.0000%  | 0.0000% | $109598.00         | $96497.56          | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-08-20      | 6.5000%  | 0.0000% | $2417632.00        | $2524458.93        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-08-20      | 4.5000%  | 0.0000% | $258609.00         | $247912.99         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $6223384.00        | $6465400.46        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1494188.00        | $1573562.11        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2064032.00        | $2165619.08        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $1696134.00        | $1503970.34        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1548548.00        | $1357718.53        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1456707.00        | $1498410.92        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $3565616.00        | $3784594.83        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $1339876.00        | $1328402.32        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-06-20      | 4.0000%  | 0.0000% | $720388.00         | $669332.60         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1225154.00        | $1285939.34        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $6610664.00        | $6915097.23        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1875406.00        | $1706464.22        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $910190.00         | $923092.33         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $3192640.00        | $3273475.12        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1691556.00        | $1678721.89        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $12212512.00       | $12194323.50       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $137824.00         | $140104.72         | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-11-20      | 4.5000%  | 0.0000% | $487290.00         | $468516.03         | Agency Mortgage-Backed Securities  |
| GNMA          | 2066-01-20      | 5.5000%  | 0.0000% | $290302.00         | $292650.08         | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1218142.00        | $1245109.63        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-12-20      | 4.5000%  | 0.0000% | $372288.00         | $358232.62         | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $1645032.00        | $1634079.01        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $30054880.00       | $30984885.86       | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-02-20      | 3.5000%  | 0.0000% | $218722.00         | $199430.87         | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $4621784.00        | $4784356.68        | Agency Mortgage-Backed Securities  |
| GNMA          | 2066-02-20      | 5.5000%  | 0.0000% | $1645346.00        | $1659562.28        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $95517696.00       | $74847425.27       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $385268224.00      | $362180185.91      | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-06-20      | 6.5000%  | 0.0000% | $269882.00         | $275774.50         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $480473088.00      | $465500615.64      | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $221000000.00      | $217315731.77      | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-05-20      | 5.5000%  | 0.0000% | $9403392.00        | $7635186.85        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $6398970.00        | $6484208.07        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $4320496.00        | $4292826.16        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-10-20      | 2.0000%  | 0.0000% | $329917.00         | $255312.90         | Agency Mortgage-Backed Securities  |
| GNMA          | 2033-03-20      | 6.0000%  | 0.0000% | $1092000.00        | $5722.45           | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-03-20      | 3.5000%  | 0.0000% | $399967.00         | $31593.55          | Agency Mortgage-Backed Securities  |
| GNMA          | 2028-12-15      | 2.5000%  | 0.0000% | $1331238.00        | $121951.77         | Agency Mortgage-Backed Securities  |
| GNMA          | 2029-04-15      | 6.5000%  | 0.0000% | $29556704.00       | $19283.43          | Agency Mortgage-Backed Securities  |
| GNMA          | 2035-01-20      | 5.6250%  | 0.0000% | $1450000.00        | $14591.21          | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-08-15      | 4.5000%  | 0.0000% | $56000.00          | $6410.30           | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $687066.00         | $312017.53         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-02-15      | 3.0000%  | 0.0000% | $560000.00         | $179373.29         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-09-15      | 3.0000%  | 0.0000% | $300000.00         | $33764.21          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-02-20      | 3.5000%  | 0.0000% | $466402.00         | $44260.71          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-01-15      | 6.0000%  | 0.0000% | $13500000.00       | $3158040.19        | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-06-15      | 6.0000%  | 0.0000% | $2469004.00        | $467698.81         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $275000.00         | $146920.31         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 3.5000%  | 0.0000% | $22590000.00       | $11213307.53       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $175000.00         | $79230.07          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 2.5000%  | 0.0000% | $604800.00         | $355445.52         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $3200000.00        | $1828148.89        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $573450.52         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-04-15      | 2.5000%  | 0.0000% | $2550650.00        | $1532236.28        | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-05-15      | 5.5000%  | 0.0000% | $1119202.00        | $14850.92          | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-03-15      | 5.0000%  | 0.0000% | $9538608.00        | $2278532.90        | Agency Mortgage-Backed Securities  |
| USTR          | 2028-03-31      | 3.8750%  | 0.0000% | $383609600.00      | $384160463.39      | U.S. Treasuries (including strips) |

### Security 110: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.680000%
- **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: BNTBVGWJ8
- **C.18 - Value (incl. sponsor support):** $3200000000.00
- **C.18.a - Value (excl. sponsor support):** $3200000000.00
- **C.19 - Percentage of Net Assets:** 14.8300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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          | 2026-10-31      | 1.6250%  | 0.0000% | $21102700.00       | $20981345.02       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $13500.00          | $13308.57          | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $501507900.00      | $474420704.68      | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $343362000.00      | $348693806.71      | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $541654400.00      | $545509660.52      | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $542756700.00      | $535119540.49      | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $54418300.00       | $55454315.60       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $102142000.00      | $106418800.66      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $149418400.00      | $151474489.64      | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $173538600.00      | $176293741.96      | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $4750000.00        | $4811096.39        | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $68339900.00       | $69444151.50       | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $26220500.00       | $25897227.46       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $494539200.00      | $497057478.31      | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 3.8750%  | 0.0000% | $253240000.00      | $252410385.76      | U.S. Treasuries (including strips) |

### Security 111: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK 3.670000%
- **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: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTBVGWS8
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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          | 2042-03-01      | 5.0000%  | 0.0000% | $1172012.00        | $74648.24          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.5000%  | 0.0000% | $256218.00         | $148130.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-09-15      | 4.0000%  | 0.0000% | $10230000.00       | $768443.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-11-15      | 2.5000%  | 0.0000% | $60295.00          | $12762.84          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-06-15      | 3.5000%  | 0.0000% | $1000000.00        | $91482.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-15      | 2.5000%  | 0.0000% | $1019837.00        | $112186.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-09-15      | 3.0000%  | 0.0000% | $1000000.00        | $86157.76          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-15      | 2.5000%  | 0.0000% | $88197.00          | $16273.89          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-20      | 3.0000%  | 0.0000% | $10783398.00       | $1125890.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-20      | 4.0000%  | 0.0000% | $300000.00         | $24522.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-03-20      | 3.5000%  | 0.0000% | $9849000.00        | $850438.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-08-20      | 3.5000%  | 0.0000% | $4284999.00        | $329878.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-09-20      | 3.0000%  | 0.0000% | $540649.00         | $53600.37          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-02-20      | 3.5000%  | 0.0000% | $8970474.00        | $718774.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 3.0000%  | 0.0000% | $260000.00         | $26630.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-20      | 3.5000%  | 0.0000% | $794561.00         | $76659.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-07-20      | 3.5000%  | 0.0000% | $8107639.00        | $779633.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-06-20      | 4.5000%  | 0.0000% | $340000.00         | $15452.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-20      | 3.5000%  | 0.0000% | $12248982.00       | $1132156.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-07-20      | 4.0000%  | 0.0000% | $3290882.00        | $197055.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-10-20      | 4.0000%  | 0.0000% | $9659000.00        | $600900.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-20      | 3.5000%  | 0.0000% | $1200000.00        | $82784.76          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 3.5000%  | 0.0000% | $10153076.00       | $957026.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-20      | 3.0000%  | 0.0000% | $4200000.00        | $358675.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-20      | 4.0000%  | 0.0000% | $710000.00         | $59127.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-20      | 4.0000%  | 0.0000% | $23578080.00       | $1955574.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-06-20      | 3.0000%  | 0.0000% | $7352000.00        | $687601.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-06-20      | 3.5000%  | 0.0000% | $268261.00         | $22352.00          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-07-20      | 3.0000%  | 0.0000% | $10337917.00       | $1078554.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-08-20      | 3.0000%  | 0.0000% | $10729181.00       | $1304043.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-08-20      | 3.5000%  | 0.0000% | $840844.00         | $75349.39          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-09-20      | 3.5000%  | 0.0000% | $446241.00         | $39750.95          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-09-20      | 4.0000%  | 0.0000% | $2990000.00        | $203222.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-12-20      | 3.0000%  | 0.0000% | $888406.00         | $95965.09          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-01-20      | 3.5000%  | 0.0000% | $4062867.00        | $385940.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-02-20      | 3.5000%  | 0.0000% | $219307.00         | $20763.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 3.5000%  | 0.0000% | $1537281.00        | $172595.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 5.0000%  | 0.0000% | $1274000.00        | $110043.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-05-20      | 5.0000%  | 0.0000% | $2155000.00        | $195954.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-20      | 3.0000%  | 0.0000% | $6181197.00        | $661406.16         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-20      | 3.5000%  | 0.0000% | $20999994.00       | $2126266.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-20      | 4.0000%  | 0.0000% | $6099000.00        | $548710.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-06-20      | 3.5000%  | 0.0000% | $34366000.00       | $3586455.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-06-20      | 4.0000%  | 0.0000% | $2693385.00        | $248324.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 2.5000%  | 0.0000% | $1800000.00        | $349346.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 4.0000%  | 0.0000% | $2339000.00        | $210814.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 3.0000%  | 0.0000% | $7086259.00        | $858821.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 4.0000%  | 0.0000% | $3000000.00        | $281774.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 4.5000%  | 0.0000% | $4100000.00        | $370323.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-20      | 2.5000%  | 0.0000% | $1593982.00        | $260225.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-11-20      | 3.0000%  | 0.0000% | $1025000.00        | $135264.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-20      | 3.5000%  | 0.0000% | $1500000.00        | $202104.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-20      | 4.0000%  | 0.0000% | $4181232.00        | $428552.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-01-20      | 3.0000%  | 0.0000% | $1926208.00        | $258411.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-01-20      | 4.5000%  | 0.0000% | $8726000.00        | $833352.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 3.5000%  | 0.0000% | $17548000.00       | $2069114.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-01-20      | 4.0000%  | 0.0000% | $6398941.00        | $565155.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 4.5000%  | 0.0000% | $61999.00          | $5666.09           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-01-20      | 3.0000%  | 0.0000% | $1110000.00        | $154706.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-03-20      | 4.0000%  | 0.0000% | $4500881.00        | $379425.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 4.5000%  | 0.0000% | $3300000.00        | $249951.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-07-20      | 4.0000%  | 0.0000% | $325000.00         | $28008.41          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-08-20      | 4.0000%  | 0.0000% | $7150000.00        | $642902.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-20      | 5.0000%  | 0.0000% | $5065000.00        | $463396.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 4.5000%  | 0.0000% | $1752000.00        | $149974.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-08-20      | 3.0000%  | 0.0000% | $523987.00         | $49531.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 3.0000%  | 0.0000% | $1776474.00        | $228117.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 3.5000%  | 0.0000% | $2258022.00        | $274052.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 4.5000%  | 0.0000% | $6554155.00        | $569480.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 5.0000%  | 0.0000% | $360000.00         | $30600.66          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-20      | 3.0000%  | 0.0000% | $15000000.00       | $1923694.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 1.5000%  | 0.0000% | $62725.00          | $6901.79           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 3.0000%  | 0.0000% | $18069000.00       | $2308011.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 4.5000%  | 0.0000% | $1402999.00        | $128955.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-20      | 3.0000%  | 0.0000% | $10100000.00       | $1349939.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-20      | 3.5000%  | 0.0000% | $852000.00         | $101760.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-20      | 4.0000%  | 0.0000% | $8661214.00        | $892488.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 3.5000%  | 0.0000% | $477000.00         | $54284.88          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-20      | 4.0000%  | 0.0000% | $1209000.00        | $117746.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 5.0000%  | 0.0000% | $4294683.00        | $403888.21         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-20      | 4.0000%  | 0.0000% | $1070000.00        | $92773.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-20      | 4.5000%  | 0.0000% | $842414.00         | $70962.57          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 3.0000%  | 0.0000% | $1013208.00        | $150681.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 5.5000%  | 0.0000% | $6103781.00        | $617123.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-06-20      | 4.0000%  | 0.0000% | $584000.00         | $49811.23          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-05-20      | 4.5000%  | 0.0000% | $1301790.00        | $90560.90          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 4.5000%  | 0.0000% | $3848755.00        | $433868.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 2.5000%  | 0.0000% | $7252000.00        | $1281704.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-09-20      | 3.5000%  | 0.0000% | $7500428.00        | $786229.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-10-20      | 5.0000%  | 0.0000% | $5326270.00        | $343939.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 4.0000%  | 0.0000% | $1500000.00        | $131844.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-12-20      | 4.5000%  | 0.0000% | $1999943.00        | $129155.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-12-20      | 5.0000%  | 0.0000% | $3095278.00        | $183760.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 4.5000%  | 0.0000% | $8766708.00        | $547213.80         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 5.0000%  | 0.0000% | $19175511.00       | $1080365.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-02-20      | 3.5000%  | 0.0000% | $11500000.00       | $1142283.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 5.0000%  | 0.0000% | $4558900.00        | $292506.97         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-04-20      | 4.0000%  | 0.0000% | $2700000.00        | $199965.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 3.0000%  | 0.0000% | $3265000.00        | $424033.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 4.0000%  | 0.0000% | $300000.00         | $95015.06          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.5000%  | 0.0000% | $10657443.00       | $4630120.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.5000%  | 0.0000% | $3173190.00        | $419290.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 2.5000%  | 0.0000% | $1000000.00        | $198716.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 3.5000%  | 0.0000% | $1000000.00        | $193325.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 4.0000%  | 0.0000% | $1681927.00        | $327971.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.5000%  | 0.0000% | $1000000.00        | $219896.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 2.5000%  | 0.0000% | $28000.00          | $10528.46          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 5.0000%  | 0.0000% | $75000.00          | $17221.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 5.0000%  | 0.0000% | $40000.00          | $9343.31           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 3.5000%  | 0.0000% | $387173.00         | $263299.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 4.0000%  | 0.0000% | $1700000.00        | $1179053.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 5.0000%  | 0.0000% | $35000.00          | $11856.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 4.0000%  | 0.0000% | $478209.00         | $179435.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 5.5000%  | 0.0000% | $5099000.00        | $2211022.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 5.0000%  | 0.0000% | $75000.00          | $19790.55          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 3.5000%  | 0.0000% | $7440000.00        | $4728322.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $2265.00           | $1390.07           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 3.5000%  | 0.0000% | $33303488.00       | $22204270.54       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 4.0000%  | 0.0000% | $95000.00          | $60486.88          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $29013472.00       | $20598572.84       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 3.5000%  | 0.0000% | $741644.00         | $518506.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $665398.00         | $480988.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 4.0000%  | 0.0000% | $33762560.00       | $24490536.91       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 4.0000%  | 0.0000% | $94885.00          | $69591.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 3.5000%  | 0.0000% | $1574716.00        | $1138688.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 4.5000%  | 0.0000% | $1910000.00        | $1441750.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 6.0000%  | 0.0000% | $5036775.00        | $2428676.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 3.5000%  | 0.0000% | $2429892.00        | $1713085.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $185383.00         | $137464.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 4.0000%  | 0.0000% | $1024.00           | $905.72            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 5.5000%  | 0.0000% | $500000.00         | $378574.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 4.5000%  | 0.0000% | $181261.00         | $150474.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 6.5000%  | 0.0000% | $340000.00         | $143242.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 5.5000%  | 0.0000% | $2530000.00        | $1757016.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 5.5000%  | 0.0000% | $80000.00          | $57772.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 6.0000%  | 0.0000% | $2199000.00        | $1240239.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 5.5000%  | 0.0000% | $2600000.00        | $1999049.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.5000%  | 0.0000% | $95328.00          | $17900.83          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 4.0000%  | 0.0000% | $25040779.00       | $21948423.42       | Agency Mortgage-Backed Securities |
| GNMA          | 2045-08-20      | 3.5000%  | 0.0000% | $1838768.00        | $399577.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-15      | 4.5000%  | 0.0000% | $1658221.00        | $124291.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-15      | 3.5000%  | 0.0000% | $1013757.00        | $84228.72          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-15      | 3.5000%  | 0.0000% | $146142.00         | $13869.69          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-15      | 4.3900%  | 0.0000% | $56550.00          | $54287.83          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-15      | 4.3500%  | 0.0000% | $56550.00          | $55374.77          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 5.0000%  | 0.0000% | $2228473.00        | $1922094.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-15      | 3.5000%  | 0.0000% | $218632.00         | $92692.05          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 4.0000%  | 0.0000% | $11000000.00       | $1015010.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-20      | 4.0000%  | 0.0000% | $186000.00         | $30489.90          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 4.0000%  | 0.0000% | $226000.00         | $38287.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 4.5000%  | 0.0000% | $4000000.00        | $142165.42         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-10-15      | 5.5000%  | 0.0000% | $58706.00          | $5054.48           | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-15      | 3.0000%  | 0.0000% | $838000.00         | $195744.21         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-15      | 3.0000%  | 0.0000% | $871372.00         | $203206.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-15      | 3.0000%  | 0.0000% | $417560.00         | $82357.92          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 3.5000%  | 0.0000% | $662493.00         | $347885.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 3.5000%  | 0.0000% | $1518353.00        | $722151.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-15      | 3.5000%  | 0.0000% | $2968208.00        | $281347.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-15      | 2.5000%  | 0.0000% | $1594133.00        | $613885.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 3.5000%  | 0.0000% | $1282735.00        | $880467.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-09-15      | 2.4100%  | 0.0000% | $292204.00         | $242061.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-08-15      | 3.8300%  | 0.0000% | $41284.00          | $37896.42          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-20      | 4.0000%  | 0.0000% | $2908464.00        | $1506686.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-15      | 3.0000%  | 0.0000% | $1733518.00        | $1299330.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 5.5000%  | 0.0000% | $6234620.00        | $3702272.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-15      | 4.0000%  | 0.0000% | $49812.00          | $37361.93          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $22949.00          | $9856.54           | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-15      | 2.5000%  | 0.0000% | $103279.00         | $47724.56          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-15      | 2.5000%  | 0.0000% | $305384.00         | $72574.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-15      | 4.0000%  | 0.0000% | $1499342.00        | $70280.89          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-09-15      | 4.0000%  | 0.0000% | $36599.00          | $12634.30          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-09-15      | 4.0000%  | 0.0000% | $1115837.00        | $128407.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-02-15      | 4.0000%  | 0.0000% | $1771550.00        | $359706.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-15      | 4.0000%  | 0.0000% | $1035508.00        | $327955.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2058-04-15      | 4.4500%  | 0.0000% | $91350.00          | $86763.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-15      | 6.0000%  | 0.0000% | $1951513.00        | $1338787.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 7.0000%  | 0.0000% | $1938841.00        | $1310936.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 7.0000%  | 0.0000% | $5038825.00        | $3243653.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 7.0000%  | 0.0000% | $2562347.00        | $1754067.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 7.0000%  | 0.0000% | $1275130.00        | $983322.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2067-05-15      | 5.5500%  | 0.0000% | $3643245.00        | $3762156.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 7.0000%  | 0.0000% | $1150377.00        | $1186543.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 7.0000%  | 0.0000% | $1433122.00        | $1155683.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 7.0000%  | 0.0000% | $1323250.00        | $1093959.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2068-01-15      | 5.1000%  | 0.0000% | $227508.00         | $225345.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2067-09-15      | 5.8300%  | 0.0000% | $2203143.00        | $2309418.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-12-15      | 5.4800%  | 0.0000% | $178000.00         | $182353.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.0000%  | 0.0000% | $3048809.00        | $2242182.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $4544992.00        | $4374932.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1422275.00        | $1211668.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3007420.00        | $3173765.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-09-15      | 5.6000%  | 0.0000% | $1651479.00        | $1702317.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $1180272.00        | $1194077.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $2850628.00        | $2719787.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-11-20      | 7.0000%  | 0.0000% | $2686461.00        | $2814400.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-11-20      | 7.0000%  | 0.0000% | $3593020.00        | $3761950.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2325819.00        | $2447902.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-10-20      | 7.0000%  | 0.0000% | $2286716.00        | $2390419.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $2869041.00        | $2875298.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-20      | 7.0000%  | 0.0000% | $3748095.00        | $3925810.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $1271621.00        | $1271489.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1561077.00        | $1586086.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $1801329.00        | $1797434.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $593609.00         | $587450.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2800838.00        | $2886916.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $4114174.00        | $4318518.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 7.0000%  | 0.0000% | $1125809.00        | $1178258.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-20      | 7.0000%  | 0.0000% | $2300727.00        | $2411138.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $5737768.00        | $5797718.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1024265.00        | $1040685.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 7.0000%  | 0.0000% | $1021780.00        | $1065137.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $2681359.00        | $2686267.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-01-20      | 5.0000%  | 0.0000% | $45194560.00       | $44825126.11       | Agency Mortgage-Backed Securities |
| GNMA          | 2066-02-20      | 5.5000%  | 0.0000% | $755447.00         | $761946.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3717852.00        | $3968990.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3495091.00        | $3677405.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $3023587.00        | $3075116.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $1366403.00        | $1390652.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $2881941.00        | $2932727.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $3512139.00        | $3620868.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $4016625.00        | $4086111.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1223134.00        | $1222592.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 6.0000%  | 0.0000% | $2997393.00        | $3047655.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $6507679.00        | $6628904.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2392535.00        | $2560315.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $1366129.00        | $1388296.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $4170575.00        | $4174540.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3014471.00        | $3097032.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $4217188.00        | $4235278.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $3540065.00        | $3549832.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1008.00           | $1025.79           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $2847147.00        | $2812504.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $2970076.00        | $2980024.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $2274314.00        | $2314797.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $3135639.00        | $3132239.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $3434656.00        | $3431038.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $2921994.00        | $2905221.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2033238.00        | $2142857.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2068-03-15      | 5.3100%  | 0.0000% | $4619721.00        | $4618136.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $3774711.00        | $3840553.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $3905754.00        | $3975045.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $1021.00           | $1022.09           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $4058142.00        | $4120901.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $2535248.00        | $2526857.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $3508515.00        | $3620451.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3807142.00        | $3875025.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 6.5000%  | 0.0000% | $1205551.00        | $1238789.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $4193736.00        | $4265645.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $2799693.00        | $2807432.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $2770727.00        | $2763203.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $4727644.00        | $4820231.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $2934081.00        | $3130216.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $3272218.00        | $3336066.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 6.5000%  | 0.0000% | $2068061.00        | $2158037.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-02-20      | 6.0000%  | 0.0000% | $2517042.00        | $2582413.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-02-20      | 6.0000%  | 0.0000% | $1329138.00        | $1363559.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $4706511.00        | $4424419.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $2598189.00        | $2579898.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $3878058.00        | $3894482.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 6.5000%  | 0.0000% | $2183130.00        | $2278114.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $3079355.00        | $3063452.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 6.0000%  | 0.0000% | $1631.00           | $1654.61           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $194421.00         | $202041.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $2847131.00        | $2847097.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $46021760.00       | $45541562.69       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $162401088.00      | $145994852.77      | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1024.00           | $829.01            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $2828823.00        | $2320208.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-20      | 6.0000%  | 0.0000% | $881673.00         | $754754.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $14943.00          | $11004.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $989321.00         | $720620.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-20      | 6.0000%  | 0.0000% | $2729164.00        | $2607907.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 4.0000%  | 0.0000% | $485418.00         | $449806.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3359977.00        | $3439872.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $4689906.00        | $4597207.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $4383755.00        | $3731719.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $16089320.00       | $16865447.40       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2017360.00        | $2119597.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3982576.00        | $3995365.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1549615.00        | $1592237.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1854849.00        | $1943000.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1660000.00        | $1687407.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 7.0000%  | 0.0000% | $1092708.00        | $1136262.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $2432665.00        | $2552423.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $4005497.00        | $4118033.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1565923.00        | $1593750.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $336840.00         | $340451.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $2246750.00        | $2284642.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1001817.00        | $1071379.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1452117.00        | $1529597.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1765695.00        | $1814457.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $1128131.00        | $1157254.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 7.0000%  | 0.0000% | $2921754.00        | $3111045.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-20      | 7.0000%  | 0.0000% | $4199082.00        | $4399986.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-20      | 7.0000%  | 0.0000% | $1008.00           | $1056.31           | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-20      | 7.0000%  | 0.0000% | $2146770.00        | $2249908.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-01-20      | 7.0000%  | 0.0000% | $2107552.00        | $2208068.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $2512807.00        | $2563959.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $2715577.00        | $2763376.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $2939663.00        | $2996090.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2691020.00        | $2808500.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2590899.00        | $2717617.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $2576472.00        | $2648671.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1961614.00        | $1861976.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $4180612.00        | $4305574.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $3036471.00        | $3089943.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $1353799.00        | $1374250.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3858409.00        | $3963066.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-01-20      | 7.0000%  | 0.0000% | $4066840.00        | $4263467.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $853098.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-09-15      | 3.0200%  | 0.0000% | $2888859.00        | $1819407.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-15      | 4.0000%  | 0.0000% | $149793.00         | $26507.90          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-11-20      | 3.5000%  | 0.0000% | $1667430.00        | $494684.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-09-15      | 4.0000%  | 0.0000% | $329510.00         | $38377.46          | Agency Mortgage-Backed Securities |
| GNMA          | 2033-02-15      | 6.0000%  | 0.0000% | $999999.00         | $6337.44           | Agency Mortgage-Backed Securities |
| GNMA          | 2036-04-20      | 5.0000%  | 0.0000% | $9548805.00        | $115103.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-07-20      | 5.5000%  | 0.0000% | $1924.00           | $22.01             | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-20      | 6.0000%  | 0.0000% | $2468659.00        | $22639.80          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-01-20      | 4.5000%  | 0.0000% | $4513000.00        | $160553.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-20      | 4.5000%  | 0.0000% | $6000974.00        | $197290.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-20      | 4.5000%  | 0.0000% | $1292000.00        | $44338.30          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-08-20      | 4.5000%  | 0.0000% | $1329000.00        | $43683.38          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-08-20      | 5.0000%  | 0.0000% | $12000000.00       | $446639.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-05-20      | 4.5000%  | 0.0000% | $8998980.00        | $331118.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-07-20      | 4.5000%  | 0.0000% | $10736439.00       | $440418.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-10-20      | 4.5000%  | 0.0000% | $12582353.00       | $556093.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-09-20      | 4.5000%  | 0.0000% | $7300000.00        | $333444.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-12-20      | 3.5000%  | 0.0000% | $4403280.00        | $301848.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-04-15      | 4.5000%  | 0.0000% | $10000000.00       | $648337.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-09-15      | 4.0000%  | 0.0000% | $550000.00         | $92634.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-01-15      | 4.5000%  | 0.0000% | $2229000.00        | $84475.22          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-11-15      | 4.5000%  | 0.0000% | $5776526.00        | $259393.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-15      | 4.5000%  | 0.0000% | $116770.00         | $5338.23           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-15      | 4.5000%  | 0.0000% | $2259000.00        | $111280.17         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-15      | 4.5000%  | 0.0000% | $3000000.00        | $124647.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-15      | 4.5000%  | 0.0000% | $24917097.00       | $607772.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-02-15      | 4.0000%  | 0.0000% | $895000.00         | $74742.95          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-15      | 4.0000%  | 0.0000% | $206595.00         | $20620.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-10-15      | 4.0000%  | 0.0000% | $2117000.00        | $160414.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-01-15      | 4.0000%  | 0.0000% | $3499000.00        | $343703.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-01-15      | 4.5000%  | 0.0000% | $17561612.00       | $524689.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-04-15      | 4.5000%  | 0.0000% | $4903190.00        | $79186.56          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-05-15      | 4.5000%  | 0.0000% | $5604029.00        | $443192.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-12-15      | 4.5000%  | 0.0000% | $805312.00         | $117578.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-15      | 4.5000%  | 0.0000% | $2539000.00        | $80609.23          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-15      | 4.5000%  | 0.0000% | $10000000.00       | $338636.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-08-15      | 4.5000%  | 0.0000% | $3832835.00        | $229996.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-08-15      | 6.0000%  | 0.0000% | $49999000.00       | $215438.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-02-15      | 3.0000%  | 0.0000% | $275000.00         | $57265.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-02-20      | 3.0000%  | 0.0000% | $5700000.00        | $504741.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-15      | 5.0000%  | 0.0000% | $266237.00         | $42326.14          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 3.0000%  | 0.0000% | $19800000.00       | $1108330.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-15      | 5.5000%  | 0.0000% | $2200000.00        | $769159.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $1000000.00        | $691948.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $1800000.00        | $1400497.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $540000.00         | $418791.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $769840.00         | $563139.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-01-15      | 6.5000%  | 0.0000% | $862077.00         | $4084.46           | Agency Mortgage-Backed Securities |

### Security 112: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 3.660000%
- **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: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTBVGX16
- **C.18 - Value (incl. sponsor support):** $101000000.00
- **C.18.a - Value (excl. sponsor support):** $101000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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          | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $144.01            | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $821700.00         | $950440.06         | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $47519800.00       | $48519915.95       | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 1.0000%  | 0.0000% | $47937800.00       | $45511243.59       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $8762300.00        | $8038322.43        | U.S. Treasuries (including strips) |

### Security 113: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.660000%
- **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: BNTBVGX73
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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          | 2026-07-15      | 0.1250%  | 0.0000% | $18523100.00       | $25499735.68       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 0.0000%  | 0.0000% | $310.85            | $266.92            | U.S. Treasuries (including strips) |

### Security 114: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 3.670000%
- **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: BNTBVGX99
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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          | 2046-08-01      | 3.0000%  | 0.0000% | $199972899.00      | $42024789.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $76223992.00       | $10356323.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $173566837.00      | $42092803.75       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $171899469.00      | $42375191.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 1.5000%  | 0.0000% | $33750064.00       | $17650891.91       | Agency Mortgage-Backed Securities |

### Security 115: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.660000%
- **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: BNTBVGXD0
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 5.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $264669500.00      | $357256412.59      | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $172177300.00      | $172827226.50      | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $649999900.00      | $642916374.19      | U.S. Treasuries (including strips) |

### Security 116: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 3.670000%
- **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: BNTBVGXT5
- **C.18 - Value (incl. sponsor support):** $28000000.00
- **C.18.a - Value (excl. sponsor support):** $28000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $552700.00         | $549030.25         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $100.85            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 1.6250%  | 0.0000% | $4000.00           | $4013.59           | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $12800.00          | $17617.19          | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $11400.00          | $10774.16          | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 3.6250%  | 0.0000% | $100.00            | $101.33            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $200.00            | $208.99            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $111.06            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $3600.00           | $3664.12           | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $98.95             | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $27858100.00       | $27974245.19       | U.S. Treasuries (including strips) |

### Security 117: NATWEST MARKETS SECURITIES INC

- **C.1 - Title:** TRI-PARTY NATWEST MARKETS SECURI 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZE2ZWJ5BTIQJ8M0C6K34, C.5 - Other ID: BNTBVHU41
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $15924600.00       | $15671025.30       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $32738200.00       | $31136962.70       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $35442900.00       | $32891030.39       | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $28363600.00       | $29419692.48       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $31174400.00       | $32056300.99       | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $74156600.00       | $74671172.65       | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.6250%  | 0.0000% | $13716800.00       | $13653845.80       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Funds

**Date:** 2026-04-07

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President