# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0002066578-26-000874
**Filing Date:** 2026-3
**Character Count:** 233686
**Document Hash:** 678515612e2c4d3f561509a55ee23e76
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-000874.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0002066578-26-000874

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03605
- **FILM NUMBER:** 26729504

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-02-28

**Registrant Full Name:** Northern Institutional Funds

**CIK Number of Registrant:** 0000710124

**LEI of Registrant:** 549300Y178DO5JBR1S04

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

**LEI of Series:** 549300AJO32M060C4S84

**EDGAR Series Identifier:** S000001275

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

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

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

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

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

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-80543

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 43 days

- **WAL:** 100 days

- **Total Value of Portfolio Securities:** $30309845674.49

- **Amortized Cost of Portfolio Securities:** $30308599019.38

- **Cash:** $1110044104.33

- **Total Other Assets:** $78153351.22

- **Total Liabilities:** $235635516.02

- **Net Assets of Series:** $31261160958.91

- **Number of Shares Outstanding (Series):** 31261240028.9800

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $17046560048.65           | $21197867881.22            | 51.1400%                  | 63.5900%                   |
| 2026-02-03 | $16637305548.80           | $20788774486.25            | 50.5300%                  | 63.1400%                   |
| 2026-02-04 | $15040597470.26           | $19192227512.60            | 48.0100%                  | 61.2600%                   |
| 2026-02-05 | $14589100746.78           | $18740891894.02            | 46.8300%                  | 60.1600%                   |
| 2026-02-06 | $15038233897.60           | $19302491670.56            | 47.5800%                  | 61.0700%                   |
| 2026-02-09 | $14936960209.34           | $19195874584.47            | 47.6300%                  | 61.2100%                   |
| 2026-02-10 | $15149969811.78           | $19119055404.31            | 48.3300%                  | 60.9900%                   |
| 2026-02-11 | $14860422070.34           | $18829646939.99            | 47.8400%                  | 60.6200%                   |
| 2026-02-12 | $14909273407.28           | $19055260666.54            | 47.9300%                  | 61.2500%                   |
| 2026-02-13 | $14242699323.93           | $18428840722.81            | 46.5500%                  | 60.2400%                   |
| 2026-02-17 | $15236399609.63           | $19423157566.97            | 48.0700%                  | 61.2800%                   |
| 2026-02-18 | $15220866680.43           | $19762763377.37            | 47.6000%                  | 61.8000%                   |
| 2026-02-19 | $15261729102.11           | $19791266774.91            | 47.9100%                  | 62.1300%                   |
| 2026-02-20 | $15287583422.54           | $19737252514.33            | 47.6300%                  | 61.5000%                   |
| 2026-02-23 | $14222832990.05           | $18672858838.82            | 45.3200%                  | 59.5000%                   |
| 2026-02-24 | $14779794439.31           | $18874939207.09            | 46.7900%                  | 59.7600%                   |
| 2026-02-25 | $15418537487.31           | $19153798607.42            | 48.3900%                  | 60.1100%                   |
| 2026-02-26 | $15543215589.15           | $19200535439.85            | 48.8700%                  | 60.3700%                   |
| 2026-02-27 | $14940928416.89           | $18598343971.61            | 47.6600%                  | 59.3300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7500%             |
| 2026-02-03 | 3.7500%             |
| 2026-02-04 | 3.7500%             |
| 2026-02-05 | 3.7500%             |
| 2026-02-06 | 3.7400%             |
| 2026-02-09 | 3.7300%             |
| 2026-02-10 | 3.7300%             |
| 2026-02-11 | 3.7300%             |
| 2026-02-12 | 3.7300%             |
| 2026-02-13 | 3.7300%             |
| 2026-02-17 | 3.7400%             |
| 2026-02-18 | 3.7400%             |
| 2026-02-19 | 3.7400%             |
| 2026-02-20 | 3.7400%             |
| 2026-02-23 | 3.7400%             |
| 2026-02-24 | 3.7400%             |
| 2026-02-25 | 3.7400%             |
| 2026-02-26 | 3.7300%             |
| 2026-02-27 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0001                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0001                      |
|  |  |
| 2026-02-06 | 1.0001                      |
|  |  |
| 2026-02-09 | 1.0001                      |
|  |  |
| 2026-02-10 | 1.0001                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0001                      |
|  |  |
| 2026-02-17 | 1.0001                      |
|  |  |
| 2026-02-18 | 1.0000                      |
|  |  |
| 2026-02-19 | 1.0000                      |
|  |  |
| 2026-02-20 | 1.0000                      |
|  |  |
| 2026-02-23 | 1.0000                      |
|  |  |
| 2026-02-24 | 1.0000                      |
|  |  |
| 2026-02-25 | 1.0000                      |
|  |  |
| 2026-02-26 | 1.0000                      |
|  |  |
| 2026-02-27 | 1.0001                      |
|  |  |

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

### Class: Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $27981835111.37

- **Number of Shares Outstanding:** 27981887092.9700

- **Expense Reimbursement/Waiver:** 740272.89

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $2844105257.32            | $2663621306.06          |
| 2026-02-03 | $2268476847.13            | $2633396161.64          |
| 2026-02-04 | $795378709.07             | $2393334176.63          |
| 2026-02-05 | $1189333476.79            | $1495578291.94          |
| 2026-02-06 | $1183903210.24            | $1225114861.36          |
| 2026-02-09 | $1005239103.38            | $754816209.20           |
| 2026-02-10 | $940219603.30             | $952862789.59           |
| 2026-02-11 | $803755910.08             | $1097116611.48          |
| 2026-02-12 | $1104012812.88            | $657675968.40           |
| 2026-02-13 | $506689471.30             | $1026020835.41          |
| 2026-02-17 | $1765846027.74            | $691894705.08           |
| 2026-02-18 | $1288796509.38            | $770915512.63           |
| 2026-02-19 | $952186239.64             | $1104625261.02          |
| 2026-02-20 | $1327832691.25            | $983167864.76           |
| 2026-02-23 | $733156871.07             | $1354598784.24          |
| 2026-02-24 | $897779744.23             | $698873511.05           |
| 2026-02-25 | $951172577.55             | $850197167.83           |
| 2026-02-26 | $1238506039.93            | $1395863223.81          |
| 2026-02-27 | $1092977933.67            | $1549786188.01          |

**Total Gross Subscriptions (Month):** $22889369035.95

**Total Gross Redemptions (Month):** $24299459430.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5800%           |
| 2026-02-03 | 3.5800%           |
| 2026-02-04 | 3.5800%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5700%           |
| 2026-02-09 | 3.5600%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5600%           |
| 2026-02-27 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 62.0600%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.2100%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $82517245.27

- **Number of Shares Outstanding:** 82518240.6700

- **Expense Reimbursement/Waiver:** 2254.76

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $198640.18                | $21745.90               |
| 2026-02-03 | $1168125.56               | $0.00                   |
| 2026-02-04 | $589.20                   | $2050669.89             |
| 2026-02-05 | $24503.46                 | $1552086.18             |
| 2026-02-06 | $0.00                     | $257022.48              |
| 2026-02-09 | $1331383.25               | $0.00                   |
| 2026-02-10 | $388706.59                | $0.00                   |
| 2026-02-11 | $0.00                     | $2685815.20             |
| 2026-02-12 | $1610581.59               | $2661141.53             |
| 2026-02-13 | $808770.03                | $1353513.08             |
| 2026-02-17 | $2802084.67               | $0.00                   |
| 2026-02-18 | $707.60                   | $264861.94              |
| 2026-02-19 | $71716.57                 | $919764.72              |
| 2026-02-20 | $0.00                     | $62680.63               |
| 2026-02-23 | $1066246.18               | $888.10                 |
| 2026-02-24 | $1305897.15               | $0.00                   |
| 2026-02-25 | $582.60                   | $3541470.88             |
| 2026-02-26 | $240101.92                | $1440696.58             |
| 2026-02-27 | $10384.10                 | $29658.27               |

**Total Gross Subscriptions (Month):** $11029020.65

**Total Gross Redemptions (Month):** $16842015.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5800%           |
| 2026-02-03 | 3.5800%           |
| 2026-02-04 | 3.5800%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5700%           |
| 2026-02-09 | 3.5600%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5600%           |
| 2026-02-27 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 76.5200%         | 0.0000%              |
| Depository institution or other banking institution |  | 23.4800%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $0.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.0000          |
|  |  |
| 2026-02-03 | 0.0000          |
|  |  |
| 2026-02-04 | 0.0000          |
|  |  |
| 2026-02-05 | 0.0000          |
|  |  |
| 2026-02-06 | 0.0000          |
|  |  |
| 2026-02-09 | 0.0000          |
|  |  |
| 2026-02-10 | 0.0000          |
|  |  |
| 2026-02-11 | 0.0000          |
|  |  |
| 2026-02-12 | 0.0000          |
|  |  |
| 2026-02-13 | 0.0000          |
|  |  |
| 2026-02-17 | 0.0000          |
|  |  |
| 2026-02-18 | 0.0000          |
|  |  |
| 2026-02-19 | 0.0000          |
|  |  |
| 2026-02-20 | 0.0000          |
|  |  |
| 2026-02-23 | 0.0000          |
|  |  |
| 2026-02-24 | 0.0000          |
|  |  |
| 2026-02-25 | 0.0000          |
|  |  |
| 2026-02-26 | 0.0000          |
|  |  |
| 2026-02-27 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 0.0000%           |
| 2026-02-03 | 0.0000%           |
| 2026-02-04 | 0.0000%           |
| 2026-02-05 | 0.0000%           |
| 2026-02-06 | 0.0000%           |
| 2026-02-09 | 0.0000%           |
| 2026-02-10 | 0.0000%           |
| 2026-02-11 | 0.0000%           |
| 2026-02-12 | 0.0000%           |
| 2026-02-13 | 0.0000%           |
| 2026-02-17 | 0.0000%           |
| 2026-02-18 | 0.0000%           |
| 2026-02-19 | 0.0000%           |
| 2026-02-20 | 0.0000%           |
| 2026-02-23 | 0.0000%           |
| 2026-02-24 | 0.0000%           |
| 2026-02-25 | 0.0000%           |
| 2026-02-26 | 0.0000%           |
| 2026-02-27 | 0.0000%           |

### Class: Siebert Williams Shank Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $3196808602.27

- **Number of Shares Outstanding:** 3196834695.3400

- **Expense Reimbursement/Waiver:** 90785.78

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $4587805.65               | $180351382.13           |
| 2026-02-03 | $639739.08                | $50076197.16            |
| 2026-02-04 | $249009.49                | $0.00                   |
| 2026-02-05 | $154016380.96             | $19650000.00            |
| 2026-02-06 | $503427172.49             | $14166034.00            |
| 2026-02-09 | $96779.73                 | $508502000.00           |
| 2026-02-10 | $0.00                     | $1013786.03             |
| 2026-02-11 | $5129533.47               | $0.00                   |
| 2026-02-12 | $100325756.41             | $500292521.50           |
| 2026-02-13 | $2500000.00               | $485557.12              |
| 2026-02-17 | $11990511.89              | $0.00                   |
| 2026-02-18 | $10701993.67              | $251000000.00           |
| 2026-02-19 | $25889712.90              | $0.00                   |
| 2026-02-20 | $42883.41                 | $106500000.00           |
| 2026-02-23 | $124146.58                | $100000000.00           |
| 2026-02-24 | $438467.49                | $0.00                   |
| 2026-02-25 | $175000000.00             | $966696.42              |
| 2026-02-26 | $100858377.79             | $0.00                   |
| 2026-02-27 | $100063147.60             | $104147021.27           |

**Total Gross Subscriptions (Month):** $1196081418.61

**Total Gross Redemptions (Month):** $1837151195.63

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5800%           |
| 2026-02-03 | 3.5800%           |
| 2026-02-04 | 3.5800%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5700%           |
| 2026-02-09 | 3.5600%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5600%           |
| 2026-02-27 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 47.8200%         | 0.0000%              |
| Broker-dealer             |  | 21.1100%         | 0.0000%              |
| Non-financial corporation |  | 7.8100%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50005267.50
- **C.18.a - Value (excl. sponsor support):** $50005267.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5CZ9, C.4 - ISIN: US3130B5CZ98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $230000000.00
- **C.18.a - Value (excl. sponsor support):** $230000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GH5, C.4 - ISIN: US3130B5GH54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $94993178.05
- **C.18.a - Value (excl. sponsor support):** $94993178.05
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.769999%
- **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):** $149998444.50
- **C.18.a - Value (excl. sponsor support):** $149998444.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.839998%
- **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):** $76991165.73
- **C.18.a - Value (excl. sponsor support):** $76991165.73
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.769999%
- **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):** $75017004.00
- **C.18.a - Value (excl. sponsor support):** $75017004.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7QF4, C.4 - ISIN: US3130B7QF45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204980270.80
- **C.18.a - Value (excl. sponsor support):** $204980270.80
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7QG2, C.4 - ISIN: US3130B7QG28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $314968685.85
- **C.18.a - Value (excl. sponsor support):** $314968685.85
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7R48, C.4 - ISIN: US3130B7R483, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159984110.40
- **C.18.a - Value (excl. sponsor support):** $159984110.40
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7T79, C.4 - ISIN: US3130B7T794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $294942896.85
- **C.18.a - Value (excl. sponsor support):** $294942896.85
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: 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):** $293578835.48
- **C.18.a - Value (excl. sponsor support):** $293578835.48
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 12: 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):** $224752423.50
- **C.18.a - Value (excl. sponsor support):** $224752423.50
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.844998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8FQ0, C.4 - ISIN: US3130B8FQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99990875.00
- **C.18.a - Value (excl. sponsor support):** $99990875.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: 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):** $374668676.25
- **C.18.a - Value (excl. sponsor support):** $374668676.25
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 15: 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):** $314754246.45
- **C.18.a - Value (excl. sponsor support):** $314754246.45
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 16: 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):** $584668498.05
- **C.18.a - Value (excl. sponsor support):** $584668498.05
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.674999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZP0, C.4 - ISIN: US3130B8ZP09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $289997529.20
- **C.18.a - Value (excl. sponsor support):** $289997529.20
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 3.674999%
- **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):** $289954591.80
- **C.18.a - Value (excl. sponsor support):** $289954591.80
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.674999%
- **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):** $299997078.00
- **C.18.a - Value (excl. sponsor support):** $299997078.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.674999%
- **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):** $74999396.25
- **C.18.a - Value (excl. sponsor support):** $74999396.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.674999%
- **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):** $149999184.00
- **C.18.a - Value (excl. sponsor support):** $149999184.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **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):** $144999322.85
- **C.18.a - Value (excl. sponsor support):** $144999322.85
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BJ8, C.4 - ISIN: US3130B9BJ87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999637.00
- **C.18.a - Value (excl. sponsor support):** $99999637.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **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):** $69999568.10
- **C.18.a - Value (excl. sponsor support):** $69999568.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **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):** $74999802.75
- **C.18.a - Value (excl. sponsor support):** $74999802.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **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):** $39999940.00
- **C.18.a - Value (excl. sponsor support):** $39999940.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **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):** $99999786.00
- **C.18.a - Value (excl. sponsor support):** $99999786.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.769999%
- **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):** $254999574.15
- **C.18.a - Value (excl. sponsor support):** $254999574.15
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9G20, C.4 - ISIN: US3130B9G201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $274998432.50
- **C.18.a - Value (excl. sponsor support):** $274998432.50
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **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):** $64999415.00
- **C.18.a - Value (excl. sponsor support):** $64999415.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **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):** $149999905.50
- **C.18.a - Value (excl. sponsor support):** $149999905.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **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):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 33: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UH9, C.4 - ISIN: US313313UH97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54906240.40
- **C.18.a - Value (excl. sponsor support):** $54906240.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **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? Yes, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VF2, C.4 - ISIN: US313313VF23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $112562972.50
- **C.18.a - Value (excl. sponsor support):** $112562972.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **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 35: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YE2, C.4 - ISIN: US313313YE21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44511875.10
- **C.18.a - Value (excl. sponsor support):** $44511875.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **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 36: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZH4, C.4 - ISIN: US313313ZH43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34530489.70
- **C.18.a - Value (excl. sponsor support):** $34530489.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73869062.25
- **C.18.a - Value (excl. sponsor support):** $73869062.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $348960267.85
- **C.18.a - Value (excl. sponsor support):** $348960267.85
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 39: 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):** $206406666.90
- **C.18.a - Value (excl. sponsor support):** $206406666.90
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 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: 313385E36, C.4 - ISIN: US313385E360, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73652041.50
- **C.18.a - Value (excl. sponsor support):** $73652041.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **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 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: 313385E44, C.4 - ISIN: US313385E444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73644833.25
- **C.18.a - Value (excl. sponsor support):** $73644833.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **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 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: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $588409002.00
- **C.18.a - Value (excl. sponsor support):** $588409002.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **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 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: 313385UB0, C.4 - ISIN: US313385UB05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299669082.00
- **C.18.a - Value (excl. sponsor support):** $299669082.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385UL8, C.4 - ISIN: US313385UL86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11975933.28
- **C.18.a - Value (excl. sponsor support):** $11975933.28
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385UX2, C.4 - ISIN: US313385UX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144549251.55
- **C.18.a - Value (excl. sponsor support):** $144549251.55
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **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? Yes, 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: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144410454.65
- **C.18.a - Value (excl. sponsor support):** $144410454.65
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 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: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144352937.50
- **C.18.a - Value (excl. sponsor support):** $144352937.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 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: 313385WJ1, C.4 - ISIN: US313385WJ13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79478600.00
- **C.18.a - Value (excl. sponsor support):** $79478600.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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? No, C.23 Categorized at Level 3? No

### Security 49: 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):** $148977937.50
- **C.18.a - Value (excl. sponsor support):** $148977937.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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? No, C.23 Categorized at Level 3? No

### Security 50: 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):** $148963125.00
- **C.18.a - Value (excl. sponsor support):** $148963125.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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? No, C.23 Categorized at Level 3? No

### Security 51: 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):** $228137575.00
- **C.18.a - Value (excl. sponsor support):** $228137575.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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? No, C.23 Categorized at Level 3? No

### Security 52: 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):** $207701375.70
- **C.18.a - Value (excl. sponsor support):** $207701375.70
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 53: 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):** $247090972.50
- **C.18.a - Value (excl. sponsor support):** $247090972.50
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 54: 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: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74037969.00
- **C.18.a - Value (excl. sponsor support):** $74037969.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **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 55: 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):** $148046562.00
- **C.18.a - Value (excl. sponsor support):** $148046562.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 56: 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):** $281204749.05
- **C.18.a - Value (excl. sponsor support):** $281204749.05
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 57: 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):** $197277916.00
- **C.18.a - Value (excl. sponsor support):** $197277916.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 58: 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):** $142912906.25
- **C.18.a - Value (excl. sponsor support):** $142912906.25
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 59: 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: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98511667.00
- **C.18.a - Value (excl. sponsor support):** $98511667.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.794998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4L6, C.4 - ISIN: US3133EP4L60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95000761.90
- **C.18.a - Value (excl. sponsor support):** $95000761.90
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: 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: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35002211.30
- **C.18.a - Value (excl. sponsor support):** $35002211.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.799998%
- **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):** $35021422.45
- **C.18.a - Value (excl. sponsor support):** $35021422.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 63: 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):** $10004842.20
- **C.18.a - Value (excl. sponsor support):** $10004842.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.820000%
- **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):** $75020803.50
- **C.18.a - Value (excl. sponsor support):** $75020803.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.820000%
- **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):** $75022882.50
- **C.18.a - Value (excl. sponsor support):** $75022882.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 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: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7701492.49
- **C.18.a - Value (excl. sponsor support):** $7701492.49
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: 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: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74001808.56
- **C.18.a - Value (excl. sponsor support):** $74001808.56
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: 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: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60022474.20
- **C.18.a - Value (excl. sponsor support):** $60022474.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.754998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLA7, C.4 - ISIN: US3133ERLA77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42001903.44
- **C.18.a - Value (excl. sponsor support):** $42001903.44
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.820000%
- **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):** $140032940.60
- **C.18.a - Value (excl. sponsor support):** $140032940.60
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 71: 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):** $19007380.74
- **C.18.a - Value (excl. sponsor support):** $19007380.74
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 72: 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: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35005384.05
- **C.18.a - Value (excl. sponsor support):** $35005384.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.799998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ38, C.4 - ISIN: US3133ERQ383, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140112446.60
- **C.18.a - Value (excl. sponsor support):** $140112446.60
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.809999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35016688.35
- **C.18.a - Value (excl. sponsor support):** $35016688.35
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: 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):** $50010937.00
- **C.18.a - Value (excl. sponsor support):** $50010937.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.809999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43023376.09
- **C.18.a - Value (excl. sponsor support):** $43023376.09
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $117000273.78
- **C.18.a - Value (excl. sponsor support):** $117000273.78
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40001219.20
- **C.18.a - Value (excl. sponsor support):** $40001219.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.799998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVE8, C.4 - ISIN: US3133ERVE89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70026798.80
- **C.18.a - Value (excl. sponsor support):** $70026798.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.829997%
- **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):** $180012904.20
- **C.18.a - Value (excl. sponsor support):** $180012904.20
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.809999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40017758.40
- **C.18.a - Value (excl. sponsor support):** $40017758.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.829997%
- **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):** $260019305.00
- **C.18.a - Value (excl. sponsor support):** $260019305.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.809999%
- **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):** $20008358.20
- **C.18.a - Value (excl. sponsor support):** $20008358.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 84: 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):** $40005015.20
- **C.18.a - Value (excl. sponsor support):** $40005015.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 85: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZB0, C.4 - ISIN: US3133ERZB05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70009912.00
- **C.18.a - Value (excl. sponsor support):** $70009912.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64999391.60
- **C.18.a - Value (excl. sponsor support):** $64999391.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: 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: 3133ETCV7, C.4 - ISIN: US3133ETCV71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62001151.96
- **C.18.a - Value (excl. sponsor support):** $62001151.96
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 88: 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):** $31011400.25
- **C.18.a - Value (excl. sponsor support):** $31011400.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 89: 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):** $70007280.70
- **C.18.a - Value (excl. sponsor support):** $70007280.70
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 90: 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):** $94998716.55
- **C.18.a - Value (excl. sponsor support):** $94998716.55
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 91: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ65, C.4 - ISIN: US3133ETJ657, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79991600.00
- **C.18.a - Value (excl. sponsor support):** $79991600.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: 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: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54991007.50
- **C.18.a - Value (excl. sponsor support):** $54991007.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 93: 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: 3133ETNE3, C.4 - ISIN: US3133ETNE38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89990244.00
- **C.18.a - Value (excl. sponsor support):** $89990244.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 94: 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: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55027629.80
- **C.18.a - Value (excl. sponsor support):** $55027629.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 95: 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: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $184979988.55
- **C.18.a - Value (excl. sponsor support):** $184979988.55
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 96: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.804998%
- **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):** $66993245.73
- **C.18.a - Value (excl. sponsor support):** $66993245.73
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 97: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.809999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSS7, C.4 - ISIN: US3133ETSS78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79991383.20
- **C.18.a - Value (excl. sponsor support):** $79991383.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2027-08-12
- **C.13 - Final Legal Maturity Date:** 2027-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: 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: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80046236.80
- **C.18.a - Value (excl. sponsor support):** $80046236.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 99: 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: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65037631.10
- **C.18.a - Value (excl. sponsor support):** $65037631.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78390391.17
- **C.18.a - Value (excl. sponsor support):** $78390391.17
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **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 101: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.825000%
- **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):** $59997549.00
- **C.18.a - Value (excl. sponsor support):** $59997549.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 102: 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):** $127406435.40
- **C.18.a - Value (excl. sponsor support):** $127406435.40
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 103: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEK2, C.4 - ISIN: US3133EWEK28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99999339.00
- **C.18.a - Value (excl. sponsor support):** $99999339.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 104: 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):** $218398461.60
- **C.18.a - Value (excl. sponsor support):** $218398461.60
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 105: 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):** $218690282.80
- **C.18.a - Value (excl. sponsor support):** $218690282.80
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 106: 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):** $139076000.00
- **C.18.a - Value (excl. sponsor support):** $139076000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 107: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TN7, C.4 - ISIN: US912797TN70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $147992772.00
- **C.18.a - Value (excl. sponsor support):** $147992772.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 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):** $59648203.20
- **C.18.a - Value (excl. sponsor support):** $59648203.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 109: 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):** $54598671.60
- **C.18.a - Value (excl. sponsor support):** $54598671.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: 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):** $39426874.80
- **C.18.a - Value (excl. sponsor support):** $39426874.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 111: 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):** $79261406.40
- **C.18.a - Value (excl. sponsor support):** $79261406.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 112: 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):** $592582032.00
- **C.18.a - Value (excl. sponsor support):** $592582032.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 113: 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):** $63429185.69
- **C.18.a - Value (excl. sponsor support):** $63429185.69
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 114: 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):** $108116250.00
- **C.18.a - Value (excl. sponsor support):** $108116250.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 115: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.804876%
- **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):** $275177864.50
- **C.18.a - Value (excl. sponsor support):** $275177864.50
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 116: 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):** $195572812.50
- **C.18.a - Value (excl. sponsor support):** $195572812.50
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 117: 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):** $195918633.30
- **C.18.a - Value (excl. sponsor support):** $195918633.30
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 118: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.721882%
- **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):** $129994094.10
- **C.18.a - Value (excl. sponsor support):** $129994094.10
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 119: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNT89HZR7
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 4.8000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-07
- **C.12 - Maturity Date (WAL):** 2026-03-07
- **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          | 2039-01-01      | 5.5000%  | 0.0000% | $9850000.00        | $198266.99         | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 3.5000%  | 0.0000% | $8986304.00        | $1286125.76        | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-01-01      | 1.5000%  | 0.0000% | $265000.00         | $190901.67         | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-01-01      | 2.0000%  | 0.0000% | $3475928.00        | $2190130.30        | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $27044096.00       | $22028915.67       | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-06-01      | 3.0000%  | 0.0000% | $285000.00         | $112375.68         | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 3.5000%  | 0.0000% | $255000.00         | $155385.73         | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 3.5000%  | 0.0000% | $7000.00           | $5459.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $59923968.00       | $46868219.07       | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 8.0000%  | 0.0000% | $9556240.00        | $4047777.25        | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-07-01      | 2.0000%  | 0.0000% | $3500000.00        | $2053626.79        | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.0000%  | 0.0000% | $1192238.00        | $767499.36         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $200357.00         | $142420.70         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1323934.00        | $784618.15         | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1157240.00        | $895551.98         | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-12-01      | 2.5000%  | 0.0000% | $900000.00         | $463051.37         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 2.5000%  | 0.0000% | $41000.00          | $28032.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 4.5000%  | 0.0000% | $875000.00         | $679052.00         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 3.0000%  | 0.0000% | $3449020.00        | $2699774.03        | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 5.0000%  | 0.0000% | $510000.00         | $324865.89         | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-01-01      | 6.5000%  | 0.0000% | $29230.00          | $11923.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $1113100.00        | $829240.82         | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1895844.00        | $1886583.02        | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 6.0000%  | 0.0000% | $325552.00         | $77898.21          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.5000%  | 0.0000% | $1656712.00        | $1651539.54        | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 6.0000%  | 0.0000% | $1448100.00        | $1498134.35        | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-10-25      | 1.5400%  | 0.0000% | $17012000.00       | $14391962.98       | Agency Debentures and Agency Strips |
| FNMA          | 2033-10-28      | 1.5100%  | 0.0000% | $20000000.00       | $16830267.78       | Agency Debentures and Agency Strips |
| FNMA          | 2026-08-01      | 4.7660%  | 0.0000% | $1000000.00        | $725243.64         | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-02-01      | 3.5000%  | 0.0000% | $1492108.00        | $146508.04         | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $2644024.00        | $1137606.78        | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.5000%  | 0.0000% | $724015.00         | $89817.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1033772.00        | $208753.03         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $768790.00         | $600860.00         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1208186.00        | $1217411.28        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $1479462.00        | $1580197.75        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $20285920.00       | $19988980.11       | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1026184.00        | $1080217.87        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 7.0000%  | 0.0000% | $1102720.00        | $1166218.80        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $23879776.00       | $24313772.02       | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 4.0000%  | 0.0000% | $2840000.00        | $754900.16         | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $4000000.00        | $1073708.40        | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-02-01      | 3.5000%  | 0.0000% | $1517422.00        | $649441.15         | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $430000.00         | $387717.48         | Agency Mortgage-Backed Securities   |
| FNMA          | 2064-06-01      | 4.0000%  | 0.0000% | $49088896.00       | $44526791.48       | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $1197574.00        | $920281.42         | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $20175648.00       | $20451935.56       | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 2.0000%  | 0.0000% | $32913000.00       | $14551354.94       | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 2.5000%  | 0.0000% | $4725928.00        | $2452453.78        | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-12-01      | 3.0000%  | 0.0000% | $115661.00         | $51319.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $650204.00         | $455218.42         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 4.5000%  | 0.0000% | $1100000.00        | $1018437.14        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $2881196.00        | $2948195.97        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 5.1170%  | 0.0000% | $1982500.00        | $2022706.16        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $10160032.00       | $10476799.12       | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1089200.00        | $1116045.14        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $10634880.00       | $10724864.50       | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $20932096.00       | $21622464.43       | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $6584111.00        | $6767611.63        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $5033700.00        | $5086171.85        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $3135570.00        | $3113156.94        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $4897504.00        | $4857506.09        | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $1403900.00        | $534197.26         | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 2.0000%  | 0.0000% | $36818.00          | $16122.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-01-01      | 2.0000%  | 0.0000% | $150000.00         | $63851.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $460000.00         | $336273.00         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 5.0000%  | 0.0000% | $1545000.00        | $1285223.02        | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $587230.00         | $391237.71         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.5000%  | 0.0000% | $75000.00          | $60601.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $24384608.00       | $4123932.39        | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.0000%  | 0.0000% | $1300000.00        | $957270.21         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.0000%  | 0.0000% | $2367810.00        | $1906521.06        | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-12-01      | 6.0000%  | 0.0000% | $22046000.00       | $13926238.50       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-02-01      | 4.5000%  | 0.0000% | $3377676.00        | $3306338.40        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1142634.00        | $1206676.68        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $48826.00          | $43782.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1061456.00        | $1126306.79        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $3600430.00        | $3447220.00        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $58363200.00       | $59882178.64       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $12012720.00       | $12080615.46       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $33366400.00       | $31316930.38       | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $28556000.00       | $28920613.98       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $233612544.00      | $236628975.10      | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 7.0000%  | 0.0000% | $1849746.00        | $1962783.75        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $58121856.00       | $58778813.94       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $2519832.00        | $2552690.89        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 4.5000%  | 0.0000% | $7630160.00        | $7562655.97        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $11779712.00       | $12036135.38       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $2286824.00        | $2398808.25        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 4.5000%  | 0.0000% | $2138472.00        | $2127565.79        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $6116520.00        | $6180371.03        | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-09-15      | 3.0000%  | 0.0000% | $228383.00         | $122330.49         | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $6044.87           | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-20      | 3.5000%  | 0.0000% | $2200000.00        | $267740.28         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-10-20      | 5.1250%  | 0.0000% | $310000.00         | $9329.44           | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-02-20      | 3.5000%  | 0.0000% | $1009412.00        | $71244.94          | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-05-20      | 3.5000%  | 0.0000% | $4119576.00        | $322858.57         | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-07-20      | 3.0000%  | 0.0000% | $20255200.00       | $2389604.16        | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-09-20      | 2.0000%  | 0.0000% | $365611.00         | $140367.52         | Agency Mortgage-Backed Securities   |
| GNMA          | 2048-03-20      | 5.5000%  | 0.0000% | $5729848.00        | $651973.64         | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-01-20      | 3.5000%  | 0.0000% | $14641968.00       | $1910598.81        | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-03-20      | 5.0000%  | 0.0000% | $1012294.00        | $66309.24          | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-06-20      | 3.5000%  | 0.0000% | $100000000.00      | $10116121.74       | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-08-20      | 2.0000%  | 0.0000% | $456134656.00      | $256635744.23      | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-10-20      | 2.0000%  | 0.0000% | $3916270.00        | $2307897.89        | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-10-20      | 4.0000%  | 0.0000% | $1284544.00        | $963735.45         | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-06-20      | 2.5000%  | 0.0000% | $26951000.00       | $16591044.00       | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-10-20      | 7.0000%  | 0.0000% | $97571.00          | $62941.39          | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-09-20      | 7.5000%  | 0.0000% | $28217.00          | $10831.33          | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-06-20      | 8.5000%  | 0.0000% | $37624.00          | $25618.07          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-10-20      | 7.0000%  | 0.0000% | $89308.00          | $54333.28          | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-02-20      | 5.0000%  | 0.0000% | $47937152.00       | $40504820.49       | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $3015000.00        | $2033618.11        | Agency Mortgage-Backed Securities   |
| GNMA          | 2062-03-15      | 2.9200%  | 0.0000% | $94266.00          | $81905.66          | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-12-15      | 4.0000%  | 0.0000% | $97000.00          | $34615.27          | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $650000.00         | $364535.98         | Agency Mortgage-Backed Securities   |
| GNMA          | 2048-03-15      | 5.0000%  | 0.0000% | $180903.00         | $36688.69          | Agency Mortgage-Backed Securities   |
| GNMA          | 2048-05-15      | 3.0000%  | 0.0000% | $182306.00         | $93948.47          | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-03-20      | 3.5000%  | 0.0000% | $3312836.00        | $993614.01         | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-09-15      | 2.5000%  | 0.0000% | $363069.00         | $196529.01         | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-08-15      | 2.5000%  | 0.0000% | $853969.00         | $221435.10         | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $502084.00         | $417246.27         | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-01-20      | 2.5000%  | 0.0000% | $1665280.00        | $1307116.94        | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $475000.00         | $49274.09          | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $36788.00          | $6192.42           | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $1059416.00        | $270686.77         | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $32835776.00       | $27475443.24       | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1027972.00        | $483931.16         | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-08-20      | 7.5000%  | 0.0000% | $92455.00          | $95671.98          | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-11-20      | 7.0000%  | 0.0000% | $2104748.00        | $1385080.73        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $1664728.00        | $948295.85         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $1390616.00        | $1085565.95        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $985382.00         | $1026626.56        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $14179840.00       | $14771608.28       | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $8081280.00        | $8220147.05        | Agency Mortgage-Backed Securities   |
| GNMA          | 2067-09-15      | 5.6000%  | 0.0000% | $1808628.00        | $1907361.80        | Agency Mortgage-Backed Securities   |
| GNMA          | 2060-12-15      | 5.5400%  | 0.0000% | $11050000.00       | $11758640.76       | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $23915808.00       | $24810848.37       | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1213686.00        | $1274105.26        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $877760.00         | $929029.78         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1287930.00        | $1365569.25        | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $9671248.00        | $9934346.77        | Agency Mortgage-Backed Securities   |
| GNMA          | 2060-12-15      | 5.4000%  | 0.0000% | $352462.00         | $372577.70         | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-09-20      | 3.5000%  | 0.0000% | $191226.00         | $177390.36         | Agency Mortgage-Backed Securities   |
| GNMA          | 2062-09-20      | 5.5000%  | 0.0000% | $1325726.00        | $1342062.95        | Agency Mortgage-Backed Securities   |
| GNMA          | 2060-11-15      | 5.4100%  | 0.0000% | $207507.00         | $218545.54         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1887528.00        | $1981695.62        | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $32334720.00       | $33214360.91       | Agency Mortgage-Backed Securities   |
| GNMA          | 2066-01-20      | 5.5000%  | 0.0000% | $454755.00         | $462109.45         | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $3104736.00        | $3189201.03        | Agency Mortgage-Backed Securities   |
| GNMA          | 2066-01-20      | 4.0000%  | 0.0000% | $776677.00         | $751566.17         | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1748642.00        | $1835555.34        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-03-20      | 4.0000%  | 0.0000% | $38582784.00       | $36460321.44       | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $149000000.00      | $144212413.70      | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-01-20      | 3.5000%  | 0.0000% | $21498720.00       | $20141458.03       | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1946596.00        | $1799189.67        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1847910.00        | $343376.74         | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1327298.00        | $1363810.93        | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $1162418.00        | $1147854.54        | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2242780.00        | $2358238.77        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $5606240.00        | $5536331.13        | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-07-20      | 3.0000%  | 0.0000% | $2027588.00        | $247257.14         | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-04-20      | 3.5000%  | 0.0000% | $295000.00         | $77634.31          | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-07-15      | 5.5000%  | 0.0000% | $2178748.00        | $31585.54          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-09-15      | 6.5000%  | 0.0000% | $2392490.00        | $6794.53           | Agency Mortgage-Backed Securities   |
| GNMA          | 2029-03-20      | 6.5000%  | 0.0000% | $10473456.00       | $8275.49           | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-07-20      | 5.0000%  | 0.0000% | $725138.00         | $23467.29          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-11-20      | 3.5000%  | 0.0000% | $5116096.00        | $75344.74          | Agency Mortgage-Backed Securities   |
| GNMA          | 2026-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $7261.11           | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-04-15      | 4.5000%  | 0.0000% | $1036560.00        | $184059.53         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-08-15      | 3.0000%  | 0.0000% | $2000000.00        | $229790.85         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-03-15      | 4.0000%  | 0.0000% | $250000.00         | $16351.52          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-12-20      | 5.6250%  | 0.0000% | $1771470.00        | $299723.10         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-06-20      | 3.5000%  | 0.0000% | $1024036.00        | $76176.00          | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-02-20      | 3.0000%  | 0.0000% | $41200000.00       | $4995855.76        | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-06-15      | 4.0000%  | 0.0000% | $95465.00          | $9751.55           | Agency Mortgage-Backed Securities   |
| GNMA          | 2048-06-15      | 3.5000%  | 0.0000% | $100000.00         | $23672.59          | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-07-15      | 2.5000%  | 0.0000% | $8796784.00        | $3723999.68        | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-12-15      | 2.5000%  | 0.0000% | $200050.00         | $68556.34          | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $200000.00         | $100577.98         | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-06-20      | 2.5000%  | 0.0000% | $133000.00         | $73433.52          | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $800000.00         | $672355.81         | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $411441.00         | $279136.22         | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-02-20      | 6.5000%  | 0.0000% | $966069.00         | $702360.89         | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-11-15      | 5.5000%  | 0.0000% | $404000.00         | $350026.12         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2046361.33        | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-11-15      | 2.5000%  | 0.0000% | $1130604.00        | $99661.43          | Agency Mortgage-Backed Securities   |

### Security 120: 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):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-07
- **C.12 - Maturity Date (WAL):** 2026-03-07
- **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          | 2036-08-01      | 5.5000%  | 0.0000% | $1000.00           | $11.18             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $63600755.00       | $12243992.48       | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 5.5000%  | 0.0000% | $2213.00           | $13.65             | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $209.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $1171.00           | $249.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $734.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $778.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1008.00           | $477.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $257875.00         | $204604.27         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $4346316.00        | $3869357.64        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $21894013.00       | $17139753.52       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $2583093.00        | $1923427.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1687823.00        | $1198538.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $403789.00         | $330614.73         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $665.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $249651.00         | $109474.76         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $514.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $754.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $711.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $13554.00          | $9769.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2045-11-01      | 5.0000%  | 0.0000% | $1000.00           | $992.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1006.71           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-25      | 6.5000%  | 0.0000% | $1024.00           | $911.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $965.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $1026.00           | $38.74             | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $178.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2028-03-01      | 3.0000%  | 0.0000% | $1038.00           | $23.38             | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $199862272.00      | $21626757.74       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 3.0000%  | 0.0000% | $1000.00           | $225.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $1008.00           | $271.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 6.0000%  | 0.0000% | $1070.00           | $7.62              | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 5.0000%  | 0.0000% | $1001.00           | $8.95              | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $975.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $980.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $35876.00          | $27228.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $770.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $954.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $898.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $898.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $485235.00         | $418268.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $992.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $940.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $946.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $951.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $888.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $3429660.00        | $2510855.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $892.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $912.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1458050.00        | $1534031.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $958.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1996000.00        | $2088330.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $888.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $955.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $968.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $812.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $680.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $959.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $745.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $998.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $997.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $766.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1093436.00        | $1095241.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1173542.00        | $1203870.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $951.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $847.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 4.5000%  | 0.0000% | $1000.00           | $989.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $992.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $976.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1047.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $969.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1055.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $583.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $1841320.00        | $507988.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $110.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $300.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $106.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-02-01      | 4.5000%  | 0.0000% | $79951946.00       | $20094747.02       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 2.5000%  | 0.0000% | $679000.00         | $247799.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2062-12-01      | 2.5000%  | 0.0000% | $1024.00           | $700.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $155.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $7940609.00        | $2111816.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4077872.00        | $1164423.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $141.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $236.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $543.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $580.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1134464.00        | $736279.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $643.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $807.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $2979.00           | $1696.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $875.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $758.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $3400000.00        | $2059432.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $809.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $395000.00         | $301751.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2669290.00        | $2152414.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 4.5000%  | 0.0000% | $1403491.00        | $333437.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $177.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $185.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $132.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $1024.00           | $340.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $321.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $357.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $394.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $430.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1200.00           | $648.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $600.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $479.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $731.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $117000.00         | $103683.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $25225888.00       | $20500246.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $967.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1016.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $57569154.00       | $50889770.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $4381349.00        | $4495673.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $192692.00         | $189713.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $305590334.00      | $237637314.00      | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1378.00           | $1354.34           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1008288.00        | $862423.82         | Agency Mortgage-Backed Securities |

### Security 121: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BAN 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTBMV7T1
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-07
- **C.12 - Maturity Date (WAL):** 2026-03-07
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $11474700.00       | $13273946.24       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $5227100.00        | $5596008.85        | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $12624400.00       | $12707560.98       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $4691000.00        | $4530061.20        | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $115918600.00      | $108446092.53      | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $1065200.00        | $1049317.09        | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $305141800.00      | $301083391.19      | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $232873000.00      | $311731905.81      | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $1458200.00        | $1728904.59        | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $3894900.00        | $4010246.13        | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 0.0000%  | 0.0000% | $76.00             | $61.03             | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $25.00             | $18.80             | U.S. Treasuries (including strips) |
| USTR          | 2036-08-15      | 0.0000%  | 0.0000% | $157808.00         | $102246.17         | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 0.0000%  | 0.0000% | $63.00             | $39.72             | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.0000%  | 0.0000% | $63.00             | $53.25             | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 0.0000%  | 0.0000% | $103.00            | $80.15             | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $55.00             | $40.88             | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 0.0000%  | 0.0000% | $73.00             | $72.44             | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 0.0000%  | 0.0000% | $288.00            | $266.91            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $1519.48           | $1384.24           | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $51.02             | $45.65             | U.S. Treasuries (including strips) |
| USTR          | 2037-08-15      | 0.0000%  | 0.0000% | $29.00             | $17.79             | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 0.0000%  | 0.0000% | $61.00             | $36.39             | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 0.0000%  | 0.0000% | $29.00             | $16.37             | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 0.0000%  | 0.0000% | $80.01             | $21.01             | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $28.00             | $14.07             | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 0.0000%  | 0.0000% | $1500.00           | $387.88            | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $106.00            | $51.79             | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $61.04             | $28.97             | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $127.00            | $58.56             | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $77.44             | $32.35             | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $18.99             | $7.61              | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $30.00             | $11.13             | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $56.21             | $20.10             | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $224.00            | $76.28             | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $2245200.00        | $745327.82         | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $157.48            | $50.34             | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $1436.00           | $368.80            | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |

### Security 122: 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: BNTBRF7G9
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2042-05-01      | 6.4370%  | 0.0000% | $2998996.00        | $56761.33          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-05-01      | 3.5000%  | 0.0000% | $599658.00         | $87431.93          | Agency Mortgage-Backed Securities |
| FMAC          | 2046-12-01      | 3.5000%  | 0.0000% | $51730000.00       | $9511911.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 4.0000%  | 0.0000% | $440000.00         | $63982.05          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $22956864.00       | $20246688.94       | Agency Mortgage-Backed Securities |
| FMAC          | 2041-12-01      | 2.0000%  | 0.0000% | $250000.00         | $144225.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.7000%  | 0.0000% | $6512904.00        | $119523.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 6.2500%  | 0.0000% | $23117600.00       | $211693.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $1415976.00        | $1016641.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $1800500.00        | $1900636.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $4527984.00        | $4560021.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-12-01      | 3.0000%  | 0.0000% | $2875000.00        | $374370.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2059-01-01      | 3.5000%  | 0.0000% | $5482944.00        | $1782674.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 3.5000%  | 0.0000% | $118714.00         | $57289.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $900000.00         | $309868.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 3.5000%  | 0.0000% | $100000.00         | $29679.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 3.0000%  | 0.0000% | $200000.00         | $66908.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $1069334.00        | $654929.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 2.5000%  | 0.0000% | $22357000.00       | $15537722.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $15415264.00       | $9844802.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1021000.00        | $1036891.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $10002760.00       | $10175068.66       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1157902.00        | $1169936.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-03-01      | 5.0000%  | 0.0000% | $1001112.00        | $1020166.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-03-01      | 5.5000%  | 0.0000% | $1072753.00        | $1107748.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $12940192.00       | $13061378.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $52259776.00       | $48530867.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $5788840.00        | $5721523.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 5.5000%  | 0.0000% | $30467904.00       | $31551867.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $121484288.00      | $123068456.60      | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $20000000.00       | $3999678.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $13596000.00       | $5173406.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $101203.00         | $30548.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $514089.00         | $351053.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $15460300.00       | $14300167.05       | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 6.0000%  | 0.0000% | $11313888.00       | $199943.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $2700000.00        | $372590.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 4.0000%  | 0.0000% | $942284.00         | $905809.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 4.5000%  | 0.0000% | $2842000.00        | $105376.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-10-01      | 5.5000%  | 0.0000% | $200999999.00      | $2267557.06        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $2856560.00        | $3035792.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $3223244.00        | $3077214.12        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $170485760.00      | $171563638.78      | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1560350.00        | $1601852.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $587648.00         | $595310.99         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $4338870.00        | $4398391.10        | Agency Mortgage-Backed Securities |

### Security 123: 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: BNTBRF7K0
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $1200.00           | $1185.01           | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $64000.00          | $61494.14          | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $148200.00         | $151741.84         | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $156969800.00      | $159848341.52      | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $101.63            | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $3057900.00        | $3137228.94        | U.S. Treasuries (including strips) |

### Security 124: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & 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: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BNTBRF7T1
- **C.18 - Value (incl. sponsor support):** $3300000000.00
- **C.18.a - Value (excl. sponsor support):** $3300000000.00
- **C.19 - Percentage of Net Assets:** 10.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $137400.00         | $101410.90         | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $1859923200.00     | $1641129952.65     | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $861723800.00      | $778379207.12      | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $907128000.00      | $946389452.07      | U.S. Treasuries (including strips) |

### Security 125: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.680000%
- **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: BNTBRF894
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $9856023.00        | $9045192.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-06-01      | 4.3800%  | 0.0000% | $999000.00         | $1007900.42        | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-08-01      | 5.4500%  | 0.0000% | $1418802.00        | $1506633.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-12-01      | 3.1400%  | 0.0000% | $3455890.00        | $3096869.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-05-01      | 3.0000%  | 0.0000% | $3785566.00        | $696724.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-04-01      | 6.0000%  | 0.0000% | $10455.00          | $88.71             | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.4500%  | 0.0000% | $5726360.00        | $5122515.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2026-11-01      | 3.3049%  | 0.0000% | $1285532.00        | $156865.79         | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-01-01      | 2.0000%  | 0.0000% | $1800000.00        | $1622510.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 3.5200%  | 0.0000% | $137000.00         | $133715.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $82997.00          | $85835.35          | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $2379138.00        | $2490475.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1494523.00        | $1462994.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $9477502.00        | $9881238.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $819427.00         | $819619.04         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $6700801.00        | $6778991.41        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $14362082.00       | $14731010.15       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $45081353.00       | $46568786.05       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $168279.00         | $173622.23         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 4.0000%  | 0.0000% | $31275322.00       | $21866281.58       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $19618939.00       | $8787961.59        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $131867392.00      | $65758897.42       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $8398128.00        | $4724970.66        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.5000%  | 0.0000% | $52442112.00       | $29143407.08       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $117136000.00      | $68209794.29       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 4.0000%  | 0.0000% | $6288304.00        | $4717830.99        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-12-15      | 5.8500%  | 0.0000% | $1021.00           | $1083.43           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $1000.00           | $1008.98           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $13457424.00       | $14516763.59       | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $2355531.00        | $2567819.57        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1041.20           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.08           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $1000.00           | $1013.74           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 4.0000%  | 0.0000% | $4892154.00        | $4572283.76        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1000.00           | $481.60            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $1008.00           | $975.61            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 4.0000%  | 0.0000% | $1008.00           | $957.16            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1342912.00        | $1361374.93        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $1008.08           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1167260.00        | $1203273.66        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-12-20      | 6.0000%  | 0.0000% | $1130190.00        | $1163164.31        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.90           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $1008.18           | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-08-15      | 4.0000%  | 0.0000% | $1000.00           | $143.43            | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-10-20      | 6.0000%  | 0.0000% | $1000.00           | $30.97             | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-07-15      | 4.5000%  | 0.0000% | $1000.00           | $32.65             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-01-15      | 3.0000%  | 0.0000% | $1000.00           | $332.65            | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-10-15      | 4.5000%  | 0.0000% | $1000.00           | $36.19             | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-11-15      | 4.5000%  | 0.0000% | $1000.00           | $41.76             | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $385252436.00      | $37226747.65       | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-09-20      | 4.0000%  | 0.0000% | $1024.00           | $82.08             | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-02-20      | 3.5000%  | 0.0000% | $1000.00           | $261.31            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 3.5000%  | 0.0000% | $1010.00           | $381.98            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-11-20      | 3.0000%  | 0.0000% | $1024.00           | $423.58            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $1024.00           | $425.15            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $1024.00           | $460.88            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-11-20      | 4.0000%  | 0.0000% | $1024.00           | $389.32            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-06-20      | 4.5000%  | 0.0000% | $18271173.00       | $5660432.10        | Agency Mortgage-Backed Securities  |
| USTR          | 2026-04-23      | 0.0000%  | 0.0000% | $5810200.00        | $5779882.38        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-07      | 0.0000%  | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 4.3750%  | 0.0000% | $3042600.00        | $3082339.58        | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $79.81             | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $20607600.00       | $17226983.22       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $108.95            | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $297200.00         | $240718.52         | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $81.97             | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $7272900.00        | $5342001.27        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $98000.00          | $78859.50          | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $78.17             | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $300200.00         | $248953.80         | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $36013800.00       | $27112329.14       | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $75.99             | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $600200.00         | $309271.54         | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $55.36             | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $760900.00         | $444579.07         | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $11472500.00       | $8011454.53        | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $360000.00         | $209768.31         | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $2487200.00        | $1807679.19        | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $15759000.00       | $9980897.35        | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $4667800.00        | $3551431.65        | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $28362000.00       | $24636197.97       | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $4857600.00        | $4125279.71        | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $4874100.00        | $4801423.64        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $17819500.00       | $19790748.73       | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $107.60            | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $106.47            | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.93            | U.S. Treasuries (including strips) |

### Security 126: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 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: BNTBRF8V5
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-05-07      | 0.0000%  | 0.0000% | $72018000.00       | $71542681.20       | U.S. Treasuries (including strips) |
| USTR          | 2026-05-28      | 0.0000%  | 0.0000% | $236505500.00      | $234457362.37      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.670000%
- **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: BNTBRF8Z6
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 6.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $873940000.00      | $1008099613.53     | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $911197500.00      | $914323360.51      | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $109562500.00      | $117577110.23      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.690000%
- **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: BNTBRF902
- **C.18 - Value (incl. sponsor support):** $4700000000.00
- **C.18.a - Value (excl. sponsor support):** $4700000000.00
- **C.19 - Percentage of Net Assets:** 15.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $12858400.00       | $13123393.15       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $24478100.00       | $24922431.20       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-03      | 0.0000%  | 0.0000% | $999400.00         | $981527.73         | U.S. Treasuries (including strips) |
| USTR          | 2026-03-05      | 0.0000%  | 0.0000% | $200.00            | $199.94            | U.S. Treasuries (including strips) |
| USTR          | 2026-03-26      | 0.0000%  | 0.0000% | $15000.00          | $14963.91          | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.0000%  | 0.0000% | $266000.00         | $264418.10         | U.S. Treasuries (including strips) |
| USTR          | 2026-05-07      | 0.0000%  | 0.0000% | $24313600.00       | $24153130.24       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-10      | 0.0000%  | 0.0000% | $41000.00          | $40967.08          | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.0000%  | 0.0000% | $75000.00          | $74781.75          | U.S. Treasuries (including strips) |
| USTR          | 2026-12-24      | 0.0000%  | 0.0000% | $2902200.00        | $2821037.07        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-14      | 0.0000%  | 0.0000% | $1000200.00        | $995872.13         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-21      | 0.0000%  | 0.0000% | $1218700.00        | $1212576.03        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-28      | 0.0000%  | 0.0000% | $6000.00           | $5965.79           | U.S. Treasuries (including strips) |
| USTR          | 2027-01-21      | 0.0000%  | 0.0000% | $4999800.00        | $4848031.07        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-23      | 0.0000%  | 0.0000% | $400.00            | $394.39            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-12      | 0.0000%  | 0.0000% | $508000.00         | $504410.47         | U.S. Treasuries (including strips) |
| USTR          | 2026-06-16      | 0.0000%  | 0.0000% | $135000.00         | $133578.05         | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 6.1250%  | 0.0000% | $54349900.00       | $57712782.94       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 5.2500%  | 0.0000% | $507500.00         | $538970.52         | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 5.3750%  | 0.0000% | $746000.00         | $808666.07         | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $26800.00          | $26547.50          | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $139057400.00      | $136790327.24      | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $9600900.00        | $9476098.75        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $15434800.00       | $15256830.62       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $5283800.00        | $5267550.57        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $1773400.00        | $1753096.41        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $1130400.00        | $1132270.70        | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $37456200.00       | $36528792.15       | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 1.6250%  | 0.0000% | $3016800.00        | $3017824.23        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $98.85             | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $740500.00         | $701010.34         | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $1246900.00        | $1233809.06        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.7500%  | 0.0000% | $3063200.00        | $3026557.60        | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $584800.00         | $542919.10         | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $457900.00         | $445156.43         | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $3602100.00        | $3486172.34        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $200.00            | $178.10            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $9700.00           | $9361.73           | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $1000.00           | $962.48            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $36893600.00       | $35345459.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $13685500.00       | $13135892.89       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $28508000.00       | $27214581.96       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $1153700.00        | $1101189.53        | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $95.19             | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $94900.00          | $84677.84          | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $9550400.00        | $9189491.32        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.7500%  | 0.0000% | $1148900.00        | $1149693.50        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 1.2500%  | 0.0000% | $20674200.00       | $19837083.37       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $70909300.00       | $67847104.48       | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $400.00            | $397.79            | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $252090300.00      | $240533664.49      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $1201300.00        | $1191959.81        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $98.80             | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $18408400.00       | $17515167.79       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $104000.00         | $99123.86          | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $88.87             | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.2500%  | 0.0000% | $1439300.00        | $1418905.58        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $68322600.00       | $65177340.58       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $95372400.00       | $91121675.84       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $357700.00         | $324126.83         | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $73670400.00       | $71140941.88       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $5199100.00        | $5163102.49        | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $7028200.00        | $6883792.19        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $4522800.00        | $4491637.76        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $175614400.00      | $175725398.00      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $97643000.00       | $96280479.92       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $6025800.00        | $6000776.48        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $703300.00         | $686428.44         | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $33195000.00       | $31436846.82       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $348115400.00      | $351864837.50      | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $5208000.00        | $5234022.67        | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $173422400.00      | $178614563.75      | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $977100.00         | $1012523.61        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $121961100.00      | $124857625.86      | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $700.00            | $711.86            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $125619700.00      | $129522767.24      | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $46699200.00       | $48535389.33       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-15      | 4.6250%  | 0.0000% | $62899400.00       | $64227822.82       | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $14335000.00       | $14624641.36       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $36495900.00       | $36929453.95       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $53039700.00       | $53750831.10       | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $22835300.00       | $22508164.52       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $687800.00         | $698798.81         | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $73053200.00       | $76384648.71       | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $336100.00         | $358101.46         | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $105.29            | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $5671400.00        | $6090298.41        | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $144000000.00      | $152614969.46      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.01            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $488700.00         | $511795.53         | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $5000000.00        | $5075141.15        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $2768900.00        | $2792331.49        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $1000.00           | $1019.14           | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $627000.00         | $641737.90         | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $25118200.00       | $25463046.93       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $50001100.00       | $52652788.17       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $11671000.00       | $12192292.18       | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $17739700.00       | $18405304.65       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $282500.00         | $287536.29         | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $106.50            | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $18125000.00       | $18569681.95       | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $1875600.00        | $1949229.29        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $3100000.00        | $3119226.58        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $429550400.00      | $438645023.81      | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $800.00            | $801.71            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $1532000.00        | $1540413.89        | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $144989900.00      | $148777820.41      | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $69099600.00       | $70212316.18       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 3.5000%  | 0.0000% | $29547000.00       | $29950821.12       | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $683200.00         | $709819.48         | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $28627400.00       | $29061891.90       | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $19103800.00       | $19791400.24       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $12111500.00       | $12513248.77       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $404000.00         | $411343.05         | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $20482400.00       | $21288539.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $20908400.00       | $21325717.92       | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $500.00            | $515.70            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $100.82            | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $531100.00         | $553569.31         | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $4445000.00        | $4692893.87        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $668700.00         | $686174.50         | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $2146500.00        | $2245604.01        | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $104.26            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $1310000.00        | $1335797.05        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $16362200.00       | $16612056.48       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $21007900.00       | $21586252.95       | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $916500.00         | $950495.68         | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $156043900.00      | $158858850.92      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $365824100.00      | $370993043.79      | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $80731400.00       | $83587099.83       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $3244800.00        | $3341070.69        | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $80016800.00       | $81487648.60       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $62785000.00       | $64118149.28       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $35765000.00       | $36112002.31       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $131576400.00      | $132434101.48      | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $5055600.00        | $5159542.44        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 3.6250%  | 0.0000% | $571900.00         | $584878.62         | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $1826500.00        | $1874124.90        | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 3.5000%  | 0.0000% | $28550000.00       | $28987359.65       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 3.6250%  | 0.0000% | $200.00            | $203.28            | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $175298000.00      | $177851101.09      | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.3750%  | 0.0000% | $13220200.00       | $13318942.47       | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.6250%  | 0.0000% | $23359600.00       | $23592098.35       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.7219%  | 0.0000% | $16824000.00       | $16870324.88       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 3.5000%  | 0.0000% | $492500.00         | $494382.45         | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2026-03-06

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President