# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0002066578-26-000088
**Filing Date:** 2026-2
**Character Count:** 220528
**Document Hash:** 9904ba18dd1bd994a703c2b6362c129f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-000088.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0002066578-26-000088

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26606257

**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):** 2026-01-31

**Registrant Full Name:** Northern Institutional Funds

**CIK Number of Registrant:** 0000710124

**LEI of Registrant:** 549300Y178DO5JBR1S04

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

**LEI of Series:** 549300AJO32M060C4S84

**EDGAR Series Identifier:** S000001275

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 42 days

- **WAL:** 92 days

- **Total Value of Portfolio Securities:** $32095591083.12

- **Amortized Cost of Portfolio Securities:** $32093072158.78

- **Cash:** $1533972705.63

- **Total Other Assets:** $72400290.75

- **Total Liabilities:** $381310524.81

- **Net Assets of Series:** $33318134630.35

- **Number of Shares Outstanding (Series):** 33318213194.9200

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $17897895864.00           | $22647238295.13            | 56.1300%                  | 71.0200%                   |
| 2026-01-05 | $17523509798.92           | $22123461123.95            | 55.2000%                  | 69.6800%                   |
| 2026-01-06 | $16265336952.31           | $20865474221.14            | 53.2200%                  | 68.2700%                   |
| 2026-01-07 | $17349493072.07           | $21431376284.68            | 55.7300%                  | 68.8400%                   |
| 2026-01-08 | $17825792375.33           | $21907802487.19            | 55.6000%                  | 68.3400%                   |
| 2026-01-09 | $17338288668.54           | $21718527846.32            | 54.9100%                  | 68.7900%                   |
| 2026-01-12 | $16670130130.69           | $21050846506.19            | 53.9300%                  | 68.1100%                   |
| 2026-01-13 | $17516175691.80           | $21897051133.18            | 54.6800%                  | 68.3600%                   |
| 2026-01-14 | $17179573267.07           | $21560607774.37            | 54.0700%                  | 67.8600%                   |
| 2026-01-15 | $17397268652.60           | $21833123303.60            | 54.3900%                  | 68.2600%                   |
| 2026-01-16 | $17401770753.84           | $21837790215.17            | 54.0100%                  | 67.7800%                   |
| 2026-01-20 | $16713179190.16           | $21026786452.91            | 52.8400%                  | 66.4800%                   |
| 2026-01-21 | $15729249311.47           | $20043009062.91            | 51.0000%                  | 64.9800%                   |
| 2026-01-22 | $15653448045.26           | $20066239702.04            | 50.1500%                  | 64.2800%                   |
| 2026-01-23 | $16083601809.99           | $19747666538.80            | 51.5600%                  | 63.3100%                   |
| 2026-01-26 | $15596944801.67           | $19661466996.52            | 49.7500%                  | 62.7200%                   |
| 2026-01-27 | $17224325690.85           | $21289000374.40            | 52.2300%                  | 64.5500%                   |
| 2026-01-28 | $17941480021.81           | $21256307194.03            | 54.1700%                  | 64.1800%                   |
| 2026-01-29 | $17151638222.36           | $21317295302.02            | 51.9200%                  | 64.5300%                   |
| 2026-01-30 | $17358987306.27           | $21524807074.16            | 51.9500%                  | 64.4100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8500%             |
| 2026-01-05 | 3.8400%             |
| 2026-01-06 | 3.8300%             |
| 2026-01-07 | 3.8100%             |
| 2026-01-08 | 3.7900%             |
| 2026-01-09 | 3.7800%             |
| 2026-01-12 | 3.7500%             |
| 2026-01-13 | 3.7400%             |
| 2026-01-14 | 3.7400%             |
| 2026-01-15 | 3.7400%             |
| 2026-01-16 | 3.7400%             |
| 2026-01-20 | 3.7400%             |
| 2026-01-21 | 3.7400%             |
| 2026-01-22 | 3.7400%             |
| 2026-01-23 | 3.7400%             |
| 2026-01-26 | 3.7400%             |
| 2026-01-27 | 3.7500%             |
| 2026-01-28 | 3.7500%             |
| 2026-01-29 | 3.7500%             |
| 2026-01-30 | 3.7500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0002                      |
|  |  |
| 2026-01-06 | 1.0002                      |
|  |  |
| 2026-01-07 | 1.0002                      |
|  |  |
| 2026-01-08 | 1.0002                      |
|  |  |
| 2026-01-09 | 1.0002                      |
|  |  |
| 2026-01-12 | 1.0002                      |
|  |  |
| 2026-01-13 | 1.0001                      |
|  |  |
| 2026-01-14 | 1.0001                      |
|  |  |
| 2026-01-15 | 1.0001                      |
|  |  |
| 2026-01-16 | 1.0001                      |
|  |  |
| 2026-01-20 | 1.0001                      |
|  |  |
| 2026-01-21 | 1.0001                      |
|  |  |
| 2026-01-22 | 1.0001                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0001                      |
|  |  |
| 2026-01-28 | 1.0001                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0001                      |
|  |  |

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

### Class: Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $29391925956.22

- **Number of Shares Outstanding:** 29391977487.1600

- **Expense Reimbursement/Waiver:** 791042.86

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1857382772.54            | $1343700982.10          |
| 2026-01-05 | $1114133265.95            | $1085639394.56          |
| 2026-01-06 | $470121811.12             | $1501098653.11          |
| 2026-01-07 | $1679687241.12            | $1209996198.46          |
| 2026-01-08 | $1640339411.31            | $649353237.31           |
| 2026-01-09 | $678408640.88             | $1157036317.78          |
| 2026-01-12 | $899451302.99             | $1504178003.91          |
| 2026-01-13 | $2121594719.18            | $788408775.06           |
| 2026-01-14 | $845324422.06             | $1079134522.15          |
| 2026-01-15 | $1404483790.09            | $938516331.53           |
| 2026-01-16 | $1084526664.65            | $791916716.44           |
| 2026-01-20 | $1115591515.14            | $1621038243.18          |
| 2026-01-21 | $1025103860.23            | $1802870640.98          |
| 2026-01-22 | $869824754.47             | $493108461.31           |
| 2026-01-23 | $914268268.52             | $994001411.18           |
| 2026-01-26 | $1051500345.18            | $875830708.02           |
| 2026-01-27 | $1863847545.32            | $688127342.67           |
| 2026-01-28 | $1072680172.67            | $977570366.09           |
| 2026-01-29 | $1009790430.41            | $1154991279.84          |
| 2026-01-30 | $2526603525.21            | $2075570002.76          |

**Total Gross Subscriptions (Month):** $25244664459.04

**Total Gross Redemptions (Month):** $22732087588.44

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6800%           |
| 2026-01-05 | 3.6600%           |
| 2026-01-06 | 3.6600%           |
| 2026-01-07 | 3.6400%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.5800%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5700%           |
| 2026-01-14 | 3.5700%           |
| 2026-01-15 | 3.5700%           |
| 2026-01-16 | 3.5700%           |
| 2026-01-20 | 3.5700%           |
| 2026-01-21 | 3.5700%           |
| 2026-01-22 | 3.5700%           |
| 2026-01-23 | 3.5700%           |
| 2026-01-26 | 3.5700%           |
| 2026-01-27 | 3.5700%           |
| 2026-01-28 | 3.5700%           |
| 2026-01-29 | 3.5700%           |
| 2026-01-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 69.5000%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.7700%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $88330241.38

- **Number of Shares Outstanding:** 88331235.4000

- **Expense Reimbursement/Waiver:** 2783.75

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $895086.87                | $1359386.71             |
| 2026-01-05 | $1793483.04               | $249337.05              |
| 2026-01-06 | $32870.00                 | $5259607.18             |
| 2026-01-07 | $429.76                   | $1626023.97             |
| 2026-01-08 | $21151.84                 | $248610.29              |
| 2026-01-09 | $5780.79                  | $1382847.78             |
| 2026-01-12 | $606.03                   | $1240437.82             |
| 2026-01-13 | $1324.40                  | $1188391.28             |
| 2026-01-14 | $0.00                     | $4991031.33             |
| 2026-01-15 | $9973.82                  | $1175345.01             |
| 2026-01-16 | $0.00                     | $775547.56              |
| 2026-01-20 | $2671996.60               | $30147.25               |
| 2026-01-21 | $95532.26                 | $0.00                   |
| 2026-01-22 | $1498903.68               | $1206925.71             |
| 2026-01-23 | $0.00                     | $411668.58              |
| 2026-01-26 | $1355344.19               | $23531.95               |
| 2026-01-27 | $190864.25                | $0.00                   |
| 2026-01-28 | $0.00                     | $3972194.84             |
| 2026-01-29 | $0.00                     | $4104912.79             |
| 2026-01-30 | $7975.36                  | $111026.16              |

**Total Gross Subscriptions (Month):** $8581322.89

**Total Gross Redemptions (Month):** $29356973.26

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6800%           |
| 2026-01-05 | 3.6600%           |
| 2026-01-06 | 3.6600%           |
| 2026-01-07 | 3.6400%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.5800%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5700%           |
| 2026-01-14 | 3.5700%           |
| 2026-01-15 | 3.5700%           |
| 2026-01-16 | 3.5700%           |
| 2026-01-20 | 3.5700%           |
| 2026-01-21 | 3.5700%           |
| 2026-01-22 | 3.5700%           |
| 2026-01-23 | 3.5700%           |
| 2026-01-26 | 3.5700%           |
| 2026-01-27 | 3.5700%           |
| 2026-01-28 | 3.5700%           |
| 2026-01-29 | 3.5700%           |
| 2026-01-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 81.8500%         | 0.0000%              |
| Depository institution or other banking institution |  | 18.1500%         | 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   |
|:---|:---|
| 2026-01-02 | 0.0000          |
|  |  |
| 2026-01-05 | 0.0000          |
|  |  |
| 2026-01-06 | 0.0000          |
|  |  |
| 2026-01-07 | 0.0000          |
|  |  |
| 2026-01-08 | 0.0000          |
|  |  |
| 2026-01-09 | 0.0000          |
|  |  |
| 2026-01-12 | 0.0000          |
|  |  |
| 2026-01-13 | 0.0000          |
|  |  |
| 2026-01-14 | 0.0000          |
|  |  |
| 2026-01-15 | 0.0000          |
|  |  |
| 2026-01-16 | 0.0000          |
|  |  |
| 2026-01-20 | 0.0000          |
|  |  |
| 2026-01-21 | 0.0000          |
|  |  |
| 2026-01-22 | 0.0000          |
|  |  |
| 2026-01-23 | 0.0000          |
|  |  |
| 2026-01-26 | 0.0000          |
|  |  |
| 2026-01-27 | 0.0000          |
|  |  |
| 2026-01-28 | 0.0000          |
|  |  |
| 2026-01-29 | 0.0000          |
|  |  |
| 2026-01-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $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   |
|:---|:---|
| 2026-01-02 | 0.0000%           |
| 2026-01-05 | 0.0000%           |
| 2026-01-06 | 0.0000%           |
| 2026-01-07 | 0.0000%           |
| 2026-01-08 | 0.0000%           |
| 2026-01-09 | 0.0000%           |
| 2026-01-12 | 0.0000%           |
| 2026-01-13 | 0.0000%           |
| 2026-01-14 | 0.0000%           |
| 2026-01-15 | 0.0000%           |
| 2026-01-16 | 0.0000%           |
| 2026-01-20 | 0.0000%           |
| 2026-01-21 | 0.0000%           |
| 2026-01-22 | 0.0000%           |
| 2026-01-23 | 0.0000%           |
| 2026-01-26 | 0.0000%           |
| 2026-01-27 | 0.0000%           |
| 2026-01-28 | 0.0000%           |
| 2026-01-29 | 0.0000%           |
| 2026-01-30 | 0.0000%           |

### Class: Siebert Williams Shank Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $3837878432.75

- **Number of Shares Outstanding:** 3837904472.3600

- **Expense Reimbursement/Waiver:** 107475.32

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $255614094.66             | $988906.96              |
| 2026-01-05 | $0.00                     | $180256745.36           |
| 2026-01-06 | $513701.63                | $150533409.43           |
| 2026-01-07 | $100025352.56             | $250000.00              |
| 2026-01-08 | $170149.82                | $65000000.00            |
| 2026-01-09 | $1316159.21               | $10700000.00            |
| 2026-01-12 | $0.00                     | $68812186.69            |
| 2026-01-13 | $40005368.60              | $252600000.00           |
| 2026-01-14 | $50472000.00              | $76112117.89            |
| 2026-01-15 | $83134.47                 | $250877085.23           |
| 2026-01-16 | $36025273.92              | $100000000.00           |
| 2026-01-20 | $87214.27                 | $100000000.00           |
| 2026-01-21 | $1771414.62               | $13000000.00            |
| 2026-01-22 | $24431183.37              | $31720168.20            |
| 2026-01-23 | $51729263.88              | $0.00                   |
| 2026-01-26 | $358766.59                | $29000000.00            |
| 2026-01-27 | $500042678.92             | $50000000.00            |
| 2026-01-28 | $51000000.00              | $4044487.93             |
| 2026-01-29 | $60681751.37              | $0.00                   |
| 2026-01-30 | $0.00                     | $71481230.09            |

**Total Gross Subscriptions (Month):** $1174327507.89

**Total Gross Redemptions (Month):** $1455376337.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6800%           |
| 2026-01-05 | 3.6600%           |
| 2026-01-06 | 3.6600%           |
| 2026-01-07 | 3.6400%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.5800%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5700%           |
| 2026-01-14 | 3.5700%           |
| 2026-01-15 | 3.5700%           |
| 2026-01-16 | 3.5700%           |
| 2026-01-20 | 3.5700%           |
| 2026-01-21 | 3.5700%           |
| 2026-01-22 | 3.5700%           |
| 2026-01-23 | 3.5700%           |
| 2026-01-26 | 3.5700%           |
| 2026-01-27 | 3.5700%           |
| 2026-01-28 | 3.5700%           |
| 2026-01-29 | 3.5700%           |
| 2026-01-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 39.7600%         | 0.0000%              |
| Broker-dealer             |  | 5.2200%          | 0.0000%              |
| Broker-dealer             |  | 32.5500%         | 0.0000%              |
| Non-financial corporation |  | 6.5100%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.759998%
- **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):** $50009616.50
- **C.18.a - Value (excl. sponsor support):** $50009616.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.754998%
- **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):** $230001959.60
- **C.18.a - Value (excl. sponsor support):** $230001959.60
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.754998%
- **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):** $94992120.70
- **C.18.a - Value (excl. sponsor support):** $94992120.70
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.749998%
- **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):** $149998708.50
- **C.18.a - Value (excl. sponsor support):** $149998708.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.820000%
- **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):** $76995268.26
- **C.18.a - Value (excl. sponsor support):** $76995268.26
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.749998%
- **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):** $75017141.25
- **C.18.a - Value (excl. sponsor support):** $75017141.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7L85, C.4 - ISIN: US3130B7L858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $360040755.60
- **C.18.a - Value (excl. sponsor support):** $360040755.60
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7MB7, C.4 - ISIN: US3130B7MB76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $275008505.75
- **C.18.a - Value (excl. sponsor support):** $275008505.75
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B7QF4, C.4 - ISIN: US3130B7QF45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205031121.05
- **C.18.a - Value (excl. sponsor support):** $205031121.05
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 10: 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):** $315049045.50
- **C.18.a - Value (excl. sponsor support):** $315049045.50
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 11: 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):** $160024977.60
- **C.18.a - Value (excl. sponsor support):** $160024977.60
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 12: 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):** $294973556.20
- **C.18.a - Value (excl. sponsor support):** $294973556.20
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 13: 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):** $293521267.33
- **C.18.a - Value (excl. sponsor support):** $293521267.33
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 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: 3130B8F49, C.4 - ISIN: US3130B8F494, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224737130.25
- **C.18.a - Value (excl. sponsor support):** $224737130.25
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.825000%
- **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):** $99990119.00
- **C.18.a - Value (excl. sponsor support):** $99990119.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 16: 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):** $374600036.25
- **C.18.a - Value (excl. sponsor support):** $374600036.25
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 17: 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):** $314805679.65
- **C.18.a - Value (excl. sponsor support):** $314805679.65
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 18: 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):** $584773224.75
- **C.18.a - Value (excl. sponsor support):** $584773224.75
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.654997%
- **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):** $289999730.30
- **C.18.a - Value (excl. sponsor support):** $289999730.30
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.654997%
- **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):** $289948974.50
- **C.18.a - Value (excl. sponsor support):** $289948974.50
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.654997%
- **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):** $299999883.00
- **C.18.a - Value (excl. sponsor support):** $299999883.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.654997%
- **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):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.654997%
- **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):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.659998%
- **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):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.659998%
- **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):** $99999943.00
- **C.18.a - Value (excl. sponsor support):** $99999943.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.659998%
- **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):** $69999962.90
- **C.18.a - Value (excl. sponsor support):** $69999962.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.659998%
- **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):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 28: 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: 3130B9DJ6, C.4 - ISIN: US3130B97L88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **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 29: 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: 3130B9DP2, C.4 - ISIN: US3130B97L88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **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 30: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UH9, C.4 - ISIN: US313313UH97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54753187.50
- **C.18.a - Value (excl. sponsor support):** $54753187.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 31: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VF2, C.4 - ISIN: US313313VF23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $112246054.96
- **C.18.a - Value (excl. sponsor support):** $112246054.96
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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? No, C.23 Categorized at Level 3? No

### Security 32: 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):** $44388487.35
- **C.18.a - Value (excl. sponsor support):** $44388487.35
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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 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: 313313ZH4, C.4 - ISIN: US313313ZH43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34434531.25
- **C.18.a - Value (excl. sponsor support):** $34434531.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73663437.75
- **C.18.a - Value (excl. sponsor support):** $73663437.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E36, C.4 - ISIN: US313385E360, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73450208.25
- **C.18.a - Value (excl. sponsor support):** $73450208.25
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E44, C.4 - ISIN: US313385E444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73443000.00
- **C.18.a - Value (excl. sponsor support):** $73443000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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 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: 313385SQ0, C.4 - ISIN: US313385SQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14994199.95
- **C.18.a - Value (excl. sponsor support):** $14994199.95
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SX5, C.4 - ISIN: US313385SX52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149840500.50
- **C.18.a - Value (excl. sponsor support):** $149840500.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $289663600.00
- **C.18.a - Value (excl. sponsor support):** $289663600.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $339309800.00
- **C.18.a - Value (excl. sponsor support):** $339309800.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39907200.00
- **C.18.a - Value (excl. sponsor support):** $39907200.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TQ9, C.4 - ISIN: US313385TQ92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $172586597.22
- **C.18.a - Value (excl. sponsor support):** $172586597.22
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **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? Yes, 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):** $298833249.00
- **C.18.a - Value (excl. sponsor support):** $298833249.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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):** $11942559.96
- **C.18.a - Value (excl. sponsor support):** $11942559.96
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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):** $144146876.55
- **C.18.a - Value (excl. sponsor support):** $144146876.55
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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):** $144003668.75
- **C.18.a - Value (excl. sponsor support):** $144003668.75
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143945910.90
- **C.18.a - Value (excl. sponsor support):** $143945910.90
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WJ1, C.4 - ISIN: US313385WJ13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79253222.40
- **C.18.a - Value (excl. sponsor support):** $79253222.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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):** $148555104.00
- **C.18.a - Value (excl. sponsor support):** $148555104.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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):** $148540209.00
- **C.18.a - Value (excl. sponsor support):** $148540209.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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):** $227487569.70
- **C.18.a - Value (excl. sponsor support):** $227487569.70
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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):** $207125595.60
- **C.18.a - Value (excl. sponsor support):** $207125595.60
- **C.19 - Percentage of Net Assets:** 0.6200%
- **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):** $246405765.00
- **C.18.a - Value (excl. sponsor support):** $246405765.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **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):** $73832343.75
- **C.18.a - Value (excl. sponsor support):** $73832343.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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):** $147635313.00
- **C.18.a - Value (excl. sponsor support):** $147635313.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **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):** $280423375.95
- **C.18.a - Value (excl. sponsor support):** $280423375.95
- **C.19 - Percentage of Net Assets:** 0.8400%
- **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):** $196729584.00
- **C.18.a - Value (excl. sponsor support):** $196729584.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **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):** $142515364.10
- **C.18.a - Value (excl. sponsor support):** $142515364.10
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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):** $98237500.00
- **C.18.a - Value (excl. sponsor support):** $98237500.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **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 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32501688.05
- **C.18.a - Value (excl. sponsor support):** $32501688.05
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: 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: 3133EP4L6, C.4 - ISIN: US3133EP4L60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95008270.70
- **C.18.a - Value (excl. sponsor support):** $95008270.70
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6E0, C.4 - ISIN: US3133EP6E00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80002281.60
- **C.18.a - Value (excl. sponsor support):** $80002281.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35004555.60
- **C.18.a - Value (excl. sponsor support):** $35004555.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 64: 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: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35023407.65
- **C.18.a - Value (excl. sponsor support):** $35023407.65
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 65: 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):** $10005455.60
- **C.18.a - Value (excl. sponsor support):** $10005455.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 66: 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: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75027015.75
- **C.18.a - Value (excl. sponsor support):** $75027015.75
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 67: 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: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75028988.25
- **C.18.a - Value (excl. sponsor support):** $75028988.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7701851.70
- **C.18.a - Value (excl. sponsor support):** $7701851.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 69: 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):** $74004977.24
- **C.18.a - Value (excl. sponsor support):** $74004977.24
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 70: 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: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60029062.20
- **C.18.a - Value (excl. sponsor support):** $60029062.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 71: 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):** $42004006.80
- **C.18.a - Value (excl. sponsor support):** $42004006.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 72: 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: 3133ERN56, C.4 - ISIN: US3133ERN562, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140040779.20
- **C.18.a - Value (excl. sponsor support):** $140040779.20
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 73: 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):** $19010848.62
- **C.18.a - Value (excl. sponsor support):** $19010848.62
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 74: 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: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35008087.45
- **C.18.a - Value (excl. sponsor support):** $35008087.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 75: 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):** $140122829.00
- **C.18.a - Value (excl. sponsor support):** $140122829.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35018145.40
- **C.18.a - Value (excl. sponsor support):** $35018145.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 77: 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):** $50014175.50
- **C.18.a - Value (excl. sponsor support):** $50014175.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 78: 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: 3133ERQP9, C.4 - ISIN: US3133ERQP91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40001847.60
- **C.18.a - Value (excl. sponsor support):** $40001847.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: 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: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43026978.20
- **C.18.a - Value (excl. sponsor support):** $43026978.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.799998%
- **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):** $117008409.96
- **C.18.a - Value (excl. sponsor support):** $117008409.96
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: 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: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40003741.60
- **C.18.a - Value (excl. sponsor support):** $40003741.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 82: 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):** $70030403.80
- **C.18.a - Value (excl. sponsor support):** $70030403.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 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: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $180026422.20
- **C.18.a - Value (excl. sponsor support):** $180026422.20
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 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: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40020058.80
- **C.18.a - Value (excl. sponsor support):** $40020058.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 85: 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: 3133ERWD9, C.4 - ISIN: US3133ERWD97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $260038903.80
- **C.18.a - Value (excl. sponsor support):** $260038903.80
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 86: 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: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20009449.00
- **C.18.a - Value (excl. sponsor support):** $20009449.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 87: 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):** $40008613.60
- **C.18.a - Value (excl. sponsor support):** $40008613.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 88: 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: 3133ERZB0, C.4 - ISIN: US3133ERZB05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70015458.80
- **C.18.a - Value (excl. sponsor support):** $70015458.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.659998%
- **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):** $64998649.30
- **C.18.a - Value (excl. sponsor support):** $64998649.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 90: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.690000%
- **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):** $62002568.04
- **C.18.a - Value (excl. sponsor support):** $62002568.04
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 91: 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):** $31012686.75
- **C.18.a - Value (excl. sponsor support):** $31012686.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 92: 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):** $70008170.40
- **C.18.a - Value (excl. sponsor support):** $70008170.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 93: 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):** $94997910.95
- **C.18.a - Value (excl. sponsor support):** $94997910.95
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 94: 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: 3133ETJ65, C.4 - ISIN: US3133ETJ657, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79991503.20
- **C.18.a - Value (excl. sponsor support):** $79991503.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 95: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54990197.90
- **C.18.a - Value (excl. sponsor support):** $54990197.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 96: 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: 3133ETNE3, C.4 - ISIN: US3133ETNE38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89989241.40
- **C.18.a - Value (excl. sponsor support):** $89989241.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 97: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55029004.80
- **C.18.a - Value (excl. sponsor support):** $55029004.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 98: 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: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $184979257.80
- **C.18.a - Value (excl. sponsor support):** $184979257.80
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 99: 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: 3133ETSD0, C.4 - ISIN: US3133ETSD00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66993266.50
- **C.18.a - Value (excl. sponsor support):** $66993266.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 100: 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: 3133ETSS7, C.4 - ISIN: US3133ETSS78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79990934.40
- **C.18.a - Value (excl. sponsor support):** $79990934.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 101: 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: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80048167.20
- **C.18.a - Value (excl. sponsor support):** $80048167.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 102: 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: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65029105.70
- **C.18.a - Value (excl. sponsor support):** $65029105.70
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 103: 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: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78389702.90
- **C.18.a - Value (excl. sponsor support):** $78389702.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 104: 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: 3133ETZJ9, C.4 - ISIN: US3133ETZJ96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59997096.60
- **C.18.a - Value (excl. sponsor support):** $59997096.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 105: 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):** $127364816.85
- **C.18.a - Value (excl. sponsor support):** $127364816.85
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 106: 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):** $217801146.20
- **C.18.a - Value (excl. sponsor support):** $217801146.20
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 107: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $280334929.39
- **C.18.a - Value (excl. sponsor support):** $280334929.39
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: 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):** $218096544.60
- **C.18.a - Value (excl. sponsor support):** $218096544.60
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 109: 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):** $138695789.40
- **C.18.a - Value (excl. sponsor support):** $138695789.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 110: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19984108.80
- **C.18.a - Value (excl. sponsor support):** $19984108.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $214676156.25
- **C.18.a - Value (excl. sponsor support):** $214676156.25
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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
- **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):** $147587833.50
- **C.18.a - Value (excl. sponsor support):** $147587833.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **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 113: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $138338628.40
- **C.18.a - Value (excl. sponsor support):** $138338628.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: 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):** $59576531.40
- **C.18.a - Value (excl. sponsor support):** $59576531.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 115: 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):** $54528955.25
- **C.18.a - Value (excl. sponsor support):** $54528955.25
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 116: 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):** $39369062.40
- **C.18.a - Value (excl. sponsor support):** $39369062.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **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 117: 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):** $79103749.60
- **C.18.a - Value (excl. sponsor support):** $79103749.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 118: 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):** $591187500.00
- **C.18.a - Value (excl. sponsor support):** $591187500.00
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 119: 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):** $63306135.69
- **C.18.a - Value (excl. sponsor support):** $63306135.69
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 120: 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):** $107920312.50
- **C.18.a - Value (excl. sponsor support):** $107920312.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 121: 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):** $195685165.65
- **C.18.a - Value (excl. sponsor support):** $195685165.65
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 122: 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):** $196026795.90
- **C.18.a - Value (excl. sponsor support):** $196026795.90
- **C.19 - Percentage of Net Assets:** 0.5900%
- **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 123: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.659998%
- **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:** 4.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **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          | 2044-10-01      | 6.4660%  | 0.0000% | $1182990.00        | $379883.45         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 6.8790%  | 0.0000% | $2000000.00        | $8854.19           | Agency Mortgage-Backed Securities |
| FMAC          | 2040-08-01      | 6.0000%  | 0.0000% | $1231778.00        | $1193783.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $27044096.00       | $22025087.93       | Agency Mortgage-Backed Securities |
| FMAC          | 2038-07-01      | 4.8900%  | 0.0000% | $418000.00         | $420737.55         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $11462816.00       | $8250787.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $3499750.00        | $3519539.53        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $59766848.00       | $48951557.60       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $161952.00         | $166663.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-10-01      | 5.5000%  | 0.0000% | $2781108.00        | $2792439.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 5.0000%  | 0.0000% | $674998.00         | $6084.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-10-01      | 6.2100%  | 0.0000% | $2230152.00        | $39223.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.1750%  | 0.0000% | $3974400.00        | $36809.95          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $192056.00         | $198005.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 6.5000%  | 0.0000% | $299049.00         | $305576.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $6704776.00        | $6523214.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $501007.00         | $503163.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $302322.00         | $67794.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 6.0000%  | 0.0000% | $1787058.00        | $1876418.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 3.0000%  | 0.0000% | $110000.00         | $64082.02          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $6615000.00        | $4760225.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1530954.00        | $1538939.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-02-01      | 6.0000%  | 0.0000% | $2036260.00        | $2120201.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 3.0000%  | 0.0000% | $2510724.00        | $2113902.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 3.0000%  | 0.0000% | $3250000.00        | $1484414.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-08-01      | 3.5000%  | 0.0000% | $300000.00         | $102502.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $609960.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 4.0000%  | 0.0000% | $600000.00         | $374582.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $7300000.00        | $6022151.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $235000.00         | $177819.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 4.5000%  | 0.0000% | $129000.00         | $111770.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $45000.00          | $27223.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.5000%  | 0.0000% | $1164896.00        | $30434.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $614000.00         | $372190.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 4.0000%  | 0.0000% | $1006110.00        | $148662.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $560155.00         | $61859.45          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1393374.00        | $1431608.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $4285688.00        | $4359018.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $4054264.00        | $4234773.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $12409088.00       | $12703002.82       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $83940960.00       | $78481234.25       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $20654048.00       | $20411267.45       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $48516416.00       | $45793800.64       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $39000576.00       | $39369863.78       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $38889408.00       | $39784926.03       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $6143090.00        | $6305627.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1463304.00        | $1546989.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $1186250.00        | $1233592.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $1034440.00        | $1087042.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2042-11-20      | 3.5000%  | 0.0000% | $551110.00         | $22430.59          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-01-20      | 5.6250%  | 0.0000% | $249903.00         | $26609.51          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 3.0000%  | 0.0000% | $20255200.00       | $2379458.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 4.5000%  | 0.0000% | $385721.00         | $272804.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $450099712.00      | $272127684.52      | Agency Mortgage-Backed Securities |
| GNMA          | 2030-10-20      | 7.0000%  | 0.0000% | $97571.00          | $63919.13          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-06-20      | 8.5000%  | 0.0000% | $37624.00          | $26056.89          | Agency Mortgage-Backed Securities |
| GNMA          | 2035-03-20      | 3.0000%  | 0.0000% | $301006.00         | $146625.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 5.0000%  | 0.0000% | $47898176.00       | $40708162.39       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 6.0000%  | 0.0000% | $1047932928.00     | $681079655.65      | Agency Mortgage-Backed Securities |
| GNMA          | 2062-03-15      | 2.9200%  | 0.0000% | $94266.00          | $80081.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $650000.00         | $359285.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-09-20      | 4.5000%  | 0.0000% | $3716184.00        | $2884881.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2042-07-20      | 3.5000%  | 0.0000% | $175000.00         | $121049.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $109000.00         | $72830.38          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $114000.00         | $64310.77          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-03-20      | 3.0000%  | 0.0000% | $5683000.00        | $902497.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $32835776.00       | $27417117.54       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $1994122.00        | $1717959.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-04-15      | 5.5000%  | 0.0000% | $56625.00          | $57886.90          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 6.0000%  | 0.0000% | $1768112.00        | $1148734.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $985382.00         | $1023948.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $2790512.00        | $2291342.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $14179840.00       | $14730458.19       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.0000%  | 0.0000% | $1991862.00        | $2044979.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $1707704.00        | $1717927.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1305580.00        | $1363327.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $5449368.00        | $5702514.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $2870888.00        | $3042818.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $6022370.00        | $6060329.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 4.0000%  | 0.0000% | $697804.00         | $658568.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1018880.00        | $1061333.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-11-20      | 3.5000%  | 0.0000% | $685702.00         | $627235.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1887528.00        | $1976343.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $10027000.00       | $10081716.18       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2388500.00        | $2536059.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 4.0000%  | 0.0000% | $79371776.00       | $74667041.83       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2599196.00        | $2721406.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1265572.00        | $1323241.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $3183624.00        | $3213802.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2242780.00        | $2346266.61        | Agency Mortgage-Backed Securities |

### Security 124: 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:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **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           | $11.27             | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $63600755.00       | $12207033.93       | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-04-01      | 5.5000%  | 0.0000% | $2001.00           | $12.64             | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $209.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $1171.00           | $248.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $736.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $726.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $788.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1008.00           | $498.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $50000.00          | $40162.54          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $813.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $427.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $65000.00          | $61961.46          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $780.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $669.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $249651.00         | $108705.53         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $511.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $757.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $719.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $13554.00          | $9856.65           | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-11-01      | 5.0000%  | 0.0000% | $1000.00           | $997.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.88           | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1034.63           | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-10-01      | 2.0000%  | 0.0000% | $1000.00           | $389.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-25      | 6.5000%  | 0.0000% | $1024.00           | $955.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $980.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $1024.00           | $38.81             | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $176.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-03-01      | 3.0000%  | 0.0000% | $1001.00           | $24.33             | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $199862272.00      | $21370463.39       | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-11-01      | 3.0000%  | 0.0000% | $1000.00           | $227.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $1008.00           | $268.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-04-01      | 6.0000%  | 0.0000% | $1070.00           | $7.71              | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-06-01      | 5.0000%  | 0.0000% | $1000.00           | $9.05              | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $696.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $973.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $976.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $35876.00          | $27212.74          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1052501.00        | $1091483.14        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $767.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $481.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $930.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $942.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $907.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $897.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $485235.00         | $418132.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $990.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $938.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $949.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $950.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $886.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $3429660.00        | $2570374.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $892.52            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $871.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $805.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $897.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $868.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1467586.00        | $1519266.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1458050.00        | $1526652.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $958.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1996000.00        | $2083735.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $888.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $955.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $985.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $809.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.85           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $680.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $973.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $940.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $997.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $998.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $764.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1093436.00        | $1094218.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1173542.00        | $1202615.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $911.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $846.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 4.5000%  | 0.0000% | $1000.00           | $986.47            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $948.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $988.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.27           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $975.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 7.0000%  | 0.0000% | $1883796.00        | $2007205.56        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $964.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1054.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $582.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 4.5000%  | 0.0000% | $2035892.00        | $2005202.69        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $988.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $1841320.00        | $502003.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $109.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $297.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $106.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2057-02-01      | 4.5000%  | 0.0000% | $79951946.00       | $20142463.98       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 2.5000%  | 0.0000% | $679000.00         | $246819.41         | Agency Mortgage-Backed Securities  |
| FNMA          | 2062-12-01      | 2.5000%  | 0.0000% | $1024.00           | $694.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $154.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4077872.00        | $1162998.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $140.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $233.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $539.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $573.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $1009.00           | $567.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1134464.00        | $727353.15         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $635.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $795.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $2988.00           | $1680.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $865.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $748.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $7973046.00        | $8123244.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $669.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $813.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $955.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $395000.00         | $301739.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $546.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $176.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $188.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $136.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $1024.00           | $339.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $320.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $352.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $390.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $427.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1200.00           | $641.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $587.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $24036319.00       | $14827021.06       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $591.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $474.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $723.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $802.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $117000.00         | $103548.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $25225888.00       | $21116177.92       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1014.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $57569154.00       | $51936839.68       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $4381349.00        | $4497226.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $305590334.00      | $238867944.37      | Agency Mortgage-Backed Securities  |
| USTR          | 2026-04-23      | 0.0000%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |

### Security 125: 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:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **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          | 2028-04-15      | 3.6250%  | 0.0000% | $94100.00          | $201310.55         | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 5.0000%  | 0.0000% | $19449900.00       | $20881961.86       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $1000.00           | $1573.11           | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $166283800.00      | $136596704.94      | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $635000.00         | $527571.11         | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $1507700.00        | $1212675.23        | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $4382100.00        | $3095243.94        | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $103288400.00      | $77710541.14       | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $37397500.00       | $26987079.82       | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $12500000.00       | $6946343.30        | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $2265500.00        | $2240349.27        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $700.00            | $686.45            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $50659489.13       | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $2400.00           | $2327.30           | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $1344800.00        | $1332579.68        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 2.5000%  | 0.0000% | $999800.00         | $1009283.34        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.7500%  | 0.0000% | $3982000.00        | $3922880.35        | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 0.3750%  | 0.0000% | $14406700.00       | $14433565.76       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $180000.00         | $157565.79         | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $2814600.00        | $3041737.79        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $9303200.00        | $9212446.62        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $700.00            | $795.86            | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $14888000.00       | $14539077.63       | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $22759900.00       | $23195948.67       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $300.00            | $309.40            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $9939400.00        | $10104104.37       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $199360000.00      | $200909490.90      | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 3.5000%  | 0.0000% | $15415900.00       | $15535380.34       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 3.6250%  | 0.0000% | $2056900.00        | $2060679.69        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $137843900.00      | $138480334.43      | U.S. Treasuries (including strips) |

### Security 126: 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: BNTBN1RR8
- **C.18 - Value (incl. sponsor support):** $1675000000.00
- **C.18.a - Value (excl. sponsor support):** $1675000000.00
- **C.19 - Percentage of Net Assets:** 5.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2048-08-01      | 4.0000%  | 0.0000% | $440000.00         | $63621.94          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $19300000.00       | $13999499.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $16077112.00       | $1965389.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.0000%  | 0.0000% | $94523.00          | $20631.75          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-06-01      | 7.0000%  | 0.0000% | $5910001.00        | $9948.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 6.5000%  | 0.0000% | $775000.00         | $9178.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 6.5000%  | 0.0000% | $10821556.00       | $1323350.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $887150.00         | $802298.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1407375.00        | $1189317.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1158200.00        | $1131691.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1183336.00        | $1254448.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.0000%  | 0.0000% | $766337.00         | $745825.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $868882.00         | $909955.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $10192952.00       | $10496176.50       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 3.0000%  | 0.0000% | $2000000.00        | $231299.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $101130.00         | $22677.91          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 3.5000%  | 0.0000% | $1760000.00        | $178796.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $1371738.00        | $1364158.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $2742705.00        | $2667721.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $14839619.00       | $9940479.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.5000%  | 0.0000% | $30714.00          | $32712.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $3003569.00        | $2120587.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 5.0000%  | 0.0000% | $1263461.00        | $1263205.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $2640310.00        | $2763330.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $15008863.00       | $15150978.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $411874.00         | $242063.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $377000.00         | $88601.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 4.0000%  | 0.0000% | $500487.00         | $110412.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 2.5000%  | 0.0000% | $40000.00          | $20472.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 3.0000%  | 0.0000% | $7070368.00        | $3510747.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $125000.00         | $78227.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1604110.00        | $1287594.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $10567477.00       | $10765801.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $755495.00         | $761253.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1037032.00        | $1066048.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $9173788.00        | $9692431.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $8573459.00        | $8634054.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $32459620.00       | $30475215.54       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 2.5000%  | 0.0000% | $71511870.00       | $61406090.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $300000.00         | $164751.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $700000.00         | $399806.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 3.0000%  | 0.0000% | $2767606.00        | $1405939.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 2.0000%  | 0.0000% | $332000.00         | $177883.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.5000%  | 0.0000% | $2100000.00        | $1272200.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1316388.00        | $985862.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $30000.00          | $23125.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $2109000.00        | $1816319.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $2000000.00        | $1744779.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $29567497.00       | $30752624.70       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 6.0000%  | 0.0000% | $3186080.00        | $3292330.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 5.5000%  | 0.0000% | $2813983.00        | $67748.65          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-01-01      | 2.5000%  | 0.0000% | $1479930.00        | $190762.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 5.0000%  | 0.0000% | $1500000.00        | $68099.58          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.0000%  | 0.0000% | $224999.00         | $26338.24          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $173978.00         | $58507.16          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 4.0000%  | 0.0000% | $2240800.00        | $139074.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $15000000.00       | $7795524.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $105000.00         | $92277.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 2.5000%  | 0.0000% | $128040.00         | $83072.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-11-01      | 6.0000%  | 0.0000% | $9056773.00        | $4322796.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 4.0000%  | 0.0000% | $119423.00         | $109224.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-12-01      | 6.5000%  | 0.0000% | $65116402.00       | $947716.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-15      | 3.0000%  | 0.0000% | $228383.00         | $120667.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 4.0000%  | 0.0000% | $34896.00          | $18423.89          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-09-20      | 4.5000%  | 0.0000% | $199275.00         | $103619.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 3.5000%  | 0.0000% | $6720000.00        | $4820879.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-02-20      | 4.5000%  | 0.0000% | $480243.00         | $312174.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 4.0000%  | 0.0000% | $3081130.00        | $2594259.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 4.5000%  | 0.0000% | $29141258.00       | $27056696.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2031-12-20      | 5.0000%  | 0.0000% | $1356155.00        | $218937.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $655000.00         | $103499.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-20      | 3.0000%  | 0.0000% | $700000.00         | $354315.00         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-05-15      | 2.7000%  | 0.0000% | $1173286.00        | $992218.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $57553800.00       | $53385382.40       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $503368855.00      | $234187274.41      | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-15      | 5.9500%  | 0.0000% | $53340.00          | $56765.76          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 4.5000%  | 0.0000% | $289782.00         | $262616.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2058-12-15      | 6.0300%  | 0.0000% | $44127.00          | $46309.30          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 2.0000%  | 0.0000% | $4089159.00        | $2524078.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-03-15      | 5.7300%  | 0.0000% | $70193.00          | $72774.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-07-15      | 5.8900%  | 0.0000% | $41981.00          | $44092.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 5.5000%  | 0.0000% | $1351492.00        | $1363657.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.3900%  | 0.0000% | $1800000.00        | $1844181.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $820793.00         | $858332.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $1906942.00        | $1327865.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1076304.00        | $1113689.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $11930668.00       | $12451829.51       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.0000%  | 0.0000% | $2653672.00        | $2656696.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $930504.00         | $967772.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $12088082.00       | $12782708.62       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3381680.00        | $3515619.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $2479090.00        | $2564657.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $903395.00         | $941497.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $5807276.00        | $5634020.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1075075.00        | $1117538.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $795105.00         | $838036.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $29581384.00       | $31328749.53       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1521060.00        | $1487932.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 6.5000%  | 0.0000% | $1174819.00        | $1226367.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $6520405.00        | $6768255.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2379820.00        | $2477797.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $677991.00         | $700955.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $4100194.00        | $4289833.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2036480.00        | $2127729.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3901547.00        | $3781806.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $827912.00         | $860785.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2783504.00        | $2900283.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1316629.00        | $1376305.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $674497.00         | $698219.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $4241865.00        | $4428205.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $370598.00         | $382500.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $367710.00         | $382944.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1116675.00        | $1166019.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $3264713.00        | $3211632.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2028-01-20      | 3.0000%  | 0.0000% | $34152.00          | $23932.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $54289381.00       | $28042789.63       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 4.5000%  | 0.0000% | $40000000.00       | $38515860.63       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $930741150.00      | $948606273.76      | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.7800%  | 0.0000% | $250163.00         | $262629.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $4178390.00        | $4201699.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2032-09-15      | 6.5000%  | 0.0000% | $33204971.00       | $33988.56          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-04-15      | 5.5000%  | 0.0000% | $599999999.00      | $4980357.79        | Agency Mortgage-Backed Securities |

### Security 127: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: BNTBN1SA4
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $126991191.00      | $24488776.95       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $8370967.00        | $1261223.07        | Agency Mortgage-Backed Securities |

### Security 128: 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: BNTBN1T05
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 4.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2026-04-16      | 0.0000%  | 0.0000% | $265665000.00      | $263735740.77      | U.S. Treasuries (including strips) |
| USTR          | 2026-03-12      | 0.0000%  | 0.0000% | $887028300.00      | $883622998.36      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-25      | 0.0000%  | 0.0000% | $1115900.00        | $1100203.75        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $398849700.00      | $381541043.10      | U.S. Treasuries (including strips) |

### Security 129: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBN1T13
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 6.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2043-11-15      | 3.7500%  | 0.0000% | $14807900.00       | $13095468.95       | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $655000000.00      | $478925292.17      | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $67257200.00       | $83050105.94       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $530400000.00      | $500413213.36      | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $470000000.00      | $482920558.24      | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $471500000.00      | $481595430.00      | U.S. Treasuries (including strips) |

### Security 130: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBN1T21
- **C.18 - Value (incl. sponsor support):** $5450000000.00
- **C.18.a - Value (excl. sponsor support):** $5450000000.00
- **C.19 - Percentage of Net Assets:** 16.3600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2027-10-31      | 0.5000%  | 0.0000% | $1309100.00        | $1244228.74        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $2846500.00        | $2691973.45        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $146248000.00      | $149393176.54      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $900.00            | $888.61            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-09      | 0.0000%  | 0.0000% | $135000.00         | $132923.30         | U.S. Treasuries (including strips) |
| USTR          | 2026-02-05      | 0.0000%  | 0.0000% | $455000.00         | $454863.96         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-02      | 0.0000%  | 0.0000% | $600.00            | $596.45            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-29      | 0.0000%  | 0.0000% | $500.00            | $487.18            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-07      | 0.0000%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| USTR          | 2026-03-03      | 0.0000%  | 0.0000% | $404000.00         | $402821.94         | U.S. Treasuries (including strips) |
| USTR          | 2026-05-21      | 0.0000%  | 0.0000% | $4999400.00        | $4945971.41        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-28      | 0.0000%  | 0.0000% | $345629700.00      | $341699199.05      | U.S. Treasuries (including strips) |
| USTR          | 2026-03-10      | 0.0000%  | 0.0000% | $100100.00         | $99737.84          | U.S. Treasuries (including strips) |
| USTR          | 2026-03-17      | 0.0000%  | 0.0000% | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| USTR          | 2026-06-18      | 0.0000%  | 0.0000% | $2200.00           | $2170.57           | U.S. Treasuries (including strips) |
| USTR          | 2026-04-07      | 0.0000%  | 0.0000% | $200.00            | $198.73            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-21      | 0.0000%  | 0.0000% | $199700.00         | $198158.32         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-28      | 0.0000%  | 0.0000% | $4900.00           | $4858.75           | U.S. Treasuries (including strips) |
| USTR          | 2026-07-16      | 0.0000%  | 0.0000% | $5000200.00        | $4919791.78        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-12      | 0.0000%  | 0.0000% | $300.00            | $297.06            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 6.7500%  | 0.0000% | $100.00            | $104.74            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 6.3750%  | 0.0000% | $36370800.00       | $38956082.32       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 6.1250%  | 0.0000% | $10570300.00       | $11173717.37       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 5.5000%  | 0.0000% | $2000.00           | $2141.85           | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 5.2500%  | 0.0000% | $507500.00         | $534973.06         | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 6.2500%  | 0.0000% | $100.00            | $111.06            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $10578000.00       | $10544471.42       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $16593300.00       | $16442515.21       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $79594900.00       | $79282649.20       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $3080000.00        | $2974288.82        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 1.6250%  | 0.0000% | $1000.00           | $997.62            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $7378700.00        | $7317957.77        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $7000000.00        | $6910912.67        | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $300.00            | $277.37            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.86             | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $41483500.00       | $39777132.84       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $62009500.00       | $54108513.72       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $3585300.00        | $3427318.95        | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $33445000.00       | $31801207.28       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $27233000.00       | $23826233.85       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $113801700.00      | $107779195.20      | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $95.03             | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $817600.00         | $722492.58         | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $600.00            | $573.93            | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $7000000.00        | $6696224.92        | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $10853700.00       | $9742016.32        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $43016500.00       | $40895734.08       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $66483000.00       | $62801487.71       | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $1400.00           | $1220.87           | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.2500%  | 0.0000% | $5563100.00        | $5469199.21        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $12917700.00       | $12348991.09       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $113100000.00      | $108277747.18      | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $8395200.00        | $8313304.22        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $170243800.00      | $169784649.65      | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $300.00            | $283.69            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $6024400.00        | $5978723.23        | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $2492500.00        | $2466135.26        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $133388600.00      | $133688760.60      | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $200.00            | $204.64            | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $57283000.00       | $58439042.47       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $223100000.00      | $226550067.70      | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $99999800.00       | $101224879.42      | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $5923000.00        | $5975722.55        | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $1272600.00        | $1284286.70        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $27448300.00       | $27699668.55       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 4.0000%  | 0.0000% | $1000000.00        | $1018242.87        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $14584400.00       | $14957769.10       | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $1026800.00        | $1034697.87        | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $800000000.00      | $810856580.22      | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $1700.00           | $1712.52           | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 3.6250%  | 0.0000% | $800000.00         | $805880.40         | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $13227900.00       | $12754336.36       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-15      | 4.1250%  | 0.0000% | $260300.00         | $262161.12         | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $55379000.00       | $55529228.55       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $44117000.00       | $45598047.73       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $25276600.00       | $26019588.07       | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 4.3750%  | 0.0000% | $150000000.00      | $155619774.86      | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $969200.00         | $1018479.33        | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $3099500.00        | $3228059.12        | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $47062000.00       | $48776539.91       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $541500.00         | $550820.27         | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $53734000.00       | $55224190.55       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $60482000.00       | $61219326.75       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $8825200.00        | $8874651.64        | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $297000.00         | $300000.55         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $383100.00         | $392417.58         | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $10570600.00       | $10949083.55       | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $13020700.00       | $13375690.50       | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $264420000.00      | $271883664.21      | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $76526800.00       | $80239909.51       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $89796100.00       | $92839039.19       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $13790900.00       | $14067390.72       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $65599000.00       | $66487265.91       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $1143900.00        | $1172973.49        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $220795500.00      | $227558312.57      | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $200.00            | $203.31            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $72290000.00       | $73236926.31       | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $1100.00           | $1098.26           | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 3.8177%  | 0.0000% | $407200.00         | $411613.11         | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $6460700.00        | $6722452.10        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $22667500.00       | $23255016.83       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $6703000.00        | $6924474.99        | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $3542200.00        | $3638641.50        | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $6300000.00        | $6434259.65        | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $14838600.00       | $15183873.35       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $74270200.00       | $75380045.71       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7727%  | 0.0000% | $1000.00           | $1010.82           | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $9957200.00        | $10076793.89       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $101.19            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $18613000.00       | $18814259.00       | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $1332000.00        | $1352904.11        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $4161500.00        | $4229883.00        | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $27221600.00       | $27352805.86       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $481590000.00      | $485704542.66      | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $130781100.00      | $133892212.49      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $64268800.00       | $65821772.08       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.7717%  | 0.0000% | $59600.00          | $60246.39          | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $1358700.00        | $1387230.22        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $9485200.00        | $9652537.07        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $3604300.00        | $3663774.53        | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $7648200.00        | $7720855.75        | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $6263500.00        | $6310293.29        | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 3.5000%  | 0.0000% | $492799400.00      | $498286607.60      | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 3.5000%  | 0.0000% | $60979700.00       | $61452320.82       | U.S. Treasuries (including strips) |

### Security 131: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNTBN1T54
- **C.18 - Value (incl. sponsor support):** $2700000000.00
- **C.18.a - Value (excl. sponsor support):** $2700000000.00
- **C.19 - Percentage of Net Assets:** 8.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2027-07-15      | 0.3750%  | 0.0000% | $244915200.00      | $323615284.79      | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $529833600.00      | $640145345.96      | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $1156547200.00     | $1190543100.39     | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $585061900.00      | $599696331.29      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2026-02-06

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President