# EDGAR Filing Document

**Accession Number:** 0000916620
**File Stem:** 0002066578-26-000022
**Filing Date:** 2026-1
**Character Count:** 210279
**Document Hash:** 18d2c79c2b4e0b140ac62f23eabe6c0e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-000022.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0002066578-26-000022

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08236
- **FILM NUMBER:** 26520536

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

**Registrant Full Name:** Northern Funds

**CIK Number of Registrant:** 0000916620

**LEI of Registrant:** 5493004ZY1PEJR3C0A81

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

**LEI of Series:** 549300NLOSKMTSGWO090

**EDGAR Series Identifier:** S000001266

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 41 days

- **WAL:** 89 days

- **Total Value of Portfolio Securities:** $22181007207.91

- **Amortized Cost of Portfolio Securities:** $22176788918.94

- **Cash:** $36067799.07

- **Total Other Assets:** $36352115.25

- **Total Liabilities:** $627421627.93

- **Net Assets of Series:** $21621787205.33

- **Number of Shares Outstanding (Series):** 21621840964.8000

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $12885555388.47           | $15986984838.39            | 61.3000%                  | 76.0500%                   |
| 2025-12-02 | $12809317341.24           | $15910849700.02            | 61.1600%                  | 75.9600%                   |
| 2025-12-03 | $12698762647.86           | $15800397915.51            | 60.9500%                  | 75.8400%                   |
| 2025-12-04 | $12757690883.05           | $15859429059.54            | 61.0600%                  | 75.9100%                   |
| 2025-12-05 | $12529931641.41           | $15641710448.99            | 60.0500%                  | 74.9700%                   |
| 2025-12-08 | $13374099731.58           | $15586190432.42            | 64.2600%                  | 74.8900%                   |
| 2025-12-09 | $12716820790.13           | $15829015455.37            | 60.6900%                  | 75.5500%                   |
| 2025-12-10 | $13071666432.47           | $15633965062.13            | 62.3700%                  | 74.6000%                   |
| 2025-12-11 | $12452514803.64           | $15564917397.72            | 59.6200%                  | 74.5200%                   |
| 2025-12-12 | $12536278070.40           | $15753102318.49            | 59.7800%                  | 75.1200%                   |
| 2025-12-15 | $12561412106.48           | $15987264579.07            | 59.8200%                  | 76.1300%                   |
| 2025-12-16 | $12600667465.69           | $16026658596.44            | 59.8900%                  | 76.1700%                   |
| 2025-12-17 | $12579198908.34           | $16005328697.26            | 59.8500%                  | 76.1500%                   |
| 2025-12-18 | $12947429891.90           | $16373698338.97            | 60.5400%                  | 76.5600%                   |
| 2025-12-19 | $13340215182.65           | $16766622287.90            | 61.2500%                  | 76.9800%                   |
| 2025-12-22 | $13259425679.40           | $16994308273.87            | 61.1000%                  | 78.3100%                   |
| 2025-12-23 | $12954346847.81           | $16689400990.04            | 59.4300%                  | 76.5700%                   |
| 2025-12-24 | $12854275990.32           | $16589501680.30            | 59.2500%                  | 76.4600%                   |
| 2025-12-26 | $13183986929.52           | $16944404673.33            | 59.8500%                  | 76.9200%                   |
| 2025-12-29 | $13048051989.60           | $16928980202.69            | 59.6000%                  | 77.3200%                   |
| 2025-12-30 | $12857932010.14           | $16739046951.19            | 58.6700%                  | 76.3900%                   |
| 2025-12-31 | $12653528032.05           | $16314854756.61            | 58.3400%                  | 75.2200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0700%             |
| 2025-12-02 | 4.0800%             |
| 2025-12-03 | 4.0700%             |
| 2025-12-04 | 4.0500%             |
| 2025-12-05 | 4.0400%             |
| 2025-12-08 | 3.9900%             |
| 2025-12-09 | 3.9900%             |
| 2025-12-10 | 3.9800%             |
| 2025-12-11 | 3.9600%             |
| 2025-12-12 | 3.9400%             |
| 2025-12-15 | 3.8700%             |
| 2025-12-16 | 3.8400%             |
| 2025-12-17 | 3.8200%             |
| 2025-12-18 | 3.8200%             |
| 2025-12-19 | 3.8100%             |
| 2025-12-22 | 3.8000%             |
| 2025-12-23 | 3.8000%             |
| 2025-12-24 | 3.7900%             |
| 2025-12-26 | 3.8000%             |
| 2025-12-29 | 3.8200%             |
| 2025-12-30 | 3.8200%             |
| 2025-12-31 | 3.8400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0002                      |
|  |  |
| 2025-12-02 | 1.0002                      |
|  |  |
| 2025-12-03 | 1.0002                      |
|  |  |
| 2025-12-04 | 1.0002                      |
|  |  |
| 2025-12-05 | 1.0003                      |
|  |  |
| 2025-12-08 | 1.0002                      |
|  |  |
| 2025-12-09 | 1.0002                      |
|  |  |
| 2025-12-10 | 1.0003                      |
|  |  |
| 2025-12-11 | 1.0003                      |
|  |  |
| 2025-12-12 | 1.0003                      |
|  |  |
| 2025-12-15 | 1.0003                      |
|  |  |
| 2025-12-16 | 1.0003                      |
|  |  |
| 2025-12-17 | 1.0003                      |
|  |  |
| 2025-12-18 | 1.0002                      |
|  |  |
| 2025-12-19 | 1.0002                      |
|  |  |
| 2025-12-22 | 1.0002                      |
|  |  |
| 2025-12-23 | 1.0002                      |
|  |  |
| 2025-12-24 | 1.0002                      |
|  |  |
| 2025-12-26 | 1.0002                      |
|  |  |
| 2025-12-29 | 1.0002                      |
|  |  |
| 2025-12-30 | 1.0002                      |
|  |  |
| 2025-12-31 | 1.0002                      |
|  |  |

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

### Class: Fund Level

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $21621787205.33

- **Number of Shares Outstanding:** 21621840964.8000

- **Expense Reimbursement/Waiver:** 158521.17

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0003          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0003          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0003          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $488336821.63             | $292608722.56           |
| 2025-12-02 | $445290259.81             | $522876393.97           |
| 2025-12-03 | $258142317.31             | $373729478.94           |
| 2025-12-04 | $385894694.75             | $327401405.17           |
| 2025-12-05 | $293953028.58             | $323669602.86           |
| 2025-12-08 | $159593579.70             | $219311663.96           |
| 2025-12-09 | $395468152.47             | $257797332.79           |
| 2025-12-10 | $390469035.75             | $387297419.15           |
| 2025-12-11 | $377426094.96             | $450579448.32           |
| 2025-12-12 | $304940116.67             | $222337353.26           |
| 2025-12-15 | $351337167.41             | $329904006.58           |
| 2025-12-16 | $325178566.72             | $287659123.19           |
| 2025-12-17 | $355247876.96             | $378964765.91           |
| 2025-12-18 | $778873515.60             | $411844444.25           |
| 2025-12-19 | $748960820.48             | $358203410.90           |
| 2025-12-22 | $350803618.87             | $435357597.11           |
| 2025-12-23 | $454885686.87             | $362671089.49           |
| 2025-12-24 | $240688261.50             | $343150775.82           |
| 2025-12-26 | $592682771.25             | $265447257.10           |
| 2025-12-29 | $226059088.81             | $360765157.71           |
| 2025-12-30 | $316202606.25             | $298935217.87           |
| 2025-12-31 | $380538079.45             | $608257543.56           |

**Total Gross Subscriptions (Month):** $8620972161.80

**Total Gross Redemptions (Month):** $7818769210.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7200%           |
| 2025-12-02 | 3.7300%           |
| 2025-12-03 | 3.7200%           |
| 2025-12-04 | 3.7000%           |
| 2025-12-05 | 3.6600%           |
| 2025-12-08 | 3.6400%           |
| 2025-12-09 | 3.6300%           |
| 2025-12-10 | 3.6300%           |
| 2025-12-11 | 3.6100%           |
| 2025-12-12 | 3.5400%           |
| 2025-12-15 | 3.5200%           |
| 2025-12-16 | 3.4900%           |
| 2025-12-17 | 3.4700%           |
| 2025-12-18 | 3.7200%           |
| 2025-12-19 | 3.7100%           |
| 2025-12-22 | 3.7000%           |
| 2025-12-23 | 3.7000%           |
| 2025-12-24 | 3.4400%           |
| 2025-12-26 | 3.4600%           |
| 2025-12-29 | 3.4700%           |
| 2025-12-30 | 3.4700%           |
| 2025-12-31 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 16.2000%         | 0.0000%              |
| Depository institution or other banking institution |  | 82.4200%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.814999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52X5, C.4 - ISIN: US3130B52X53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19999011.80
- **C.18.a - Value (excl. sponsor support):** $19999011.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.814999%
- **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):** $159974028.80
- **C.18.a - Value (excl. sponsor support):** $159974028.80
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 3.814999%
- **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):** $69994249.50
- **C.18.a - Value (excl. sponsor support):** $69994249.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 3.809999%
- **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):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 3.879997%
- **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):** $52959256.19
- **C.18.a - Value (excl. sponsor support):** $52959256.19
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 3.809999%
- **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):** $50013280.50
- **C.18.a - Value (excl. sponsor support):** $50013280.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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):** $110033139.70
- **C.18.a - Value (excl. sponsor support):** $110033139.70
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 3.850000%
- **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):** $100042364.00
- **C.18.a - Value (excl. sponsor support):** $100042364.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.625000%
- **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):** $200001892.00
- **C.18.a - Value (excl. sponsor support):** $200001892.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.839998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87J5, C.4 - ISIN: US3130B87J50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149982390.00
- **C.18.a - Value (excl. sponsor support):** $149982390.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-20
- **C.13 - Final Legal Maturity Date:** 2027-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8E24, C.4 - ISIN: US3130B8E240, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198167116.72
- **C.18.a - Value (excl. sponsor support):** $198167116.72
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F49, C.4 - ISIN: US3130B8F494, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224764771.50
- **C.18.a - Value (excl. sponsor support):** $224764771.50
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **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):** $199713056.00
- **C.18.a - Value (excl. sponsor support):** $199713056.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 14: 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):** $199922138.00
- **C.18.a - Value (excl. sponsor support):** $199922138.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 15: 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):** $399844352.00
- **C.18.a - Value (excl. sponsor support):** $399844352.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 16: 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: 3130B8ZP0, C.4 - ISIN: US3130B8ZP09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **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 17: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UJ5, C.4 - ISIN: US313313UJ53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56576426.73
- **C.18.a - Value (excl. sponsor support):** $56576426.73
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $219957100.00
- **C.18.a - Value (excl. sponsor support):** $219957100.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $139931750.00
- **C.18.a - Value (excl. sponsor support):** $139931750.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99941500.00
- **C.18.a - Value (excl. sponsor support):** $99941500.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $414766229.80
- **C.18.a - Value (excl. sponsor support):** $414766229.80
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29912250.00
- **C.18.a - Value (excl. sponsor support):** $29912250.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.4 - ISIN: US313385SQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9966708.30
- **C.18.a - Value (excl. sponsor support):** $9966708.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SX5, C.4 - ISIN: US313385SX52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104578469.10
- **C.18.a - Value (excl. sponsor support):** $104578469.10
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $209136375.00
- **C.18.a - Value (excl. sponsor support):** $209136375.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $308451937.50
- **C.18.a - Value (excl. sponsor support):** $308451937.50
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24867812.50
- **C.18.a - Value (excl. sponsor support):** $24867812.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TQ9, C.4 - ISIN: US313385TQ92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120044353.81
- **C.18.a - Value (excl. sponsor support):** $120044353.81
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $203456577.55
- **C.18.a - Value (excl. sponsor support):** $203456577.55
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UL8, C.4 - ISIN: US313385UL86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119084799.60
- **C.18.a - Value (excl. sponsor support):** $119084799.60
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UX2, C.4 - ISIN: US313385UX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99129778.00
- **C.18.a - Value (excl. sponsor support):** $99129778.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99026500.00
- **C.18.a - Value (excl. sponsor support):** $99026500.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98987167.00
- **C.18.a - Value (excl. sponsor support):** $98987167.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 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: 313385WM4, C.4 - ISIN: US313385WM42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103703541.90
- **C.18.a - Value (excl. sponsor support):** $103703541.90
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 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: 313385WN2, C.4 - ISIN: US313385WN25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103693333.80
- **C.18.a - Value (excl. sponsor support):** $103693333.80
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 36: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.870000%
- **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):** $6001287.90
- **C.18.a - Value (excl. sponsor support):** $6001287.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 37: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.839998%
- **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):** $15003251.85
- **C.18.a - Value (excl. sponsor support):** $15003251.85
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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):** $9999780.90
- **C.18.a - Value (excl. sponsor support):** $9999780.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.859999%
- **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):** $65019545.50
- **C.18.a - Value (excl. sponsor support):** $65019545.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 40: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.849998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23017052.66
- **C.18.a - Value (excl. sponsor support):** $23017052.66
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.859999%
- **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):** $45014399.55
- **C.18.a - Value (excl. sponsor support):** $45014399.55
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 42: 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):** $45006008.85
- **C.18.a - Value (excl. sponsor support):** $45006008.85
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.854999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55020396.20
- **C.18.a - Value (excl. sponsor support):** $55020396.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.839998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30001127.40
- **C.18.a - Value (excl. sponsor support):** $30001127.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.844998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20010944.20
- **C.18.a - Value (excl. sponsor support):** $20010944.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.859999%
- **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):** $85031081.95
- **C.18.a - Value (excl. sponsor support):** $85031081.95
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 47: 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):** $15009738.90
- **C.18.a - Value (excl. sponsor support):** $15009738.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 48: 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):** $35012575.15
- **C.18.a - Value (excl. sponsor support):** $35012575.15
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 49: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.814999%
- **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):** $1000122.85
- **C.18.a - Value (excl. sponsor support):** $1000122.85
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.859999%
- **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):** $50007935.50
- **C.18.a - Value (excl. sponsor support):** $50007935.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.859999%
- **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):** $25004339.50
- **C.18.a - Value (excl. sponsor support):** $25004339.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.854999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100012002.00
- **C.18.a - Value (excl. sponsor support):** $100012002.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.929998%
- **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):** $50012024.50
- **C.18.a - Value (excl. sponsor support):** $50012024.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.929998%
- **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):** $135032895.45
- **C.18.a - Value (excl. sponsor support):** $135032895.45
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.849998%
- **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):** $10005421.50
- **C.18.a - Value (excl. sponsor support):** $10005421.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.849998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10005396.40
- **C.18.a - Value (excl. sponsor support):** $10005396.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: 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):** $125053376.25
- **C.18.a - Value (excl. sponsor support):** $125053376.25
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.849998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25013941.50
- **C.18.a - Value (excl. sponsor support):** $25013941.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: 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: 3133ETCV7, C.4 - ISIN: US3133ETCV71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45003194.55
- **C.18.a - Value (excl. sponsor support):** $45003194.55
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 60: 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: 3133ETCY1, C.4 - ISIN: US3133ETCY11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000375.65
- **C.18.a - Value (excl. sponsor support):** $5000375.65
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: 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):** $21999738.64
- **C.18.a - Value (excl. sponsor support):** $21999738.64
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 62: 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):** $45004967.10
- **C.18.a - Value (excl. sponsor support):** $45004967.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 63: 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):** $59999308.80
- **C.18.a - Value (excl. sponsor support):** $59999308.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 64: 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: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39993052.80
- **C.18.a - Value (excl. sponsor support):** $39993052.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNE3, C.4 - ISIN: US3133ETNE38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69992225.10
- **C.18.a - Value (excl. sponsor support):** $69992225.10
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 66: 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: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35020125.35
- **C.18.a - Value (excl. sponsor support):** $35020125.35
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.829997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129985914.50
- **C.18.a - Value (excl. sponsor support):** $129985914.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.844998%
- **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):** $77991643.86
- **C.18.a - Value (excl. sponsor support):** $77991643.86
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 69: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50032453.00
- **C.18.a - Value (excl. sponsor support):** $50032453.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.865000%
- **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):** $34998818.05
- **C.18.a - Value (excl. sponsor support):** $34998818.05
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 71: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $29004589.83
- **C.18.a - Value (excl. sponsor support):** $29004589.83
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 72: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 3.849998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $10004760.70
- **C.18.a - Value (excl. sponsor support):** $10004760.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 3.849998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $20012624.60
- **C.18.a - Value (excl. sponsor support):** $20012624.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.829997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $55026812.50
- **C.18.a - Value (excl. sponsor support):** $55026812.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.844998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $30024054.30
- **C.18.a - Value (excl. sponsor support):** $30024054.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.849998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $15007877.40
- **C.18.a - Value (excl. sponsor support):** $15007877.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.849998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $160114553.60
- **C.18.a - Value (excl. sponsor support):** $160114553.60
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.849998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5009820.80
- **C.18.a - Value (excl. sponsor support):** $5009820.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $133626029.40
- **C.18.a - Value (excl. sponsor support):** $133626029.40
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: 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):** $9871850.00
- **C.18.a - Value (excl. sponsor support):** $9871850.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 81: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $104984103.31
- **C.18.a - Value (excl. sponsor support):** $104984103.31
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $159795216.00
- **C.18.a - Value (excl. sponsor support):** $159795216.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: 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):** $110028133.49
- **C.18.a - Value (excl. sponsor support):** $110028133.49
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 85: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39929213.20
- **C.18.a - Value (excl. sponsor support):** $39929213.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199509120.00
- **C.18.a - Value (excl. sponsor support):** $199509120.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: 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):** $148266751.50
- **C.18.a - Value (excl. sponsor support):** $148266751.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 88: 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):** $98773264.00
- **C.18.a - Value (excl. sponsor support):** $98773264.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 89: 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):** $99616446.00
- **C.18.a - Value (excl. sponsor support):** $99616446.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 90: 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):** $149322363.00
- **C.18.a - Value (excl. sponsor support):** $149322363.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 91: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $348178491.50
- **C.18.a - Value (excl. sponsor support):** $348178491.50
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39682884.80
- **C.18.a - Value (excl. sponsor support):** $39682884.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $167134437.50
- **C.18.a - Value (excl. sponsor support):** $167134437.50
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $153186115.60
- **C.18.a - Value (excl. sponsor support):** $153186115.60
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49605078.00
- **C.18.a - Value (excl. sponsor support):** $49605078.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 96: 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):** $64378742.35
- **C.18.a - Value (excl. sponsor support):** $64378742.35
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 97: 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):** $24572461.00
- **C.18.a - Value (excl. sponsor support):** $24572461.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **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 98: 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):** $74023827.75
- **C.18.a - Value (excl. sponsor support):** $74023827.75
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 99: 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):** $245806250.00
- **C.18.a - Value (excl. sponsor support):** $245806250.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **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 100: 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):** $42421333.12
- **C.18.a - Value (excl. sponsor support):** $42421333.12
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 101: 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):** $73465429.50
- **C.18.a - Value (excl. sponsor support):** $73465429.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 102: 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):** $190886171.40
- **C.18.a - Value (excl. sponsor support):** $190886171.40
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 103: 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):** $130798280.60
- **C.18.a - Value (excl. sponsor support):** $130798280.60
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 104: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNT89HZR7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.4700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2040-04-20      | 4.5000%  | 0.0000% | $322996.00         | $11209.87          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-05-20      | 3.0000%  | 0.0000% | $2042252.00        | $165170.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $4400000.00        | $457411.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-20      | 3.5000%  | 0.0000% | $128008.00         | $38104.74          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-15      | 4.5000%  | 0.0000% | $87000.00          | $26846.42          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-06      | 0.0000%  | 0.0000% | $2468000.00        | $1458585.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-15      | 4.0000%  | 0.0000% | $96970.00          | $34363.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 2.7500%  | 0.0000% | $1818368.00        | $280439.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $1203566592.00     | $704617751.93      | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $18616.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-20      | 6.5000%  | 0.0000% | $35821.00          | $25907.88          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $2907092.00        | $2702520.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 2.0000%  | 0.0000% | $45000.00          | $12875.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 3.0000%  | 0.0000% | $452449.00         | $355084.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1753246.00        | $1828850.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1529862.00        | $1594913.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 4.0000%  | 0.0000% | $1024830.00        | $974294.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $1089936.00        | $1139599.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $14993728.00       | $15362677.20       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $38000000.00       | $36934161.70       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 4.0000%  | 0.0000% | $359599.00         | $343287.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-03-20      | 5.0000%  | 0.0000% | $695531.00         | $14148.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-06-20      | 3.5000%  | 0.0000% | $5543064.00        | $4088879.26        | Agency Mortgage-Backed Securities |

### Security 105: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 3.790000%
- **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: BNTBFXYK4
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 4.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR                   | 2027-08-15      | 6.3750%  | 0.0000% | $2648100.00        | $2831688.14        | U.S. Treasuries (including strips) |
| FNMA                   | 2031-12-01      | 4.0000%  | 0.0000% | $1000.00           | $49.33             | Agency Mortgage-Backed Securities  |
| FMAC                   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $197.38            | Agency Mortgage-Backed Securities  |
| FMAC                   | 2050-06-01      | 2.0000%  | 0.0000% | $1248.00           | $530.75            | Agency Mortgage-Backed Securities  |
| FMAC                   | 2050-12-01      | 3.0000%  | 0.0000% | $1000.00           | $533.76            | Agency Mortgage-Backed Securities  |
| USTR                   | 2027-06-15      | 4.6250%  | 0.0000% | $282891500.00      | $288019464.89      | U.S. Treasuries (including strips) |
| USTR                   | 2027-07-15      | 4.3750%  | 0.0000% | $590541300.00      | $610365601.34      | U.S. Treasuries (including strips) |
| FNMA                   | 2054-04-01      | 6.0000%  | 0.0000% | $3054000.00        | $2225876.91        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-01-20      | 0.0000%  | 0.0000% | $1703900.00        | $1700889.21        | U.S. Treasuries (including strips) |
| FNMA                   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $963.85            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $836.38            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2055-12-01      | 5.0000%  | 0.0000% | $1137454.00        | $1141323.24        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2045-12-01      | 4.5000%  | 0.0000% | $1002.00           | $178.09            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $726.75            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $981.70            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $933.61            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2038-02-01      | 3.0000%  | 0.0000% | $675580.00         | $490282.94         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2052-09-01      | 3.5000%  | 0.0000% | $4016000.00        | $3207220.83        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2055-10-01      | 5.5000%  | 0.0000% | $6960408.00        | $6927614.43        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $998.80            | Agency Mortgage-Backed Securities  |
| FMAC                   | 2055-11-01      | 5.0000%  | 0.0000% | $1216550.00        | $1230029.66        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.49           | Agency Mortgage-Backed Securities  |

### Security 106: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTBG8TB4
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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                   | 2026-11-15      | 0.0000%  | 0.0000% | $245000.00         | $238032.20         | U.S. Treasuries (including strips) |
| USTR                   | 2028-07-15      | 0.7500%  | 0.0000% | $800.00            | $1029.31           | U.S. Treasuries (including strips) |
| FNMA                   | 2046-11-01      | 3.5000%  | 0.0000% | $9108.00           | $2437.13           | Agency Mortgage-Backed Securities  |
| FMAC                   | 2039-04-01      | 5.5000%  | 0.0000% | $8453.00           | $315.32            | Agency Mortgage-Backed Securities  |
| USTR                   | 2048-11-15      | 3.3750%  | 0.0000% | $200.00            | $160.00            | U.S. Treasuries (including strips) |
| USTR                   | 2049-02-15      | 3.0000%  | 0.0000% | $41749700.00       | $31408048.81       | U.S. Treasuries (including strips) |
| USTR                   | 2049-08-15      | 2.2500%  | 0.0000% | $42831900.00       | $27387295.09       | U.S. Treasuries (including strips) |
| USTR                   | 2030-07-15      | 0.1250%  | 0.0000% | $1100.00           | $1321.18           | U.S. Treasuries (including strips) |
| GNMA                   | 2050-10-20      | 2.0000%  | 0.0000% | $16077631.00       | $7410206.79        | Agency Mortgage-Backed Securities  |
| USTR                   | 2028-01-31      | 0.7500%  | 0.0000% | $79400.00          | $75339.90          | U.S. Treasuries (including strips) |
| FNMA                   | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1064.41           | Agency Mortgage-Backed Securities  |
| GNMA                   | 2050-01-20      | 3.5000%  | 0.0000% | $10707.00          | $1363.62           | Agency Mortgage-Backed Securities  |
| FNMA                   | 2026-11-01      | 3.3426%  | 0.0000% | $1032.00           | $175.10            | Agency Mortgage-Backed Securities  |
| USTR                   | 2042-05-15      | 3.2500%  | 0.0000% | $399100.00         | $336210.56         | U.S. Treasuries (including strips) |
| USTR                   | 2032-08-15      | 2.7500%  | 0.0000% | $3800.00           | $3589.89           | U.S. Treasuries (including strips) |
| FMAC                   | 2051-10-01      | 2.5000%  | 0.0000% | $3823.00           | $2258.35           | Agency Mortgage-Backed Securities  |
| FMAC                   | 2052-09-01      | 4.5000%  | 0.0000% | $1210.00           | $909.70            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2052-04-01      | 4.0000%  | 0.0000% | $6361518.00        | $4388163.96        | Agency Mortgage-Backed Securities  |
| USTR                   | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.81             | U.S. Treasuries (including strips) |
| FMAC                   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $738.93            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2030-05-01      | 2.0800%  | 0.0000% | $1500000.00        | $1384152.50        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2032-08-01      | 1.7546%  | 0.0000% | $2731470.00        | $2375094.73        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2061-09-01      | 5.0000%  | 0.0000% | $4100.00           | $2602.50           | Agency Mortgage-Backed Securities  |
| FNMA                   | 2048-11-01      | 3.0000%  | 0.0000% | $1199.00           | $558.06            | Agency Mortgage-Backed Securities  |
| FMAC                   | 2050-06-01      | 2.5000%  | 0.0000% | $3597503.00        | $1650890.78        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2052-09-01      | 5.5000%  | 0.0000% | $1170192.00        | $846706.53         | Agency Mortgage-Backed Securities  |
| USTR                   | 2043-08-15      | 4.3750%  | 0.0000% | $2000.00           | $1953.07           | U.S. Treasuries (including strips) |
| GNMA                   | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $825.54            | Agency Mortgage-Backed Securities  |
| GNMA                   | 2052-12-20      | 7.0000%  | 0.0000% | $323686.00         | $209302.58         | Agency Mortgage-Backed Securities  |
| FMAC                   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $786.33            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2053-06-01      | 5.5000%  | 0.0000% | $1551395.00        | $1499493.76        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2053-12-01      | 6.5000%  | 0.0000% | $44229443.00       | $31349131.83       | Agency Mortgage-Backed Securities  |
| FNMA                   | 2051-01-01      | 2.5000%  | 0.0000% | $11559131.00       | $6615340.67        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2054-01-01      | 7.0000%  | 0.0000% | $1703479.00        | $1097189.13        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2030-12-01      | 3.4000%  | 0.0000% | $1435000.00        | $1033758.94        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2052-10-01      | 6.0000%  | 0.0000% | $1288156.00        | $1176183.11        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2049-06-01      | 3.5000%  | 0.0000% | $1268.00           | $382.44            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2053-12-01      | 7.0000%  | 0.0000% | $14701.00          | $10555.11          | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-04-01      | 5.5000%  | 0.0000% | $371857.00         | $335338.97         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2053-10-01      | 6.5000%  | 0.0000% | $2924416.00        | $2176555.94        | Agency Mortgage-Backed Securities  |
| USTR                   | 2031-09-30      | 3.6250%  | 0.0000% | $690600.00         | $691371.46         | U.S. Treasuries (including strips) |
| USTR                   | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8071%  | 0.0000% | $308800.00         | $311125.12         | U.S. Treasuries (including strips) |
| FMAC                   | 2050-05-01      | 3.1620%  | 0.0000% | $3528098.00        | $3052438.17        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2054-02-01      | 6.5000%  | 0.0000% | $34905140.00       | $27741333.16       | Agency Mortgage-Backed Securities  |
| FNMA                   | 2032-06-01      | 3.2600%  | 0.0000% | $5932000.00        | $4742093.71        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2028-02-01      | 3.2500%  | 0.0000% | $1280000.00        | $1094503.19        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2029-09-01      | 2.3800%  | 0.0000% | $5327000.00        | $5035502.96        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2030-10-01      | 1.3300%  | 0.0000% | $2283000.00        | $2016599.85        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2031-02-01      | 1.3400%  | 0.0000% | $3389000.00        | $2866848.65        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2029-01-01      | 1.6650%  | 0.0000% | $2000000.00        | $1882305.00        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2052-10-01      | 4.5000%  | 0.0000% | $2001.00           | $1554.26           | Agency Mortgage-Backed Securities  |
| FMAC                   | 2054-10-01      | 6.5000%  | 0.0000% | $389819.00         | $340707.68         | Agency Mortgage-Backed Securities  |
| GNMA                   | 2054-02-20      | 7.3750%  | 0.0000% | $436983.00         | $473803.11         | Agency Mortgage-Backed Securities  |
| GNMA                   | 2065-03-20      | 7.0000%  | 0.0000% | $737698.00         | $768986.68         | Agency Mortgage-Backed Securities  |
| USTR                   | 2034-11-15      | 4.2500%  | 0.0000% | $700.00            | $713.34            | U.S. Treasuries (including strips) |
| USTR                   | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $104.13            | U.S. Treasuries (including strips) |
| USTR                   | 2030-03-31      | 4.0000%  | 0.0000% | $433600.00         | $444172.86         | U.S. Treasuries (including strips) |
| USTR                   | 2030-04-15      | 1.6250%  | 0.0000% | $13235000.00       | $13668942.95       | U.S. Treasuries (including strips) |
| FMAC                   | 2054-10-01      | 6.0000%  | 0.0000% | $7849952.00        | $7339277.60        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2054-06-01      | 5.5000%  | 0.0000% | $1194.00           | $990.47            | Agency Mortgage-Backed Securities  |
| FMAC                   | 2055-03-01      | 6.0000%  | 0.0000% | $7058243.00        | $5885414.03        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2032-01-01      | 4.5000%  | 0.0000% | $1000000.00        | $1008390.00        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2050-07-01      | 2.0000%  | 0.0000% | $6004.00           | $2871.44           | Agency Mortgage-Backed Securities  |
| FMAC                   | 2052-05-01      | 4.5000%  | 0.0000% | $3118216.00        | $2387135.56        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2053-04-01      | 5.0000%  | 0.0000% | $3741980.00        | $3339786.98        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2053-11-01      | 6.5000%  | 0.0000% | $1114369.00        | $733479.43         | Agency Mortgage-Backed Securities  |
| FMAC                   | 2053-12-01      | 7.0000%  | 0.0000% | $3741518.00        | $2932105.97        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1355.50           | Agency Mortgage-Backed Securities  |
| FMAC                   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $806.21            | Agency Mortgage-Backed Securities  |
| FMAC                   | 2054-07-01      | 6.0000%  | 0.0000% | $3859956.00        | $3833043.22        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2054-08-01      | 6.0000%  | 0.0000% | $1211548.00        | $1069825.27        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2054-08-01      | 6.0000%  | 0.0000% | $1001.00           | $972.88            | Agency Mortgage-Backed Securities  |
| FMAC                   | 2054-09-01      | 6.0000%  | 0.0000% | $3660169.00        | $3418626.72        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $857.52            | Agency Mortgage-Backed Securities  |
| FMAC                   | 2054-06-01      | 6.5000%  | 0.0000% | $3299619.00        | $2566009.35        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2054-06-01      | 6.5000%  | 0.0000% | $3513.00           | $2648.73           | Agency Mortgage-Backed Securities  |
| FNMA                   | 2030-12-01      | 3.0400%  | 0.0000% | $1378000.00        | $953014.06         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2031-09-01      | 2.5100%  | 0.0000% | $2000000.00        | $1630151.29        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2027-10-01      | 2.9400%  | 0.0000% | $2200000.00        | $1844895.13        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2029-08-01      | 3.2100%  | 0.0000% | $5000000.00        | $4525509.88        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2053-10-01      | 5.5000%  | 0.0000% | $1252454.00        | $625246.02         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $798.22            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-03-01      | 7.0000%  | 0.0000% | $1039973.00        | $403454.20         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-05-01      | 6.0000%  | 0.0000% | $125720.00         | $106260.54         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-07-01      | 7.0000%  | 0.0000% | $1077966.00        | $1031501.84        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-08-01      | 6.5000%  | 0.0000% | $1043578.00        | $936211.81         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-07-01      | 5.5000%  | 0.0000% | $4506924.00        | $4092781.25        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-08-01      | 7.0000%  | 0.0000% | $430908.00         | $452222.18         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $696.19            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-08-01      | 6.5000%  | 0.0000% | $1001.00           | $944.64            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-08-01      | 6.5000%  | 0.0000% | $1076684.00        | $839540.72         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-09-01      | 6.0000%  | 0.0000% | $1001.00           | $847.53            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2055-03-01      | 7.0000%  | 0.0000% | $2495426.00        | $2066039.83        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2055-05-01      | 7.0000%  | 0.0000% | $124261.00         | $113171.93         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2055-07-01      | 5.5000%  | 0.0000% | $1688752.00        | $1719428.63        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2055-11-01      | 6.0000%  | 0.0000% | $1204126.00        | $1256019.63        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2046-10-01      | 3.0000%  | 0.0000% | $501213.00         | $70084.08          | Agency Mortgage-Backed Securities  |
| FNMA                   | 2061-09-01      | 5.5000%  | 0.0000% | $1056.00           | $788.84            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2029-07-01      | 2.5700%  | 0.0000% | $1000000.00        | $934370.38         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2030-01-01      | 2.2600%  | 0.0000% | $3200000.00        | $3007178.67        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2048-01-01      | 4.0000%  | 0.0000% | $500000.00         | $46517.61          | Agency Mortgage-Backed Securities  |
| FNMA                   | 2053-08-01      | 6.5000%  | 0.0000% | $1140691.00        | $706256.19         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2031-02-01      | 1.4900%  | 0.0000% | $1000000.00        | $885830.67         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2031-04-01      | 1.9800%  | 0.0000% | $1000000.00        | $904110.00         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2031-02-01      | 1.4100%  | 0.0000% | $1850000.00        | $1627519.00        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2031-02-01      | 1.2900%  | 0.0000% | $1000000.00        | $779783.83         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2031-03-01      | 1.3800%  | 0.0000% | $1000000.00        | $874360.00         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2031-02-01      | 1.5800%  | 0.0000% | $1000000.00        | $886071.67         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2031-02-01      | 1.4800%  | 0.0000% | $1000000.00        | $881343.33         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2031-03-01      | 1.5400%  | 0.0000% | $1000000.00        | $886152.33         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2028-08-01      | 1.3900%  | 0.0000% | $1945000.00        | $1680069.89        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2031-10-01      | 1.7900%  | 0.0000% | $2665.00           | $2326.62           | Agency Mortgage-Backed Securities  |
| FNMA                   | 2029-01-01      | 1.8000%  | 0.0000% | $2300000.00        | $2172559.30        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2029-05-01      | 3.0400%  | 0.0000% | $4201000.00        | $4104348.99        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-07-01      | 6.0000%  | 0.0000% | $29697532.00       | $19255147.84       | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-06-01      | 7.0000%  | 0.0000% | $2503662.00        | $2138853.37        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $712.41            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2052-11-01      | 6.0000%  | 0.0000% | $2001.00           | $1607.23           | Agency Mortgage-Backed Securities  |
| FNMA                   | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1727.54           | Agency Mortgage-Backed Securities  |
| FNMA                   | 2053-01-01      | 7.0000%  | 0.0000% | $3972562.00        | $3802768.16        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2053-02-01      | 5.5000%  | 0.0000% | $1211103.00        | $1146678.69        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2053-03-01      | 5.5000%  | 0.0000% | $1791510.00        | $1505377.74        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2053-06-01      | 5.5000%  | 0.0000% | $1671550.00        | $901432.17         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2030-03-01      | 4.6250%  | 0.0000% | $22007.00          | $22409.12          | Agency Mortgage-Backed Securities  |
| FNMA                   | 2030-12-01      | 4.4300%  | 0.0000% | $60986.00          | $61625.72          | Agency Mortgage-Backed Securities  |
| FNMA                   | 2032-11-01      | 4.0400%  | 0.0000% | $4917825.00        | $4841783.95        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2030-12-01      | 4.1600%  | 0.0000% | $105166.00         | $105802.43         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2050-06-01      | 2.5000%  | 0.0000% | $16539841.00       | $9303397.74        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2050-07-01      | 3.0000%  | 0.0000% | $4105487.00        | $1663954.19        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2050-11-01      | 2.5000%  | 0.0000% | $2989450.00        | $1789617.20        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $697.61            | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2104.82           | Agency Mortgage-Backed Securities  |
| FNMA                   | 2055-04-01      | 5.5000%  | 0.0000% | $368824.00         | $363282.48         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2055-04-01      | 6.5000%  | 0.0000% | $4209440.00        | $4066919.77        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-01-01      | 7.0000%  | 0.0000% | $5058.00           | $3917.13           | Agency Mortgage-Backed Securities  |
| FNMA                   | 2055-06-01      | 6.5000%  | 0.0000% | $74350.00          | $73140.95          | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-01-01      | 7.0000%  | 0.0000% | $509991.00         | $127520.07         | Agency Mortgage-Backed Securities  |
| FNMA                   | 2054-08-01      | 5.5000%  | 0.0000% | $33203303.00       | $28572549.88       | Agency Mortgage-Backed Securities  |
| FNMA                   | 2055-02-01      | 6.0000%  | 0.0000% | $1708000.00        | $1392505.84        | Agency Mortgage-Backed Securities  |
| FNMA                   | 2055-04-01      | 6.0000%  | 0.0000% | $32293796.00       | $27418586.21       | Agency Mortgage-Backed Securities  |
| FNMA                   | 2055-10-01      | 6.0000%  | 0.0000% | $1042.00           | $1029.86           | Agency Mortgage-Backed Securities  |
| FMAC                   | 2054-12-01      | 5.5000%  | 0.0000% | $5563665.00        | $5422478.95        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2055-02-01      | 5.5000%  | 0.0000% | $7727585.00        | $7264608.32        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2055-04-01      | 6.5000%  | 0.0000% | $735553.00         | $771147.97         | Agency Mortgage-Backed Securities  |
| FMAC                   | 2055-06-01      | 5.5000%  | 0.0000% | $29480841.00       | $29437454.76       | Agency Mortgage-Backed Securities  |
| FMAC                   | 2055-07-01      | 6.5000%  | 0.0000% | $4029922.00        | $4253632.69        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2055-08-01      | 5.5000%  | 0.0000% | $3606470.00        | $3687091.83        | Agency Mortgage-Backed Securities  |
| FMAC                   | 2055-12-01      | 6.0000%  | 0.0000% | $39540416.00       | $40671060.08       | Agency Mortgage-Backed Securities  |
| FMAC                   | 2055-07-01      | 6.0000%  | 0.0000% | $42105.00          | $39513.72          | Agency Mortgage-Backed Securities  |
| GNMA                   | 2072-05-20      | 6.4840%  | 0.0000% | $1728.00           | $1149.73           | Agency Mortgage-Backed Securities  |
| GNMA                   | 2073-08-20      | 6.3750%  | 0.0000% | $1001.00           | $341.37            | Agency Mortgage-Backed Securities  |
| GNMA                   | 2073-11-20      | 6.4020%  | 0.0000% | $102426.00         | $51283.17          | Agency Mortgage-Backed Securities  |
| GNMA                   | 2074-07-20      | 6.5320%  | 0.0000% | $1000.00           | $868.78            | Agency Mortgage-Backed Securities  |
| GNMA                   | 2074-08-20      | 6.4400%  | 0.0000% | $1000.00           | $916.56            | Agency Mortgage-Backed Securities  |
| GNMA                   | 2075-04-20      | 6.4470%  | 0.0000% | $2502908.00        | $2651181.62        | Agency Mortgage-Backed Securities  |
| GNMA                   | 2065-03-20      | 7.0000%  | 0.0000% | $1037867.00        | $1082006.72        | Agency Mortgage-Backed Securities  |
| USTR                   | 2035-05-15      | 4.2500%  | 0.0000% | $643600.00         | $654555.08         | U.S. Treasuries (including strips) |
| USTR                   | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.40            | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-31      | 3.6250%  | 0.0000% | $1000.00           | $1014.69           | U.S. Treasuries (including strips) |
| USTR                   | 2027-09-30      | 3.5000%  | 0.0000% | $600.00            | $605.65            | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-31      | 3.5000%  | 0.0000% | $50100.00          | $50423.49          | U.S. Treasuries (including strips) |
| USTR                   | 2032-11-30      | 3.7500%  | 0.0000% | $95038000.00       | $94500529.83       | U.S. Treasuries (including strips) |

### Security 107: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 3.830000%
- **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: BNTBJ2AV0
- **C.18 - Value (incl. sponsor support):** $1875000000.00
- **C.18.a - Value (excl. sponsor support):** $1875000000.00
- **C.19 - Percentage of Net Assets:** 8.6700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2034-04-01      | 5.5000%  | 0.0000% | $557413376.00      | $3665456.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 6.0000%  | 0.0000% | $346228475.00      | $504448.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 4.0000%  | 0.0000% | $150000.00         | $9731.61           | Agency Mortgage-Backed Securities |
| GNMA          | 2042-06-20      | 3.5000%  | 0.0000% | $3027280.00        | $224567.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-01-01      | 5.5000%  | 0.0000% | $471700000.00      | $3437769.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $200000.00         | $12630.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $3000000.00        | $173669.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-02-01      | 2.0000%  | 0.0000% | $27458.00          | $5759.61           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-03-20      | 3.5000%  | 0.0000% | $22078000.00       | $2565828.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 3.0000%  | 0.0000% | $7060000.00        | $739009.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $11967940.00       | $1568971.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $173000.00         | $25157.36          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 3.5000%  | 0.0000% | $65000.00          | $6731.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2057-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $662157.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-11-20      | 7.5000%  | 0.0000% | $71433.00          | $9714.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $11220944.00       | $1360013.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 4.5000%  | 0.0000% | $210750.00         | $54868.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $360000.00         | $30278.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 6.0000%  | 0.0000% | $80173312.00       | $172586.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 6.0000%  | 0.0000% | $5002752.00        | $29253.26          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-11-20      | 5.5000%  | 0.0000% | $3014130.00        | $579622.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 2.0000%  | 0.0000% | $188147.00         | $29659.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $108097.00         | $6486.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $19124928.00       | $7300172.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.5000%  | 0.0000% | $564000.00         | $86624.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 6.5000%  | 0.0000% | $9762160.00        | $54908.60          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 2.5000%  | 0.0000% | $565712896.00      | $339435980.96      | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $40000.00          | $27631.56          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $33800000.00       | $24108355.20       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.0000%  | 0.0000% | $5318784.00        | $3333180.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 5.0000%  | 0.0000% | $1492240.00        | $183119.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $81000.00          | $53113.37          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-04-20      | 5.0000%  | 0.0000% | $385512.00         | $132341.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-06-01      | 4.5000%  | 0.0000% | $2070328.00        | $498042.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $111000.00         | $12838.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $400000.00         | $65544.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $665411.00         | $465014.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.0000%  | 0.0000% | $42000.00          | $33484.64          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $126177.00         | $31070.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $885000.00         | $580950.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $200000.00         | $107746.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-06-01      | 7.5000%  | 0.0000% | $2600000.00        | $19096.42          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 1.5000%  | 0.0000% | $19693632.00       | $10686161.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 2.0000%  | 0.0000% | $147764.00         | $84547.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2057-01-01      | 4.0000%  | 0.0000% | $2500000.00        | $819445.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $203000.00         | $22747.56          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $727590.00         | $644960.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $12276360.00       | $3656030.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 5.0000%  | 0.0000% | $300000.00         | $91073.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-07-20      | 4.0000%  | 0.0000% | $1616490.00        | $902316.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 3.0000%  | 0.0000% | $126750.00         | $62230.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-11-01      | 5.5000%  | 0.0000% | $3708487.00        | $60369.65          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $1000000.00        | $789957.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 6.5000%  | 0.0000% | $28165.00          | $12092.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.5000%  | 0.0000% | $11258020.00       | $959559.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $150000.00         | $17067.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $2902704.00        | $2139580.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-10-01      | 2.0000%  | 0.0000% | $30022.00          | $5786.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 2.5000%  | 0.0000% | $3440688.00        | $2228005.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 6.0000%  | 0.0000% | $9210000.00        | $882604.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-03-20      | 1.5000%  | 0.0000% | $42925.00          | $29447.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-15      | 4.0000%  | 0.0000% | $60571.00          | $48804.55          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3307372.00        | $2434901.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1390668.00        | $1141895.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 5.5000%  | 0.0000% | $166625000.00      | $2656360.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-12-01      | 3.0000%  | 0.0000% | $935988.00         | $715023.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-06-15      | 2.7200%  | 0.0000% | $50000.00          | $42615.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1500000.00        | $1231793.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 2.0000%  | 0.0000% | $505742.00         | $371444.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $10795199.00       | $385398.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $452777.00         | $314488.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-02-15      | 6.7000%  | 0.0000% | $195195.00         | $213525.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-09-20      | 3.5000%  | 0.0000% | $3000000.00        | $466767.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-15      | 5.0000%  | 0.0000% | $9538608.00        | $2340582.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1034194.00        | $730754.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 3.0000%  | 0.0000% | $97325.00          | $59969.95          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $4298232.00        | $3051254.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 5.5000%  | 0.0000% | $380410000.00      | $2823832.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 4.0000%  | 0.0000% | $782936.00         | $634546.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $6898952.00        | $6071638.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 2.5000%  | 0.0000% | $857735.00         | $473746.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2126470.00        | $2181479.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 5.0000%  | 0.0000% | $300000.00         | $61690.42          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $7204680.00        | $5656457.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $61018.00          | $48096.41          | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.8100%  | 0.0000% | $136065.00         | $143414.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3801380.00        | $3975396.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1825000.00        | $1531310.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $5000000.00        | $434432.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-11-01      | 3.5000%  | 0.0000% | $300000.00         | $19908.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 4.5000%  | 0.0000% | $241000.00         | $53064.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 4.0000%  | 0.0000% | $221495.00         | $22025.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-02-01      | 2.0000%  | 0.0000% | $500000.00         | $96397.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 3.5000%  | 0.0000% | $1069706.00        | $261590.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $89926.00          | $15252.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $492853.00         | $5728.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 5.0000%  | 0.0000% | $348216.00         | $5271.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 5.5000%  | 0.0000% | $1005082.00        | $18843.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $2007872.00        | $482835.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $81654.00          | $82054.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $172844.00         | $127479.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 4.0000%  | 0.0000% | $1374864.00        | $503017.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $389297.00         | $323994.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $2881808.00        | $2888382.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1243942.00        | $1266582.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $8964688.00        | $8942964.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $11772368.00       | $10365325.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $2333480.00        | $2251701.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1123498.00        | $1021063.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 6.5000%  | 0.0000% | $1046488.00        | $1054108.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 5.0000%  | 0.0000% | $1092376.00        | $1096262.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $84479488.00       | $86900322.15       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 7.0000%  | 0.0000% | $2974932.00        | $3152254.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $1046644.00        | $1030742.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $2274650.00        | $2243936.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $3816600.00        | $3917628.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $7492344.00        | $7911697.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 4.5000%  | 0.0000% | $2000000.00        | $543168.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $165000.00         | $40034.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $174000000.00      | $37883140.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 2.0000%  | 0.0000% | $2500000.00        | $894633.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 3.0000%  | 0.0000% | $1100000.00        | $860018.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 1.5000%  | 0.0000% | $100000.00         | $48569.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $390000.00         | $302434.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 4.0000%  | 0.0000% | $1487726.00        | $1071007.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $357058.00         | $278992.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $2742704.00        | $2656213.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-08-01      | 6.5000%  | 0.0000% | $1115144.00        | $503812.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 4.0000%  | 0.0000% | $2619724.00        | $2442670.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $5560770.00        | $5092965.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 3.0000%  | 0.0000% | $22062592.00       | $11177676.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 2.5000%  | 0.0000% | $1196000.00        | $530385.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $681360.00         | $532352.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 3.0000%  | 0.0000% | $5048800.00        | $3334474.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $500000.00         | $407050.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.0000%  | 0.0000% | $706230.00         | $585167.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $14119008.00       | $11345411.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $12518528.00       | $10942720.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $450000.00         | $378448.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $1600000.00        | $1244166.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2802164.00        | $2819282.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $26000000.00       | $20664037.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $3675000.00        | $2342310.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $10394832.00       | $10227787.05       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $2355444.00        | $2318951.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $5550296.00        | $5448731.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $5192920.00        | $5294728.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1056250.00        | $1068343.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 6.0000%  | 0.0000% | $1552990.00        | $1623034.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $4065592.00        | $4186894.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 4.5000%  | 0.0000% | $6725000.00        | $6239877.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $12105.00          | $10453.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $11176224.00       | $10553588.38       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $38544000.00       | $34743974.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $15282460.00       | $15741128.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $70070600.00       | $72456784.21       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $2500000.00        | $745678.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $1177900.00        | $191051.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.5000%  | 0.0000% | $70000.00          | $41224.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $2808000.00        | $2022845.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $4000000.00        | $2646476.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 4.5000%  | 0.0000% | $205000.00         | $105574.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1946340.00        | $1361191.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $172000.00         | $101587.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $4603964.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $400000.00         | $207956.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 2.5000%  | 0.0000% | $51844.00          | $39651.35          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 6.5000%  | 0.0000% | $1365450.00        | $1425449.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $20620288.00       | $20310354.24       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 4.0000%  | 0.0000% | $991020.00         | $82593.06          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 4.0000%  | 0.0000% | $3001000.00        | $2640407.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 7.0000%  | 0.0000% | $942821.00         | $947468.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 4.5000%  | 0.0000% | $20403360.00       | $19769779.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $40137216.00       | $39794417.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 5.5000%  | 0.0000% | $53647500.00       | $55297768.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 7.5000%  | 0.0000% | $523678.00         | $562519.20         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1253628.00        | $1280779.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $1966810.00        | $2055524.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2037-07-20      | 5.0000%  | 0.0000% | $414696.00         | $242127.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 6.5000%  | 0.0000% | $330943.00         | $209623.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $82995.00          | $57283.60          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $74989.00          | $53826.65          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $465759.00         | $351878.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 3.0000%  | 0.0000% | $1527392.00        | $1197510.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1777186.00        | $1811893.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-02-15      | 5.2500%  | 0.0000% | $99539.00          | $101090.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 6.5000%  | 0.0000% | $1068464.00        | $721028.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $2270696.00        | $1655196.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $8501504.00        | $8440273.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1222012.00        | $1280591.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3804244.00        | $3973542.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 6.5000%  | 0.0000% | $2444100.00        | $2546658.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-20      | 6.5000%  | 0.0000% | $766618.00         | $800313.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1202448.00        | $1260411.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $1205000.00        | $1218213.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1151304.00        | $1206297.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $1062602.00        | $1111568.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.0000%  | 0.0000% | $1242422.00        | $1249468.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $5050584.00        | $5084870.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3648512.00        | $3810157.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $18976960.00       | $19416886.81       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3509436.00        | $3694797.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $959950.00         | $1003702.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1305580.00        | $1368512.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $6223384.00        | $6512902.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $4399568.00        | $4435212.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $1339876.00        | $1346489.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 3.5000%  | 0.0000% | $605430.00         | $549745.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1453242.00        | $1531145.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $4054888.00        | $4258568.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-10-20      | 3.5000%  | 0.0000% | $611464.00         | $555758.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $1322566.00        | $1356099.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $1627780.00        | $1643191.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $4012504.00        | $4046043.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $593546240.00      | $581739418.19      | Agency Mortgage-Backed Securities |
| GNMA          | 2040-01-20      | 5.0000%  | 0.0000% | $1099248.00        | $944999.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 4.0000%  | 0.0000% | $44245440.00       | $41019816.85       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.0000%  | 0.0000% | $40000000.00       | $39293722.97       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1256836.00        | $1272335.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1840810.00        | $1928932.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.0000%  | 0.0000% | $2043392.00        | $1100969.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $5733888.00        | $5991985.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1515996.00        | $1612701.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $100000.00         | $66081.46          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $131145471.00      | $128306827.28      | Agency Mortgage-Backed Securities |

### Security 108: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTBJ2B15
- **C.18 - Value (incl. sponsor support):** $188000000.00
- **C.18.a - Value (excl. sponsor support):** $188000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2042-01-27      | 2.8400%  | 0.0000% | $10000.00          | $7694.39           | Agency Debentures and Agency Strips |
| FHLB          | 2027-10-08      | 3.9500%  | 0.0000% | $70000.00          | $70665.39          | Agency Debentures and Agency Strips |
| FMAC          | 2028-11-03      | 3.9950%  | 0.0000% | $186788000.00      | $187999008.87      | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-07-07      | 3.9900%  | 0.0000% | $3643000.00        | $3682741.08        | Agency Mortgage-Backed Securities   |

### Security 109: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 3.850000%
- **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: BNTBJ2BE7
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $163841696.00      | $12321567.73       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $125808731.00      | $19409292.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $146823493.00      | $19403849.77       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $150562931.00      | $19287410.05       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $212115973.00      | $17485819.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $212121574.00      | $17953223.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $211412781.00      | $18756202.48       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $212345924.00      | $18095607.44       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $242380713.00      | $18140829.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $249977756.00      | $17390635.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.0000%  | 0.0000% | $110553745.00      | $18314584.84       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $109222639.00      | $17571824.29       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $248531650.00      | $18814643.05       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $105862771.00      | $17460777.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $165109856.00      | $18808413.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $150957575.00      | $17659770.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $96406679.00       | $17406192.74       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $100820605.00      | $18108884.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $100775036.00      | $17872376.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $32367006.00       | $6186609.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $152551398.00      | $19274011.10       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $158679762.00      | $19245664.74       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $160116993.00      | $19898188.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $249783400.00      | $19690115.94       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $100486960.00      | $19304128.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $177360606.00      | $19639375.21       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.840000%
- **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: BNTBJ2BH0
- **C.18 - Value (incl. sponsor support):** $3100000000.00
- **C.18.a - Value (excl. sponsor support):** $3100000000.00
- **C.19 - Percentage of Net Assets:** 14.3400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                   | 2026-11-15      | 2.0000%  | 0.0000% | $310990000.00      | $307652591.06      | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-15      | 2.2500%  | 0.0000% | $46030700.00       | $45530415.34       | U.S. Treasuries (including strips) |
| USTR                   | 2027-11-15      | 2.2500%  | 0.0000% | $33023500.00       | $32391995.44       | U.S. Treasuries (including strips) |
| USTR                   | 2028-02-15      | 2.7500%  | 0.0000% | $50000000.00       | $49777475.00       | U.S. Treasuries (including strips) |
| USTR                   | 2029-05-15      | 2.3750%  | 0.0000% | $74999900.00       | $72412775.13       | U.S. Treasuries (including strips) |
| USTR                   | 2027-01-31      | 1.5000%  | 0.0000% | $10416000.00       | $10258806.03       | U.S. Treasuries (including strips) |
| USTR                   | 2030-05-15      | 0.6250%  | 0.0000% | $16065100.00       | $14131186.45       | U.S. Treasuries (including strips) |
| USTR                   | 2027-05-31      | 0.5000%  | 0.0000% | $20615500.00       | $19784279.42       | U.S. Treasuries (including strips) |
| USTR                   | 2027-06-30      | 0.5000%  | 0.0000% | $6780300.00        | $6488997.97        | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-31      | 0.5000%  | 0.0000% | $354989600.00      | $336765691.11      | U.S. Treasuries (including strips) |
| USTR                   | 2030-11-15      | 0.8750%  | 0.0000% | $125000000.00      | $109591984.81      | U.S. Treasuries (including strips) |
| USTR                   | 2027-12-31      | 0.6250%  | 0.0000% | $408742000.00      | $386494990.42      | U.S. Treasuries (including strips) |
| USTR                   | 2028-02-29      | 1.1250%  | 0.0000% | $500.00            | $477.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $1774400.00        | $1760289.64        | U.S. Treasuries (including strips) |
| USTR                   | 2028-04-30      | 1.2500%  | 0.0000% | $200.00            | $190.50            | U.S. Treasuries (including strips) |
| USTR                   | 2028-05-31      | 1.2500%  | 0.0000% | $20244000.00       | $19224644.97       | U.S. Treasuries (including strips) |
| USTR                   | 2028-07-31      | 1.0000%  | 0.0000% | $239999000.00      | $226317283.09      | U.S. Treasuries (including strips) |
| USTR                   | 2031-08-15      | 1.2500%  | 0.0000% | $12500000.00       | $10971618.75       | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47186921.82       | U.S. Treasuries (including strips) |
| USTR                   | 2028-09-30      | 1.2500%  | 0.0000% | $15201000.00       | $14355875.18       | U.S. Treasuries (including strips) |
| USTR                   | 2028-11-30      | 1.5000%  | 0.0000% | $16184300.00       | $15306018.06       | U.S. Treasuries (including strips) |
| USTR                   | 2029-02-28      | 1.8750%  | 0.0000% | $71432400.00       | $68355596.58       | U.S. Treasuries (including strips) |
| USTR                   | 2027-03-31      | 2.5000%  | 0.0000% | $85630600.00       | $85125694.69       | U.S. Treasuries (including strips) |
| USTR                   | 2027-04-30      | 2.7500%  | 0.0000% | $82285000.00       | $81873408.61       | U.S. Treasuries (including strips) |
| USTR                   | 2027-07-31      | 2.7500%  | 0.0000% | $38055400.00       | $38065424.70       | U.S. Treasuries (including strips) |
| USTR                   | 2029-08-31      | 3.1250%  | 0.0000% | $10969600.00       | $10910964.94       | U.S. Treasuries (including strips) |
| USTR                   | 2027-11-30      | 3.8750%  | 0.0000% | $47000000.00       | $47500603.46       | U.S. Treasuries (including strips) |
| USTR                   | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.88            | U.S. Treasuries (including strips) |
| USTR                   | 2030-06-30      | 3.7500%  | 0.0000% | $348345600.00      | $349741420.82      | U.S. Treasuries (including strips) |
| USTR                   | 2033-05-15      | 3.3750%  | 0.0000% | $6185300.00        | $5989551.80        | U.S. Treasuries (including strips) |
| USTR                   | 2030-10-31      | 4.8750%  | 0.0000% | $200.00            | $212.07            | U.S. Treasuries (including strips) |
| USTR                   | 2031-02-28      | 4.2500%  | 0.0000% | $981800.00         | $1020232.76        | U.S. Treasuries (including strips) |
| USTR                   | 2029-04-30      | 4.6250%  | 0.0000% | $428464100.00      | $446129035.69      | U.S. Treasuries (including strips) |
| USTR                   | 2031-03-31      | 4.1250%  | 0.0000% | $47999500.00       | $49405540.92       | U.S. Treasuries (including strips) |
| USTR                   | 2034-05-15      | 4.3750%  | 0.0000% | $142046000.00      | $146380447.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $421000.00         | $430683.23         | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-15      | 3.7500%  | 0.0000% | $73282000.00       | $74635262.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $2370200.00        | $2389782.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8071%  | 0.0000% | $200.00            | $201.51            | U.S. Treasuries (including strips) |
| USTR                   | 2026-08-31      | 3.7500%  | 0.0000% | $20988800.00       | $21278741.84       | U.S. Treasuries (including strips) |
| USTR                   | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.14            | U.S. Treasuries (including strips) |
| USTR                   | 2030-01-31      | 4.2500%  | 0.0000% | $6110100.00        | $6362488.90        | U.S. Treasuries (including strips) |

### Security 111: NATWEST MARKETS SECURITIES INC

- **C.1 - Title:** TRI-PARTY NATWEST MARKETS SECURI 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZE2ZWJ5BTIQJ8M0C6K34, C.5 - Other ID: BNTBJ2BS6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.4700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                   | 2040-02-15      | 4.6250%  | 0.0000% | $16760100.00       | $17296854.77       | U.S. Treasuries (including strips)  |
| FNMA                   | 2030-11-15      | 0.0000%  | 0.0000% | $750000.00         | $622920.75         | Agency Debentures and Agency Strips |
| FNMA                   | 2030-01-15      | 7.1250%  | 0.0000% | $134219000.00      | $156040213.18      | Agency Debentures and Agency Strips |
| FNMA                   | 2030-05-15      | 7.2500%  | 0.0000% | $82000.00          | $94584.70          | Agency Debentures and Agency Strips |
| FNMA                   | 2037-07-15      | 5.6250%  | 0.0000% | $7144000.00        | $8086304.32        | Agency Debentures and Agency Strips |
| FMAC                   | 2032-07-15      | 0.0000%  | 0.0000% | $154000.00         | $118331.75         | Agency Debentures and Agency Strips |
| FHLB                   | 2036-03-14      | 5.6250%  | 0.0000% | $4435000.00        | $4975350.42        | Agency Debentures and Agency Strips |
| FNMA                   | 2030-05-15      | 0.0000%  | 0.0000% | $16653000.00       | $14097364.01       | Agency Debentures and Agency Strips |
| FNMA                   | 2030-11-15      | 6.6250%  | 0.0000% | $11000.00          | $12512.96          | Agency Debentures and Agency Strips |
| FHLB                   | 2036-07-15      | 5.5000%  | 0.0000% | $15200000.00       | $17062685.69       | Agency Debentures and Agency Strips |
| FHLB                   | 2036-03-14      | 5.1250%  | 0.0000% | $290000.00         | $312038.74         | Agency Debentures and Agency Strips |
| FHLB                   | 2026-06-12      | 5.7500%  | 0.0000% | $190000.00         | $192315.10         | Agency Debentures and Agency Strips |
| USTR                   | 2044-02-15      | 3.6250%  | 0.0000% | $30020200.00       | $26314108.74       | U.S. Treasuries (including strips)  |
| FHLB                   | 2027-06-09      | 3.0400%  | 0.0000% | $85000.00          | $84625.47          | Agency Debentures and Agency Strips |
| USTR                   | 2026-02-15      | 1.6250%  | 0.0000% | $5861300.00        | $5881789.64        | U.S. Treasuries (including strips)  |
| USTR                   | 2026-05-15      | 1.6250%  | 0.0000% | $403800.00         | $401772.48         | U.S. Treasuries (including strips)  |
| USTR                   | 2026-08-15      | 1.5000%  | 0.0000% | $863800.00         | $857653.20         | U.S. Treasuries (including strips)  |
| FHLB                   | 2027-06-11      | 3.1250%  | 0.0000% | $170000.00         | $169283.81         | Agency Debentures and Agency Strips |
| USTR                   | 2028-08-15      | 2.8750%  | 0.0000% | $4399900.00        | $4378790.38        | U.S. Treasuries (including strips)  |
| FHLB                   | 2026-12-11      | 2.7500%  | 0.0000% | $445000.00         | $442548.39         | Agency Debentures and Agency Strips |
| FHLB                   | 2027-09-10      | 2.3750%  | 0.0000% | $1075000.00        | $1062620.21        | Agency Debentures and Agency Strips |
| FHLB                   | 2027-09-10      | 2.6250%  | 0.0000% | $200000.00         | $198986.55         | Agency Debentures and Agency Strips |
| FHLB                   | 2028-11-16      | 3.2500%  | 0.0000% | $480000.00         | $479263.44         | Agency Debentures and Agency Strips |
| USTR                   | 2026-01-31      | 2.6250%  | 0.0000% | $100.00            | $100.98            | U.S. Treasuries (including strips)  |
| USTR                   | 2026-02-28      | 2.5000%  | 0.0000% | $4265000.00        | $4292775.44        | U.S. Treasuries (including strips)  |
| USTR                   | 2026-03-31      | 2.2500%  | 0.0000% | $3773100.00        | $3781792.51        | U.S. Treasuries (including strips)  |
| USTR                   | 2026-05-31      | 2.1250%  | 0.0000% | $2445400.00        | $2434933.08        | U.S. Treasuries (including strips)  |
| USTR                   | 2029-08-15      | 1.6250%  | 0.0000% | $375700.00         | $353395.72         | U.S. Treasuries (including strips)  |
| USTR                   | 2026-10-31      | 1.6250%  | 0.0000% | $2176600.00        | $2147919.51        | U.S. Treasuries (including strips)  |
| USTR                   | 2029-11-15      | 1.7500%  | 0.0000% | $960400.00         | $899811.98         | U.S. Treasuries (including strips)  |
| USTR                   | 2027-02-28      | 1.1250%  | 0.0000% | $816300.00         | $797516.48         | U.S. Treasuries (including strips)  |
| USTR                   | 2027-04-30      | 0.5000%  | 0.0000% | $21800.00          | $20983.74          | U.S. Treasuries (including strips)  |
| USTR                   | 2027-06-30      | 0.5000%  | 0.0000% | $4999900.00        | $4785089.30        | U.S. Treasuries (including strips)  |
| USTR                   | 2027-07-31      | 0.3750%  | 0.0000% | $3208500.00        | $3062115.72        | U.S. Treasuries (including strips)  |
| FNMA                   | 2030-08-05      | 0.8750%  | 0.0000% | $821000.00         | $726821.95         | Agency Debentures and Agency Strips |
| USTR                   | 2027-08-31      | 0.5000%  | 0.0000% | $1481800.00        | $1413789.95        | U.S. Treasuries (including strips)  |
| USTR                   | 2027-09-30      | 0.3750%  | 0.0000% | $999700.00         | $948700.11         | U.S. Treasuries (including strips)  |
| USTR                   | 2027-11-30      | 0.6250%  | 0.0000% | $400.00            | $379.36            | U.S. Treasuries (including strips)  |
| USTR                   | 2026-01-31      | 0.3750%  | 0.0000% | $278300.00         | $277973.03         | U.S. Treasuries (including strips)  |
| USTR                   | 2028-02-29      | 1.1250%  | 0.0000% | $472000.00         | $450844.70         | U.S. Treasuries (including strips)  |
| USTR                   | 2026-02-28      | 0.5000%  | 0.0000% | $102900.00         | $102542.95         | U.S. Treasuries (including strips)  |
| USTR                   | 2026-03-31      | 0.7500%  | 0.0000% | $4300.00           | $4278.82           | U.S. Treasuries (including strips)  |
| USTR                   | 2028-05-31      | 1.2500%  | 0.0000% | $3669700.00        | $3484917.99        | U.S. Treasuries (including strips)  |
| USTR                   | 2026-08-31      | 0.7500%  | 0.0000% | $3218700.00        | $3167875.51        | U.S. Treasuries (including strips)  |
| USTR                   | 2028-09-30      | 1.2500%  | 0.0000% | $999700.00         | $944120.02         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $496600.00         | $487882.95         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $259900.00         | $254834.18         | U.S. Treasuries (including strips)  |
| USTR                   | 2028-11-30      | 1.5000%  | 0.0000% | $883400.00         | $835460.07         | U.S. Treasuries (including strips)  |
| USTR                   | 2028-10-31      | 1.3750%  | 0.0000% | $62100.00          | $58689.22          | U.S. Treasuries (including strips)  |
| USTR                   | 2026-10-31      | 1.1250%  | 0.0000% | $38400.00          | $37703.34          | U.S. Treasuries (including strips)  |
| USTR                   | 2028-12-31      | 1.3750%  | 0.0000% | $1000500.00        | $940060.80         | U.S. Treasuries (including strips)  |
| USTR                   | 2027-03-31      | 2.5000%  | 0.0000% | $3215800.00        | $3196838.62        | U.S. Treasuries (including strips)  |
| USTR                   | 2029-04-30      | 2.8750%  | 0.0000% | $2984000.00        | $2935255.21        | U.S. Treasuries (including strips)  |
| USTR                   | 2029-05-31      | 2.7500%  | 0.0000% | $2036400.00        | $1988383.80        | U.S. Treasuries (including strips)  |
| USTR                   | 2042-02-15      | 2.3750%  | 0.0000% | $100000000.00      | $74866325.00       | U.S. Treasuries (including strips)  |
| USTR                   | 2027-08-31      | 3.1250%  | 0.0000% | $680500.00         | $683917.31         | U.S. Treasuries (including strips)  |
| USTR                   | 2029-08-31      | 3.1250%  | 0.0000% | $1100700.00        | $1094816.51        | U.S. Treasuries (including strips)  |
| USTR                   | 2029-09-30      | 3.8750%  | 0.0000% | $699600.00         | $713135.13         | U.S. Treasuries (including strips)  |
| USTR                   | 2027-09-30      | 4.1250%  | 0.0000% | $300.00            | $306.42            | U.S. Treasuries (including strips)  |
| USTR                   | 2027-10-31      | 4.1250%  | 0.0000% | $3361600.00        | $3423140.70        | U.S. Treasuries (including strips)  |
| FHLB                   | 2026-12-04      | 2.3000%  | 0.0000% | $150000.00         | $148542.45         | Agency Debentures and Agency Strips |
| USTR                   | 2027-12-31      | 3.8750%  | 0.0000% | $999800.00         | $1007561.45        | U.S. Treasuries (including strips)  |
| USTR                   | 2028-01-31      | 3.5000%  | 0.0000% | $1170800.00        | $1188384.98        | U.S. Treasuries (including strips)  |
| USTR                   | 2029-12-31      | 3.8750%  | 0.0000% | $5000100.00        | $5048515.97        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $1112400.00        | $1132241.34        | U.S. Treasuries (including strips)  |
| USTR                   | 2030-03-31      | 3.6250%  | 0.0000% | $970700.00         | $979198.57         | U.S. Treasuries (including strips)  |
| USTR                   | 2028-03-31      | 3.6250%  | 0.0000% | $130300.00         | $131907.00         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $4973600.00        | $5015113.11        | U.S. Treasuries (including strips)  |
| USTR                   | 2030-05-31      | 3.7500%  | 0.0000% | $999700.00         | $1006840.54        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $4313100.00        | $4424355.38        | U.S. Treasuries (including strips)  |
| USTR                   | 2028-08-31      | 4.3750%  | 0.0000% | $999700.00         | $1036223.51        | U.S. Treasuries (including strips)  |
| USTR                   | 2053-05-15      | 3.6250%  | 0.0000% | $78656600.00       | $64394534.44       | U.S. Treasuries (including strips)  |
| USTR                   | 2030-10-31      | 4.8750%  | 0.0000% | $991800.00         | $1051668.80        | U.S. Treasuries (including strips)  |
| FHLB                   | 2027-09-10      | 0.6250%  | 0.0000% | $95000.00          | $90734.89          | Agency Debentures and Agency Strips |
| FHLB                   | 2028-09-08      | 1.0000%  | 0.0000% | $85000.00          | $79830.38          | Agency Debentures and Agency Strips |
| FHLB                   | 2032-03-12      | 2.0000%  | 0.0000% | $40000.00          | $35983.10          | Agency Debentures and Agency Strips |
| FHLB                   | 2028-06-30      | 4.0000%  | 0.0000% | $14075000.00       | $14251824.22       | Agency Debentures and Agency Strips |
| FHLB                   | 2028-08-21      | 6.0700%  | 0.0000% | $75000.00          | $81343.31          | Agency Debentures and Agency Strips |
| USTR                   | 2030-11-30      | 4.3750%  | 0.0000% | $18200.00          | $18822.44          | U.S. Treasuries (including strips)  |
| USTR                   | 2026-01-31      | 4.2500%  | 0.0000% | $2617600.00        | $2664313.27        | U.S. Treasuries (including strips)  |
| FHLB                   | 2039-06-10      | 3.2500%  | 0.0000% | $225000.00         | $191336.14         | Agency Debentures and Agency Strips |
| USTR                   | 2030-12-31      | 3.7500%  | 0.0000% | $208300.00         | $208783.26         | U.S. Treasuries (including strips)  |
| USTR                   | 2026-02-28      | 4.6250%  | 0.0000% | $3724500.00        | $3787265.33        | U.S. Treasuries (including strips)  |
| USTR                   | 2029-02-28      | 4.2500%  | 0.0000% | $528600.00         | $547373.87         | U.S. Treasuries (including strips)  |
| USTR                   | 2029-03-31      | 4.1250%  | 0.0000% | $4000100.00        | $4111454.08        | U.S. Treasuries (including strips)  |
| USTR                   | 2026-03-31      | 4.5000%  | 0.0000% | $2437700.00        | $2470430.09        | U.S. Treasuries (including strips)  |
| FHLB                   | 2027-01-15      | 4.1250%  | 0.0000% | $3555000.00        | $3645271.52        | Agency Debentures and Agency Strips |
| FHLB                   | 2027-04-09      | 4.7500%  | 0.0000% | $960000.00         | $985656.43         | Agency Debentures and Agency Strips |
| USTR                   | 2031-06-30      | 4.2500%  | 0.0000% | $7167800.00        | $7345339.24        | U.S. Treasuries (including strips)  |
| USTR                   | 2029-06-30      | 4.2500%  | 0.0000% | $4263600.00        | $4358699.60        | U.S. Treasuries (including strips)  |
| USTR                   | 2027-07-15      | 4.3750%  | 0.0000% | $3039300.00        | $3141328.43        | U.S. Treasuries (including strips)  |
| USTR                   | 2031-09-30      | 3.6250%  | 0.0000% | $976500.00         | $977590.84         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $226000.00         | $227867.25         | U.S. Treasuries (including strips)  |
| USTR                   | 2029-10-31      | 4.1250%  | 0.0000% | $3245900.00        | $3328235.39        | U.S. Treasuries (including strips)  |
| USTR                   | 2031-10-31      | 4.1250%  | 0.0000% | $999800.00         | $1024271.07        | U.S. Treasuries (including strips)  |
| FHLB                   | 2028-12-08      | 2.0000%  | 0.0000% | $90000.00          | $86247.16          | Agency Debentures and Agency Strips |
| FHLB                   | 2027-06-11      | 1.0000%  | 0.0000% | $150000.00         | $144932.03         | Agency Debentures and Agency Strips |
| FHLB                   | 2027-12-10      | 4.2500%  | 0.0000% | $25000.00          | $25419.06          | Agency Debentures and Agency Strips |
| USTR                   | 2044-11-15      | 4.6250%  | 0.0000% | $28999600.00       | $28734690.73       | U.S. Treasuries (including strips)  |
| USTR                   | 2045-02-15      | 4.7500%  | 0.0000% | $34999900.00       | $35618750.73       | U.S. Treasuries (including strips)  |
| USTR                   | 2026-08-31      | 3.7500%  | 0.0000% | $2743900.00        | $2781804.57        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $661900.00         | $668443.88         | U.S. Treasuries (including strips)  |
| USTR                   | 2027-12-15      | 4.0000%  | 0.0000% | $1557900.00        | $1576420.69        | U.S. Treasuries (including strips)  |
| USTR                   | 2031-12-31      | 4.5000%  | 0.0000% | $117600.00         | $121942.38         | U.S. Treasuries (including strips)  |
| USTR                   | 2029-12-31      | 4.3750%  | 0.0000% | $2955200.00        | $3038193.84        | U.S. Treasuries (including strips)  |
| USTR                   | 2026-12-31      | 4.2500%  | 0.0000% | $4934100.00        | $4968382.13        | U.S. Treasuries (including strips)  |
| USTR                   | 2028-02-15      | 4.2500%  | 0.0000% | $410300.00         | $423293.18         | U.S. Treasuries (including strips)  |
| USTR                   | 2030-03-31      | 4.0000%  | 0.0000% | $2739700.00        | $2806504.55        | U.S. Treasuries (including strips)  |
| USTR                   | 2027-04-30      | 3.7500%  | 0.0000% | $2746800.00        | $2773315.03        | U.S. Treasuries (including strips)  |
| USTR                   | 2030-04-30      | 3.8750%  | 0.0000% | $4789000.00        | $4865320.83        | U.S. Treasuries (including strips)  |
| FHLB                   | 2031-03-14      | 1.5000%  | 0.0000% | $125000.00         | $112477.29         | Agency Debentures and Agency Strips |
| FHLB                   | 2027-09-10      | 4.1250%  | 0.0000% | $500000.00         | $511521.88         | Agency Debentures and Agency Strips |
| FHLB                   | 2028-03-10      | 4.5000%  | 0.0000% | $375000.00         | $388042.50         | Agency Debentures and Agency Strips |
| FHLB                   | 2027-12-10      | 4.7500%  | 0.0000% | $600000.00         | $614986.70         | Agency Debentures and Agency Strips |
| FHLB                   | 2035-03-09      | 4.6250%  | 0.0000% | $155000.00         | $161983.20         | Agency Debentures and Agency Strips |
| FHLB                   | 2027-03-10      | 4.0000%  | 0.0000% | $480000.00         | $488625.76         | Agency Debentures and Agency Strips |
| FHLB                   | 2027-06-04      | 3.8750%  | 0.0000% | $2610000.00        | $2631423.53        | Agency Debentures and Agency Strips |
| FHLB                   | 2027-09-09      | 3.5000%  | 0.0000% | $505000.00         | $510565.83         | Agency Debentures and Agency Strips |
| FHLB                   | 2027-10-04      | 3.5000%  | 0.0000% | $550000.00         | $554250.52         | Agency Debentures and Agency Strips |
| USTR                   | 2045-05-15      | 5.0000%  | 0.0000% | $24892800.00       | $25841827.82       | U.S. Treasuries (including strips)  |
| USTR                   | 2045-08-15      | 4.8750%  | 0.0000% | $29634900.00       | $30616474.57       | U.S. Treasuries (including strips)  |
| USTR                   | 2055-11-15      | 4.6250%  | 0.0000% | $63261000.00       | $61698015.02       | U.S. Treasuries (including strips)  |
| USTR                   | 2030-05-31      | 4.0000%  | 0.0000% | $5394400.00        | $5489840.93        | U.S. Treasuries (including strips)  |
| USTR                   | 2028-06-15      | 3.8750%  | 0.0000% | $860000.00         | $869396.62         | U.S. Treasuries (including strips)  |
| USTR                   | 2032-06-30      | 4.0000%  | 0.0000% | $6728000.00        | $6783855.86        | U.S. Treasuries (including strips)  |
| USTR                   | 2028-07-15      | 3.8750%  | 0.0000% | $967100.00         | $993120.32         | U.S. Treasuries (including strips)  |
| USTR                   | 2032-08-31      | 3.8750%  | 0.0000% | $254900.00         | $258193.15         | U.S. Treasuries (including strips)  |
| USTR                   | 2032-09-30      | 3.8750%  | 0.0000% | $8131400.00        | $8206712.67        | U.S. Treasuries (including strips)  |
| USTR                   | 2027-10-31      | 3.5000%  | 0.0000% | $4667700.00        | $4697838.35        | U.S. Treasuries (including strips)  |

### Security 112: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 3.820000%
- **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: BNTBJ2C06
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.6200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2026-08-31      | 3.7500%  | 0.0000% | $292811200.00      | $296856129.51      | U.S. Treasuries (including strips) |
| USTR          | 2026-04-21      | 0.0000%  | 0.0000% | $730934200.00      | $723143903.30      | U.S. Treasuries (including strips) |

### Security 113: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.820000%
- **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: BNTBJ2C14
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2027-03-31      | 2.5000%  | 0.0000% | $513025000.00      | $510000041.10      | U.S. Treasuries (including strips) |

### Security 114: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.820000%
- **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: BNTBJ2CE6
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 9.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2048-05-15      | 3.1250%  | 0.0000% | $17335000.00       | $13315325.43       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $550000000.00      | $413801300.00      | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $4271200.00        | $4144997.77        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $399630000.00      | $401636449.50      | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $388285000.00      | $398906909.53      | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $399100000.00      | $400177570.00      | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $400000000.00      | $408017491.71      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Funds

**Date:** 2026-01-08

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President