# EDGAR Filing Document

**Accession Number:** 0000916620
**File Stem:** 0002066578-26-001209
**Filing Date:** 2026-5
**Character Count:** 193134
**Document Hash:** bb182f40a503d3a88c290136682bec68
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-001209.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0002066578-26-001209

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**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:** 26954262

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**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:** 47 days

- **WAL:** 104 days

- **Total Value of Portfolio Securities:** $20709249590.95

- **Amortized Cost of Portfolio Securities:** $20710173278.17

- **Cash:** $36393588.84

- **Total Other Assets:** $43188378.91

- **Total Liabilities:** $94575795.31

- **Net Assets of Series:** $20695179450.61

- **Number of Shares Outstanding (Series):** 20695319444.1400

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $11116488698.85           | $14004863643.30            | 51.2000%                  | 64.5000%                   |
| 2026-04-02 | $11476577307.43           | $14295009652.91            | 52.5700%                  | 65.4800%                   |
| 2026-04-03 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-04-06 | $11381039068.34           | $14199701406.88            | 52.3500%                  | 65.3100%                   |
| 2026-04-07 | $11375520137.39           | $14194239974.20            | 52.3400%                  | 65.3000%                   |
| 2026-04-08 | $11403552923.19           | $14122330258.26            | 53.1300%                  | 65.8000%                   |
| 2026-04-09 | $11317512174.43           | $13991336757.77            | 52.6800%                  | 65.1200%                   |
| 2026-04-10 | $11326821270.23           | $13900713589.68            | 52.9400%                  | 64.9700%                   |
| 2026-04-13 | $10987831727.55           | $13561835005.33            | 52.1800%                  | 64.4000%                   |
| 2026-04-14 | $10670647736.37           | $13244688000.26            | 51.4400%                  | 63.8500%                   |
| 2026-04-15 | $10618828438.60           | $13192905688.60            | 51.3200%                  | 63.7600%                   |
| 2026-04-16 | $10847685049.22           | $13421799285.34            | 51.6300%                  | 63.8900%                   |
| 2026-04-17 | $10634006321.38           | $13333157543.60            | 50.9100%                  | 63.8400%                   |
| 2026-04-20 | $10596783394.01           | $13445199741.22            | 50.8200%                  | 64.4800%                   |
| 2026-04-21 | $10447530042.12           | $13295997958.79            | 50.2200%                  | 63.9100%                   |
| 2026-04-22 | $10436072359.10           | $13284591845.21            | 50.1900%                  | 63.8800%                   |
| 2026-04-23 | $10429699603.44           | $13153270658.99            | 50.4800%                  | 63.6600%                   |
| 2026-04-24 | $10472841044.12           | $13196463669.12            | 50.5800%                  | 63.7400%                   |
| 2026-04-27 | $10412967955.96           | $13410161836.38            | 50.4400%                  | 64.9600%                   |
| 2026-04-28 | $10196474267.16           | $13193746834.94            | 49.5800%                  | 64.1500%                   |
| 2026-04-29 | $12205635219.55           | $13752986474.68            | 57.7700%                  | 65.1000%                   |
| 2026-04-30 | $10400212430.31           | $13397642372.81            | 50.1100%                  | 64.5500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7200%             |
| 2026-04-02 | 3.7200%             |
| 2026-04-03 | 0.0000%             |
| 2026-04-06 | 3.7100%             |
| 2026-04-07 | 3.7100%             |
| 2026-04-08 | 3.7000%             |
| 2026-04-09 | 3.7000%             |
| 2026-04-10 | 3.6900%             |
| 2026-04-13 | 3.6800%             |
| 2026-04-14 | 3.6800%             |
| 2026-04-15 | 3.6900%             |
| 2026-04-16 | 3.7000%             |
| 2026-04-17 | 3.7100%             |
| 2026-04-20 | 3.7200%             |
| 2026-04-21 | 3.7200%             |
| 2026-04-22 | 3.7100%             |
| 2026-04-23 | 3.7000%             |
| 2026-04-24 | 3.7100%             |
| 2026-04-27 | 3.7100%             |
| 2026-04-28 | 3.7200%             |
| 2026-04-29 | 3.7100%             |
| 2026-04-30 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.9999                      |
|  |  |
| 2026-04-02 | 1.0000                      |
|  |  |
| 2026-04-03 | 0.0000                      |
|  |  |
| 2026-04-06 | 0.9999                      |
|  |  |
| 2026-04-07 | 0.9999                      |
|  |  |
| 2026-04-08 | 0.9999                      |
|  |  |
| 2026-04-09 | 1.0000                      |
|  |  |
| 2026-04-10 | 1.0000                      |
|  |  |
| 2026-04-13 | 0.9999                      |
|  |  |
| 2026-04-14 | 0.9999                      |
|  |  |
| 2026-04-15 | 0.9999                      |
|  |  |
| 2026-04-16 | 0.9999                      |
|  |  |
| 2026-04-17 | 1.0000                      |
|  |  |
| 2026-04-20 | 1.0000                      |
|  |  |
| 2026-04-21 | 0.9999                      |
|  |  |
| 2026-04-22 | 0.9999                      |
|  |  |
| 2026-04-23 | 0.9999                      |
|  |  |
| 2026-04-24 | 1.0000                      |
|  |  |
| 2026-04-27 | 0.9999                      |
|  |  |
| 2026-04-28 | 0.9999                      |
|  |  |
| 2026-04-29 | 0.9999                      |
|  |  |
| 2026-04-30 | 0.9999                      |
|  |  |

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

### Class: Fund Level

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $20695179450.61

- **Number of Shares Outstanding:** 20695319444.1400

- **Expense Reimbursement/Waiver:** 149148.69

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $521876233.99             | $394496007.07           |
| 2026-04-02 | $437799994.79             | $319945083.46           |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $317051919.75             | $417216463.98           |
| 2026-04-07 | $289564304.15             | $296630547.44           |
| 2026-04-08 | $242641170.81             | $517657151.21           |
| 2026-04-09 | $338847763.78             | $319611210.00           |
| 2026-04-10 | $315720231.66             | $404796954.95           |
| 2026-04-13 | $318866339.24             | $663892062.07           |
| 2026-04-14 | $222376405.46             | $540484202.09           |
| 2026-04-15 | $379689019.73             | $433847382.11           |
| 2026-04-16 | $625660456.32             | $309437847.63           |
| 2026-04-17 | $274135683.71             | $398751055.47           |
| 2026-04-20 | $197878629.20             | $238886464.08           |
| 2026-04-21 | $344910374.02             | $393609354.15           |
| 2026-04-22 | $230205611.56             | $242675756.67           |
| 2026-04-23 | $262839287.30             | $398865786.77           |
| 2026-04-24 | $285033320.23             | $244349595.49           |
| 2026-04-27 | $210341408.59             | $276962126.81           |
| 2026-04-28 | $228962626.20             | $399574286.45           |
| 2026-04-29 | $935505847.30             | $280361970.49           |
| 2026-04-30 | $372397759.69             | $745064797.09           |

**Total Gross Subscriptions (Month):** $7352304387.48

**Total Gross Redemptions (Month):** $8237116105.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.3700%           |
| 2026-04-02 | 3.3600%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 3.3600%           |
| 2026-04-07 | 3.3600%           |
| 2026-04-08 | 3.3500%           |
| 2026-04-09 | 3.3400%           |
| 2026-04-10 | 3.3300%           |
| 2026-04-13 | 3.3300%           |
| 2026-04-14 | 3.3300%           |
| 2026-04-15 | 3.3400%           |
| 2026-04-16 | 3.3500%           |
| 2026-04-17 | 3.3600%           |
| 2026-04-20 | 3.3700%           |
| 2026-04-21 | 3.3600%           |
| 2026-04-22 | 3.3600%           |
| 2026-04-23 | 3.3500%           |
| 2026-04-24 | 3.3600%           |
| 2026-04-27 | 3.3600%           |
| 2026-04-28 | 3.3600%           |
| 2026-04-29 | 3.3600%           |
| 2026-04-30 | 3.3600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 16.3400%         | 0.0000%              |
| Depository institution or other banking institution |  | 82.1100%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52X5, C.4 - ISIN: US3130B52X53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19999358.40
- **C.18.a - Value (excl. sponsor support):** $19999358.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WK8, C.4 - ISIN: US3130B6WK82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50009526.50
- **C.18.a - Value (excl. sponsor support):** $50009526.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87J5, C.4 - ISIN: US3130B87J50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149985651.00
- **C.18.a - Value (excl. sponsor support):** $149985651.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 4: 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):** $198162762.72
- **C.18.a - Value (excl. sponsor support):** $198162762.72
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 5: 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):** $224727853.50
- **C.18.a - Value (excl. sponsor support):** $224727853.50
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199689368.00
- **C.18.a - Value (excl. sponsor support):** $199689368.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 7: 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):** $199738906.00
- **C.18.a - Value (excl. sponsor support):** $199738906.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: 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):** $399856608.00
- **C.18.a - Value (excl. sponsor support):** $399856608.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZW5, C.4 - ISIN: US3130B8ZW59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $89991650.70
- **C.18.a - Value (excl. sponsor support):** $89991650.70
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92N9, C.4 - ISIN: US3130B92N99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199999658.00
- **C.18.a - Value (excl. sponsor support):** $199999658.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97C8, C.4 - ISIN: US3130B97C89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999606.50
- **C.18.a - Value (excl. sponsor support):** $49999606.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97L8, C.4 - ISIN: US3130B97L88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99998848.00
- **C.18.a - Value (excl. sponsor support):** $99998848.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B33, C.4 - ISIN: US3130B9B335, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999039.00
- **C.18.a - Value (excl. sponsor support):** $99999039.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BK5, C.4 - ISIN: US3130B9BK50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119998902.00
- **C.18.a - Value (excl. sponsor support):** $119998902.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999346.50
- **C.18.a - Value (excl. sponsor support):** $49999346.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29999614.20
- **C.18.a - Value (excl. sponsor support):** $29999614.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DP2, C.4 - ISIN: US3130B9DP20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69999157.90
- **C.18.a - Value (excl. sponsor support):** $69999157.90
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DZ0, C.4 - ISIN: US3130B9DZ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159998336.00
- **C.18.a - Value (excl. sponsor support):** $159998336.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9HP8, C.4 - ISIN: US3130B9HP83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39999663.60
- **C.18.a - Value (excl. sponsor support):** $39999663.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9K25, C.4 - ISIN: US3130B9K252, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000043.00
- **C.18.a - Value (excl. sponsor support):** $100000043.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QK9, C.4 - ISIN: US3130B9QK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999115.00
- **C.18.a - Value (excl. sponsor support):** $99999115.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RY8, C.4 - ISIN: US3130B9RY80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000126.00
- **C.18.a - Value (excl. sponsor support):** $100000126.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.847000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9WN6, C.4 - ISIN: US3130B9WN60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100495252.01
- **C.18.a - Value (excl. sponsor support):** $100495252.01
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.744997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA3X3, C.4 - ISIN: US3130BA3X38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69998746.30
- **C.18.a - Value (excl. sponsor support):** $69998746.30
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-30
- **C.13 - Final Legal Maturity Date:** 2028-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.744997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA7D3, C.4 - ISIN: US3130BA7D38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99998476.00
- **C.18.a - Value (excl. sponsor support):** $99998476.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFF9, C.4 - ISIN: US3130BAFF91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $89910480.60
- **C.18.a - Value (excl. sponsor support):** $89910480.60
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2027-05-14
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384AQ2, C.4 - ISIN: US313384AQ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97414444.00
- **C.18.a - Value (excl. sponsor support):** $97414444.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242259812.20
- **C.18.a - Value (excl. sponsor support):** $242259812.20
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 0
- **C.18 - Value (incl. sponsor support):** $143363775.05
- **C.18.a - Value (excl. sponsor support):** $143363775.05
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385D52, C.4 - ISIN: US313385D529, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74108739.75
- **C.18.a - Value (excl. sponsor support):** $74108739.75
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64221083.55
- **C.18.a - Value (excl. sponsor support):** $64221083.55
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385E36, C.4 - ISIN: US313385E360, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49376736.00
- **C.18.a - Value (excl. sponsor support):** $49376736.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385E44, C.4 - ISIN: US313385E444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $154661944.05
- **C.18.a - Value (excl. sponsor support):** $154661944.05
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $596613859.05
- **C.18.a - Value (excl. sponsor support):** $596613859.05
- **C.19 - Percentage of Net Assets:** 2.8800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385H25, C.4 - ISIN: US313385H256, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $157638577.60
- **C.18.a - Value (excl. sponsor support):** $157638577.60
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J80, C.4 - ISIN: US313385J807, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100735889.55
- **C.18.a - Value (excl. sponsor support):** $100735889.55
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **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 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385K54, C.4 - ISIN: US313385K540, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88555259.15
- **C.18.a - Value (excl. sponsor support):** $88555259.15
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-14
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385Q74, C.4 - ISIN: US313385Q745, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $102814643.40
- **C.18.a - Value (excl. sponsor support):** $102814643.40
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-25
- **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 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WJ1, C.4 - ISIN: US313385WJ13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49980055.50
- **C.18.a - Value (excl. sponsor support):** $49980055.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WM4, C.4 - ISIN: US313385WM42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104926703.70
- **C.18.a - Value (excl. sponsor support):** $104926703.70
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WN2, C.4 - ISIN: US313385WN25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104916233.10
- **C.18.a - Value (excl. sponsor support):** $104916233.10
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XA9, C.4 - ISIN: US313385XA94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104790583.80
- **C.18.a - Value (excl. sponsor support):** $104790583.80
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XC5, C.4 - ISIN: US313385XC50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9978061.10
- **C.18.a - Value (excl. sponsor support):** $9978061.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149265000.00
- **C.18.a - Value (excl. sponsor support):** $149265000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169048000.00
- **C.18.a - Value (excl. sponsor support):** $169048000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104401500.00
- **C.18.a - Value (excl. sponsor support):** $104401500.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150123006.28
- **C.18.a - Value (excl. sponsor support):** $150123006.28
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183632901.80
- **C.18.a - Value (excl. sponsor support):** $183632901.80
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124038836.25
- **C.18.a - Value (excl. sponsor support):** $124038836.25
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99151181.00
- **C.18.a - Value (excl. sponsor support):** $99151181.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $94146187.50
- **C.18.a - Value (excl. sponsor support):** $94146187.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15007630.95
- **C.18.a - Value (excl. sponsor support):** $15007630.95
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 53: 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):** $10004118.30
- **C.18.a - Value (excl. sponsor support):** $10004118.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65004938.70
- **C.18.a - Value (excl. sponsor support):** $65004938.70
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23013832.43
- **C.18.a - Value (excl. sponsor support):** $23013832.43
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45004533.30
- **C.18.a - Value (excl. sponsor support):** $45004533.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55005182.65
- **C.18.a - Value (excl. sponsor support):** $55005182.65
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20011356.20
- **C.18.a - Value (excl. sponsor support):** $20011356.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN56, C.4 - ISIN: US3133ERN562, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85008767.75
- **C.18.a - Value (excl. sponsor support):** $85008767.75
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15002808.60
- **C.18.a - Value (excl. sponsor support):** $15002808.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 61: 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):** $35001701.00
- **C.18.a - Value (excl. sponsor support):** $35001701.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 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: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100004623.00
- **C.18.a - Value (excl. sponsor support):** $100004623.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003034.50
- **C.18.a - Value (excl. sponsor support):** $10003034.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003201.80
- **C.18.a - Value (excl. sponsor support):** $10003201.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25008587.25
- **C.18.a - Value (excl. sponsor support):** $25008587.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCY1, C.4 - ISIN: US3133ETCY11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001264.40
- **C.18.a - Value (excl. sponsor support):** $5001264.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 67: 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):** $22006690.86
- **C.18.a - Value (excl. sponsor support):** $22006690.86
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 68: 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):** $45006222.60
- **C.18.a - Value (excl. sponsor support):** $45006222.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 69: 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):** $59998627.80
- **C.18.a - Value (excl. sponsor support):** $59998627.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39993924.40
- **C.18.a - Value (excl. sponsor support):** $39993924.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.739997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNE3, C.4 - ISIN: US3133ETNE38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69992773.90
- **C.18.a - Value (excl. sponsor support):** $69992773.90
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35015259.30
- **C.18.a - Value (excl. sponsor support):** $35015259.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129987484.90
- **C.18.a - Value (excl. sponsor support):** $129987484.90
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSD0, C.4 - ISIN: US3133ETSD00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77993233.50
- **C.18.a - Value (excl. sponsor support):** $77993233.50
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.744997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50026028.50
- **C.18.a - Value (excl. sponsor support):** $50026028.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.784997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZJ9, C.4 - ISIN: US3133ETZJ96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34998403.65
- **C.18.a - Value (excl. sponsor support):** $34998403.65
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAL4, C.4 - ISIN: US3133EWAL47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89862973.20
- **C.18.a - Value (excl. sponsor support):** $89862973.20
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.744997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHH6, C.4 - ISIN: US3133EWHH61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999648.10
- **C.18.a - Value (excl. sponsor support):** $44999648.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.709998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJG6, C.4 - ISIN: US3133EWJG60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154997704.45
- **C.18.a - Value (excl. sponsor support):** $154997704.45
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-21
- **C.13 - Final Legal Maturity Date:** 2028-03-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKR0, C.4 - ISIN: US3133EWKR07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999862.30
- **C.18.a - Value (excl. sponsor support):** $9999862.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-07
- **C.13 - Final Legal Maturity Date:** 2028-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $10003024.30
- **C.18.a - Value (excl. sponsor support):** $10003024.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 82: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $20007662.60
- **C.18.a - Value (excl. sponsor support):** $20007662.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 83: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $55009059.60
- **C.18.a - Value (excl. sponsor support):** $55009059.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 84: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $30010680.00
- **C.18.a - Value (excl. sponsor support):** $30010680.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 85: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $15004673.55
- **C.18.a - Value (excl. sponsor support):** $15004673.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 86: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $160084899.20
- **C.18.a - Value (excl. sponsor support):** $160084899.20
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 87: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5002024.30
- **C.18.a - Value (excl. sponsor support):** $5002024.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 88: 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):** $9987063.20
- **C.18.a - Value (excl. sponsor support):** $9987063.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 89: 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):** $99940039.00
- **C.18.a - Value (excl. sponsor support):** $99940039.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $142879177.80
- **C.18.a - Value (excl. sponsor support):** $142879177.80
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $52495305.34
- **C.18.a - Value (excl. sponsor support):** $52495305.34
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **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 92: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $72123939.53
- **C.18.a - Value (excl. sponsor support):** $72123939.53
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $94613627.49
- **C.18.a - Value (excl. sponsor support):** $94613627.49
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **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? 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: 912797UU9, C.4 - ISIN: US912797UU94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $56846927.57
- **C.18.a - Value (excl. sponsor support):** $56846927.57
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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):** $49850586.00
- **C.18.a - Value (excl. sponsor support):** $49850586.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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):** $64707626.75
- **C.18.a - Value (excl. sponsor support):** $64707626.75
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $24700781.25
- **C.18.a - Value (excl. sponsor support):** $24700781.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $57916406.40
- **C.18.a - Value (excl. sponsor support):** $57916406.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74643750.00
- **C.18.a - Value (excl. sponsor support):** $74643750.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: 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):** $396966248.00
- **C.18.a - Value (excl. sponsor support):** $396966248.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: 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):** $42773280.47
- **C.18.a - Value (excl. sponsor support):** $42773280.47
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 102: 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):** $73943115.00
- **C.18.a - Value (excl. sponsor support):** $73943115.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 103: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24690429.75
- **C.18.a - Value (excl. sponsor support):** $24690429.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $265496875.00
- **C.18.a - Value (excl. sponsor support):** $265496875.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.804876%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $275112106.50
- **C.18.a - Value (excl. sponsor support):** $275112106.50
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **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 106: 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):** $190308305.40
- **C.18.a - Value (excl. sponsor support):** $190308305.40
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 107: 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):** $130391015.30
- **C.18.a - Value (excl. sponsor support):** $130391015.30
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 108: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40029687.60
- **C.18.a - Value (excl. sponsor support):** $40029687.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **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 109: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.721882%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $385027746.95
- **C.18.a - Value (excl. sponsor support):** $385027746.95
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNT89HZR7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.6200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2037-06-01      | 2.5000%  | 0.0000% | $4980224.00        | $3266554.81        | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.0000%  | 0.0000% | $142947328.00      | $105643935.21      | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1841000.00        | $1325017.62        | Agency Mortgage-Backed Securities   |
| FHLB          | 2026-07-15      | 0.0000%  | 0.0000% | $12200000.00       | $12107816.80       | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $6885512.00        | $3330177.83        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 4.0000%  | 0.0000% | $1504330.00        | $725700.28         | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 2.5000%  | 0.0000% | $3505000.00        | $1200741.55        | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $5000000.00        | $2391820.01        | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-08-01      | 2.0000%  | 0.0000% | $7055056.00        | $3343276.59        | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $6000000.00        | $3613998.84        | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-06-01      | 6.0000%  | 0.0000% | $1672536.00        | $1521422.62        | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-07-15      | 0.0000%  | 0.0000% | $50313000.00       | $38446729.26       | Agency Debentures and Agency Strips |
| FMAC          | 2040-07-13      | 2.2200%  | 0.0000% | $43016000.00       | $31018206.70       | Agency Debentures and Agency Strips |
| FNMA          | 2031-03-01      | 7.5000%  | 0.0000% | $5279000.00        | $129762.70         | Agency Mortgage-Backed Securities   |
| FNMA          | 2028-07-01      | 2.0000%  | 0.0000% | $1077766.00        | $21408.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $2683804.00        | $2440951.92        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $4298192.00        | $3506215.41        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $8828320.00        | $7866232.73        | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $644577.00         | $471562.89         | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 2.5000%  | 0.0000% | $59282432.00       | $34281699.42       | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $1291170.45        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $10345232.00       | $10240547.90       | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $1068988.00        | $1036837.80        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $72464000.00       | $67544349.94       | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $300000.00         | $217621.33         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $3800000.00        | $2316977.01        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $8454064.00        | $5143705.78        | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-10-01      | 6.0000%  | 0.0000% | $5999978.00        | $6296.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $55960192.00       | $5320422.48        | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-12-01      | 2.5000%  | 0.0000% | $619119.00         | $143084.10         | Agency Mortgage-Backed Securities   |
| FNMA          | 2028-07-01      | 3.0000%  | 0.0000% | $3247210.00        | $141720.76         | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $246000.00         | $142498.90         | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-06-01      | 2.5000%  | 0.0000% | $18082080.00       | $10736196.44       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $155302.00         | $150185.63         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $3796748.00        | $3607614.97        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $19431744.00       | $19147858.11       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1685104.00        | $1666624.71        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 7.0000%  | 0.0000% | $1681850.00        | $1783694.56        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $45830591.00       | $46584480.72       | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $12410000.00       | $11113742.71       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $239864320.00      | $211260114.62      | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1114900.00        | $1075344.34        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $5456056.00        | $5397911.26        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $3115120.00        | $3072186.16        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $10015320.00       | $10133154.77       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $2257324.00        | $2242545.12        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $7838608.00        | $7770952.08        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $30187680.00       | $29885788.61       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-04-01      | 4.5000%  | 0.0000% | $1164300.00        | $1132554.20        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-04-01      | 4.5000%  | 0.0000% | $6717024.00        | $6497787.05        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 4.5000%  | 0.0000% | $1207150.00        | $1168635.88        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $36200192.00       | $36216293.05       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-04-01      | 4.5000%  | 0.0000% | $7201472.00        | $6956117.85        | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-05-20      | 5.6250%  | 0.0000% | $829994.00         | $17102.49          | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-01-20      | 7.5000%  | 0.0000% | $2604684.00        | $506070.42         | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-08-20      | 6.5000%  | 0.0000% | $6420240.00        | $1284102.26        | Agency Mortgage-Backed Securities   |
| GNMA          | 2062-07-20      | 4.5000%  | 0.0000% | $66066.00          | $63031.61          | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-06-20      | 4.0000%  | 0.0000% | $478467.00         | $447015.03         | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-07-20      | 4.0000%  | 0.0000% | $247516.00         | $229080.59         | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-11-20      | 3.5000%  | 0.0000% | $75788.00          | $68215.17          | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-12-20      | 4.5000%  | 0.0000% | $372288.00         | $358325.69         | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-09-20      | 4.5000%  | 0.0000% | $934805.00         | $898354.39         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-09-20      | 5.3750%  | 0.0000% | $2048268.00        | $30721.52          | Agency Mortgage-Backed Securities   |

### Security 111: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTBZTSK8
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 2.6600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1134.00           | $799.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $57939.22          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $452.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-08-01      | 5.4500%  | 0.0000% | $1400.00           | $1448.16           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1009.00           | $698.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-01-01      | 6.5000%  | 0.0000% | $1659.00           | $1.49              | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 2.9700%  | 0.0000% | $1544652.00        | $1452760.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $872.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.4300%  | 0.0000% | $687033.00         | $607652.22         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 1.2200%  | 0.0000% | $52003.00          | $44360.48          | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-10-01      | 1.7900%  | 0.0000% | $13937504.00       | $12164471.52       | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-02-01      | 2.3300%  | 0.0000% | $4222003.00        | $3789403.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 4.3850%  | 0.0000% | $1001.00           | $989.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-04-01      | 4.1400%  | 0.0000% | $46696.00          | $46304.73          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $4257579.00        | $1660877.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $643.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $14701.00          | $9325.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $36231515.00       | $31147667.14       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $929.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1120.00           | $1137.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $2256000.00        | $1051424.76        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $41321728.00       | $18488635.35       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $9945790.00        | $9398424.65        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $921.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $204852.00         | $195111.15         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $357860.00         | $353423.27         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $44813432.00       | $40664449.52       | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-11-01      | 5.5000%  | 0.0000% | $48040960.00       | $44548382.76       | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-01-01      | 5.0000%  | 0.0000% | $11353957.00       | $10782665.58       | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $200002427.00      | $24612636.78       | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $3376.00           | $1496.65           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $59227000.00       | $35840224.18       | Agency Mortgage-Backed Securities  |
| GNMA          | 2072-07-20      | 6.2360%  | 0.0000% | $1490589.00        | $1399975.75        | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $437.67            | Agency Mortgage-Backed Securities  |
| GNMA          | 2072-05-20      | 6.2120%  | 0.0000% | $1004.00           | $649.88            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1505508.00        | $1192347.89        | Agency Mortgage-Backed Securities  |
| GNMA          | 2074-07-20      | 6.2980%  | 0.0000% | $1003.00           | $804.53            | Agency Mortgage-Backed Securities  |
| GNMA          | 2074-08-20      | 6.2490%  | 0.0000% | $1003.00           | $910.80            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $5316.00           | $5579.80           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $100536.00         | $53547.04          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $140018000.00      | $139736096.94      | Agency Mortgage-Backed Securities  |
| USTR          | 2027-02-18      | 0.0000%  | 0.0000% | $115000.00         | $111676.27         | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $300.00            | $294.16            | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $241100.00         | $190827.88         | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $464500.00         | $338720.64         | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $9305700.00        | $4528235.26        | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $62.99             | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $56.72             | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $62100.00          | $43225.66          | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $895200.00         | $652684.03         | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $86.85             | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $87.59             | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $300.00            | $283.68            | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $178.92            | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $42300.00          | $38419.67          | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $4849600.00        | $4758236.27        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $300.00            | $285.81            | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $900.00            | $875.79            | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| USTR          | 2056-02-15      | 4.7500%  | 0.0000% | $192000.00         | $186934.84         | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 4.6250%  | 0.0000% | $200.00            | $193.04            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $17399500.00       | $23638886.26       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $64200.00          | $56319.30          | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $4907600.00        | $4614139.31        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $700.00            | $663.22            | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.10             | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $1000.00           | $966.46            | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $27856000.00       | $25843224.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $499200.00         | $559867.73         | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $118500.00         | $132901.30         | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $22610000.00       | $22655332.43       | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $10000.00          | $10705.73          | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $37600.00          | $38020.57          | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $11150300.00       | $11368935.08       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $4718000.00        | $4841556.02        | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $5631500.00        | $5618996.66        | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $1000.00           | $988.58            | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $13855300.00       | $13909677.73       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $17082600.00       | $17803001.36       | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $1000.00           | $1005.24           | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $22545400.00       | $22731338.76       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 3.5000%  | 0.0000% | $2000.00           | $1999.09           | U.S. Treasuries (including strips) |
| USTR          | 2036-01-15      | 1.8750%  | 0.0000% | $1247900.00        | $1255289.35        | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 3.7500%  | 0.0000% | $346400.00         | $345548.76         | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.1250%  | 0.0000% | $100.00            | $98.72             | U.S. Treasuries (including strips) |
| USTR          | 2033-03-31      | 4.2500%  | 0.0000% | $18968800.00       | $19083838.31       | U.S. Treasuries (including strips) |

### Security 112: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 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: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTBZU6N3
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 4.3500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **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?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2045-08-01      | 3.0000%  | 0.0000% | $435695616.00      | $55957194.53       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $447541248.00      | $53352941.76       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $58951444.00       | $47570339.89       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $55961088.00       | $54265313.44       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $96177945.00       | $60719272.47       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $67051008.00       | $61686594.90       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $55655600.00       | $55220189.95       | Agency Mortgage-Backed Securities  |
| USTR          | 2026-10-01      | 0.0000%  | 0.0000% | $772200.00         | $760459.47         | U.S. Treasuries (including strips) |
| USTR          | 2026-10-29      | 0.0000%  | 0.0000% | $320300.00         | $314533.00         | U.S. Treasuries (including strips) |
| USTR          | 2026-05-05      | 0.0000%  | 0.0000% | $3438000.00        | $3436638.55        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-16      | 0.0000%  | 0.0000% | $1304700.00        | $1294805.16        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-18      | 0.0000%  | 0.0000% | $2320400.00        | $2253335.80        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-20      | 0.0000%  | 0.0000% | $633300.00         | $626297.60         | U.S. Treasuries (including strips) |
| USTR          | 2026-06-16      | 0.0000%  | 0.0000% | $268400.00         | $267166.43         | U.S. Treasuries (including strips) |
| USTR          | 2026-09-10      | 0.0000%  | 0.0000% | $3417300.00        | $3372427.43        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-17      | 0.0000%  | 0.0000% | $1809100.00        | $1784005.97        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-22      | 0.0000%  | 0.0000% | $361200.00         | $354926.32         | U.S. Treasuries (including strips) |
| USTR          | 2026-07-21      | 0.0000%  | 0.0000% | $100000.00         | $99195.10          | U.S. Treasuries (including strips) |
| USTR          | 2026-08-04      | 0.0000%  | 0.0000% | $104400.00         | $103408.62         | U.S. Treasuries (including strips) |
| USTR          | 2026-08-11      | 0.0000%  | 0.0000% | $891300.00         | $882198.94         | U.S. Treasuries (including strips) |
| USTR          | 2026-08-18      | 0.0000%  | 0.0000% | $16800.00          | $16616.53          | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 5.2500%  | 0.0000% | $1578500.00        | $1667132.12        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 5.3750%  | 0.0000% | $4898000.00        | $5236483.97        | U.S. Treasuries (including strips) |
| USTR          | 2038-05-15      | 4.5000%  | 0.0000% | $413000.00         | $421756.16         | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 3.5000%  | 0.0000% | $531100.00         | $479941.63         | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 4.3750%  | 0.0000% | $141000.00         | $138854.00         | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 3.8750%  | 0.0000% | $1142000.00        | $1048001.15        | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 4.2500%  | 0.0000% | $243500.00         | $235189.82         | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 4.7500%  | 0.0000% | $5510000.00        | $5553198.10        | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 3.7500%  | 0.0000% | $1018000.00        | $909236.62         | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $655000.00         | $527313.58         | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 2.7500%  | 0.0000% | $600.00            | $458.94            | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 3.6250%  | 0.0000% | $175900.00         | $150376.07         | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 3.7500%  | 0.0000% | $1500000.00        | $1315668.20        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 3.6250%  | 0.0000% | $8000.00           | $6799.26           | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $424000.00         | $325732.45         | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $3375800.00        | $2337616.89        | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 2.8750%  | 0.0000% | $3868200.00        | $2854250.78        | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 3.0000%  | 0.0000% | $450900.00         | $332080.46         | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $42218500.00       | $30923345.48       | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $4325000.00        | $3101655.16        | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $3818000.00        | $2411696.36        | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 1.8750%  | 0.0000% | $490900.00         | $339807.30         | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $29827800.00       | $20844701.72       | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $2806900.00        | $2271713.79        | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $7815000.00        | $6991118.05        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $5062000.00        | $4848499.50        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $115000000.00      | $110149632.93      | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $5000000.00        | $4917372.82        | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $1740500.00        | $1557127.61        | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $3744900.00        | $3740100.80        | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 4.6250%  | 0.0000% | $516300.00         | $498344.34         | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 1.6250%  | 0.0000% | $3210300.00        | $3186710.61        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $81816200.00       | $71773075.22       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $11875800.00       | $12062319.37       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $211805300.00      | $214279384.83      | U.S. Treasuries (including strips) |

### Security 113: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBZUDD7
- **C.18 - Value (incl. sponsor support):** $3950000000.00
- **C.18.a - Value (excl. sponsor support):** $3950000000.00
- **C.19 - Percentage of Net Assets:** 19.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2044-06-01      | 4.0000%  | 0.0000% | $61717360.00       | $5492560.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-04-01      | 2.5000%  | 0.0000% | $1351392.00        | $797709.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-09-01      | 5.0000%  | 0.0000% | $639000.00         | $360756.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-02-01      | 2.0000%  | 0.0000% | $62619968.00       | $26684583.88       | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 4.0000%  | 0.0000% | $6320008.00        | $2189556.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1035000.00        | $771929.74         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $2669544.00        | $1672611.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.5000%  | 0.0000% | $1003420.00        | $456338.80         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 3.5000%  | 0.0000% | $1115424.00        | $502181.33         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $200000.00         | $130897.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2045-06-01      | 6.5000%  | 0.0000% | $2989100.00        | $2727651.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2036-02-01      | 2.0000%  | 0.0000% | $2629150.00        | $1035984.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2032-08-01      | 4.0000%  | 0.0000% | $525000.00         | $205822.94         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 3.5000%  | 0.0000% | $1321590.00        | $719815.74         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $785166.00         | $733567.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-03-01      | 5.0000%  | 0.0000% | $2567016.00        | $2554531.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2041-03-01      | 5.5000%  | 0.0000% | $2754088.00        | $2803070.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-06-01      | 6.5000%  | 0.0000% | $2055216.00        | $13191.51          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 7.5000%  | 0.0000% | $1070762.00        | $31632.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1034194.00        | $660952.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $5585600.00        | $5231803.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-02-01      | 4.5000%  | 0.0000% | $201151.00         | $197177.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $4445536.00        | $4295016.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $200000.00         | $8200.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $18018720.00       | $18026734.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 4.5000%  | 0.0000% | $5227480.00        | $5067571.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $7779336.00        | $7904587.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $5276120.00        | $5339225.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $19384640.00       | $13596460.78       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $5550000.00        | $2865628.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $156000.00         | $104924.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $2350000.00        | $1664456.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $5474944.00        | $5561726.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 5.5000%  | 0.0000% | $1168750.00        | $1183985.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $17851104.00       | $17066471.10       | Agency Mortgage-Backed Securities |
| FNMA          | 2041-03-01      | 6.0000%  | 0.0000% | $1002460.00        | $1035279.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $7089216.00        | $6840177.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 4.5000%  | 0.0000% | $5612832.00        | $5427522.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 4.5000%  | 0.0000% | $7914664.00        | $7628649.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $2080020.00        | $2139973.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 4.5000%  | 0.0000% | $5698336.00        | $5512342.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.0000%  | 0.0000% | $130637312.00      | $99275598.20       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $48943936.00       | $48369813.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $276096512.00      | $262143292.57      | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $50075584.00       | $49170128.95       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $9970000.00        | $7770849.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 6.0000%  | 0.0000% | $6883400.00        | $6752170.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $44930000.00       | $7049159.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 2.5000%  | 0.0000% | $15990400.00       | $7929048.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $1159000.00        | $857848.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1838116.00        | $1793740.06        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1392212.00        | $1045956.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $15858368.00       | $14587102.46       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $16000000.00       | $15614096.02       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $155251456.00      | $153841427.81      | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 4.5000%  | 0.0000% | $15522352.00       | $14945398.30       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $922543104.00      | $829941726.30      | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $198481408.00      | $193942774.83      | Agency Mortgage-Backed Securities |
| FMAC          | 2041-04-01      | 3.0000%  | 0.0000% | $1475920.00        | $1407590.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $1578394.00        | $1640358.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $2608644.00        | $2504124.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 4.5000%  | 0.0000% | $3243264.00        | $3122067.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 4.5000%  | 0.0000% | $1048520.00        | $1010181.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $2290604.00        | $2429984.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $2284076.00        | $2099278.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 4.5000%  | 0.0000% | $5291370.00        | $5130998.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 4.5000%  | 0.0000% | $1109800.00        | $1073944.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-05-01      | 4.5000%  | 0.0000% | $10263776.00       | $9914253.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 4.5000%  | 0.0000% | $1258466.00        | $1214889.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $33701632.00       | $33498437.38       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $5090120.00        | $5039843.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 3.0000%  | 0.0000% | $7060000.00        | $703555.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-05-20      | 3.5000%  | 0.0000% | $215000.00         | $18476.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-07-20      | 5.0000%  | 0.0000% | $1705000.00        | $111337.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-08-20      | 4.0000%  | 0.0000% | $500000.00         | $44556.32          | Agency Mortgage-Backed Securities |
| GNMA          | 2033-04-20      | 3.5000%  | 0.0000% | $400587.00         | $35630.14          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 5.0000%  | 0.0000% | $800000.00         | $102049.00         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 3.5000%  | 0.0000% | $151300000.00      | $17362019.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2033-09-20      | 5.0000%  | 0.0000% | $68376.00          | $12335.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-04-20      | 4.5000%  | 0.0000% | $830938.00         | $118853.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $625000.00         | $263387.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-11-20      | 5.5000%  | 0.0000% | $3014130.00        | $566278.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $53536768.00       | $19426860.05       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 2.0000%  | 0.0000% | $114940.00         | $52224.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.0000%  | 0.0000% | $78580096.00       | $39242934.19       | Agency Mortgage-Backed Securities |
| GNMA          | 2036-10-20      | 5.0000%  | 0.0000% | $1114102.00        | $451151.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.0000%  | 0.0000% | $1977862.00        | $1153896.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $2104590.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2037-07-20      | 4.0000%  | 0.0000% | $35000.00          | $16497.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-07-20      | 6.5000%  | 0.0000% | $212610.00         | $101192.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-09-20      | 3.0000%  | 0.0000% | $1059582.00        | $640775.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 5.0000%  | 0.0000% | $2395568.00        | $1745601.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2029-07-20      | 7.0000%  | 0.0000% | $255367.00         | $113188.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 4.0000%  | 0.0000% | $1673278.00        | $1342680.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 6.5000%  | 0.0000% | $330943.00         | $159548.80         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 6.5000%  | 0.0000% | $437122.00         | $159359.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-15      | 4.0000%  | 0.0000% | $1000000.00        | $50177.22          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.5000%  | 0.0000% | $1333718.00        | $788371.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-15      | 3.0000%  | 0.0000% | $1185738.00        | $242342.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 2.0000%  | 0.0000% | $1391850.00        | $693275.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-01-20      | 2.5000%  | 0.0000% | $72091.00          | $26337.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-07-15      | 2.7700%  | 0.0000% | $7895030.00        | $6700385.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 4.5000%  | 0.0000% | $1024902.00        | $886612.17         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.5000%  | 0.0000% | $4709552.00        | $1591761.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-09-20      | 3.5000%  | 0.0000% | $3000000.00        | $455913.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $1953304.00        | $1727637.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 6.0000%  | 0.0000% | $1845198.00        | $1332924.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-07-20      | 6.0000%  | 0.0000% | $6365848.00        | $2475369.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-01-20      | 7.5000%  | 0.0000% | $799814.00         | $87938.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1134310.00        | $858841.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1449492.00        | $1224690.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $1042324.00        | $622421.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 7.5000%  | 0.0000% | $1140766.00        | $1000907.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.2400%  | 0.0000% | $372566.00         | $377400.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 6.5000%  | 0.0000% | $1260820.00        | $1102649.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $20246112.00       | $20605589.26       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2660820.00        | $2328754.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $8501504.00        | $6887892.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $4543464.00        | $1652653.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $17113344.00       | $7371591.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3014556.00        | $2475472.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2497520.00        | $2628494.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $5376904.00        | $5560944.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3804244.00        | $3832099.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $2702480.00        | $2841308.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1410652.00        | $980723.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $766778.00         | $761753.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $979397.00         | $1028658.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-10-20      | 5.5000%  | 0.0000% | $14443360.00       | $11529440.36       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $6223384.00        | $5354355.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $1588820.00        | $1402476.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1494188.00        | $1505252.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1217310.00        | $1282011.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $1696134.00        | $1505574.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1225154.00        | $1289785.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $6610664.00        | $6933875.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1875406.00        | $1711572.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $3192639.00        | $3285028.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1963778.00        | $2072369.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1691556.00        | $1683791.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $4334768.00        | $4617909.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $1645032.00        | $1637986.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1357772800.00     | $768788493.82      | Agency Mortgage-Backed Securities |
| GNMA          | 2030-04-20      | 7.0000%  | 0.0000% | $60827.00          | $51374.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $152000000.00      | $140452615.12      | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-20      | 6.5000%  | 0.0000% | $269882.00         | $274742.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $296008704.00      | $259513378.60      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $972029952.00      | $727679024.56      | Agency Mortgage-Backed Securities |
| GNMA          | 2033-10-20      | 7.0000%  | 0.0000% | $29031.00          | $27947.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 2.0000%  | 0.0000% | $834008.00         | $666638.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-07-15      | 6.5000%  | 0.0000% | $902745.00         | $13479.87          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-10-20      | 6.5000%  | 0.0000% | $3570340.00        | $9096.27           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-10-20      | 6.5000%  | 0.0000% | $4700000.00        | $47162.12          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-11-15      | 5.0000%  | 0.0000% | $352491.00         | $10730.95          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-04-15      | 4.5000%  | 0.0000% | $1034000.00        | $24905.14          | Agency Mortgage-Backed Securities |
| GNMA          | 2035-01-20      | 5.6250%  | 0.0000% | $1450000.00        | $14434.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-02-20      | 3.0000%  | 0.0000% | $41200000.00       | $4775333.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-15      | 2.5000%  | 0.0000% | $1264588.00        | $728996.35         | Agency Mortgage-Backed Securities |

### Security 114: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTBZUDF2
- **C.18 - Value (incl. sponsor support):** $73000000.00
- **C.18.a - Value (excl. sponsor support):** $73000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $500.00            | $469.74            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $65911700.00       | $72980808.30       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $28100.00          | $28114.06          | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $1442600.00        | $1429975.45        | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $21100.00          | $20550.35          | U.S. Treasuries (including strips) |

### Security 115: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTBZUDW5
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.8700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2041-09-15      | 4.0000%  | 0.0000% | $1009.00           | $75.23             | Agency Mortgage-Backed Securities |
| GNMA          | 2045-12-20      | 3.0000%  | 0.0000% | $885406.00         | $94607.10          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-03-20      | 2.5000%  | 0.0000% | $1391665.00        | $337345.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-20      | 3.0000%  | 0.0000% | $1024.00           | $129.56            | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-20      | 3.5000%  | 0.0000% | $1495000.00        | $197578.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 4.5000%  | 0.0000% | $3335000.00        | $251017.21         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-05-20      | 4.5000%  | 0.0000% | $612479.00         | $43374.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-09-20      | 3.5000%  | 0.0000% | $7497424.00        | $772656.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 5.0000%  | 0.0000% | $1024.00           | $57.62             | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 5.0000%  | 0.0000% | $40000.00          | $12146.03          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 3.5000%  | 0.0000% | $1024.00           | $372.95            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 4.5000%  | 0.0000% | $2000.00           | $439.61            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.0000%  | 0.0000% | $148116703.00      | $89256201.72       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $1024.00           | $576.76            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 2.0000%  | 0.0000% | $187695462.00      | $111032255.30      | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 3.5000%  | 0.0000% | $1008.00           | $629.03            | Agency Mortgage-Backed Securities |
| GNMA          | 2047-05-15      | 5.0000%  | 0.0000% | $614915.00         | $135955.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 5.5000%  | 0.0000% | $1008.00           | $734.05            | Agency Mortgage-Backed Securities |
| GNMA          | 2067-05-15      | 5.1800%  | 0.0000% | $10903263.00       | $10930180.74       | Agency Mortgage-Backed Securities |
| GNMA          | 2067-05-15      | 5.5500%  | 0.0000% | $2508575.00        | $2587730.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-03-15      | 5.7000%  | 0.0000% | $1008.00           | $1050.93           | Agency Mortgage-Backed Securities |
| GNMA          | 2059-11-15      | 4.9800%  | 0.0000% | $83000.00          | $82401.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2061-01-15      | 5.2000%  | 0.0000% | $3116224.00        | $3180276.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $1008.00           | $1016.46           | Agency Mortgage-Backed Securities |
| GNMA          | 2060-12-15      | 5.6300%  | 0.0000% | $620797.00         | $649554.36         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1036.30           | Agency Mortgage-Backed Securities |
| GNMA          | 2066-02-20      | 6.0000%  | 0.0000% | $8543503.00        | $8791645.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-03-20      | 6.0000%  | 0.0000% | $8319960.00        | $8564278.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-03-20      | 5.5000%  | 0.0000% | $8066544.00        | $8157934.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-20      | 6.0000%  | 0.0000% | $7837824.00        | $8063442.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-01-20      | 6.5000%  | 0.0000% | $3416630.00        | $3596790.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-04-20      | 6.0000%  | 0.0000% | $1024.00           | $1054.68           | Agency Mortgage-Backed Securities |
| GNMA          | 2066-04-20      | 6.0000%  | 0.0000% | $1024.00           | $1054.68           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $1003.00           | $998.79            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1008.00           | $925.46            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1008.00           | $762.14            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $335085000.00      | $277348764.63      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $878.29            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 4.5000%  | 0.0000% | $1456572.00        | $1381427.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1048.43           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 4.5000%  | 0.0000% | $69188608.00       | $66974226.60       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $168167936.00      | $167852583.78      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $1103.00           | $1142.64           | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-20      | 7.0000%  | 0.0000% | $1008.00           | $1051.57           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $2004.00           | $2093.97           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $9890.00           | $10352.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1971.00           | $2065.28           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $47326.00          | $48450.30          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1010.00           | $1046.34           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $180018.00         | $184053.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1006.00           | $1049.79           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $5467463.00        | $5640719.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-04-20      | 6.5000%  | 0.0000% | $23966351.00       | $25206564.39       | Agency Mortgage-Backed Securities |
| GNMA          | 2066-04-20      | 6.0000%  | 0.0000% | $11400353.00       | $11741945.57       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $5301.00           | $5300.41           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $10307840.00       | $10508900.15       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1008.00           | $1031.47           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-15      | 4.5000%  | 0.0000% | $1335885.00        | $222626.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-05-15      | 5.5000%  | 0.0000% | $999999.00         | $12691.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-09-20      | 6.5000%  | 0.0000% | $1007.00           | $10.05             | Agency Mortgage-Backed Securities |
| GNMA          | 2040-10-20      | 4.5000%  | 0.0000% | $195673.00         | $8241.38           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-04-15      | 4.5000%  | 0.0000% | $2293.00           | $147.73            | Agency Mortgage-Backed Securities |
| GNMA          | 2040-02-15      | 4.5000%  | 0.0000% | $1996.00           | $38.91             | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 3.0000%  | 0.0000% | $1024.00           | $57.16             | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $8001.00           | $5532.16           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $15610.00          | $10965.72          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2008.00           | $2083.60           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-02-15      | 5.5000%  | 0.0000% | $4650000.00        | $55476.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-15      | 6.0000%  | 0.0000% | $1238886.00        | $19145.08          | Agency Mortgage-Backed Securities |

### Security 116: NATWEST MARKETS SECURITIES INC

- **C.1 - Title:** TRI-PARTY NATWEST MARKETS SECURI 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZE2ZWJ5BTIQJ8M0C6K34, C.5 - Other ID: BNTBZUE46
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $101954300.00      | $103562411.17      | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $11362400.00       | $11447293.43       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $37460200.00       | $37990300.11       | U.S. Treasuries (including strips) |

### Security 117: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBZUE87
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 6.7600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-06-18      | 0.0000%  | 0.0000% | $566300.00         | $563581.76         | U.S. Treasuries (including strips) |
| USTR          | 2026-07-02      | 0.0000%  | 0.0000% | $15700900.00       | $15603695.73       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-23      | 0.0000%  | 0.0000% | $100.00            | $99.17             | U.S. Treasuries (including strips) |
| USTR          | 2026-06-02      | 0.0000%  | 0.0000% | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| USTR          | 2026-06-23      | 0.0000%  | 0.0000% | $173244000.00      | $172321995.43      | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.0000%  | 0.0000% | $124999000.00      | $120670034.63      | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 6.1250%  | 0.0000% | $250000000.00      | $265402504.14      | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $133706000.00      | $132752602.35      | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.1250%  | 0.0000% | $32275700.00       | $31643509.72       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $158878200.00      | $151143214.83      | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $295675900.00      | $259381010.24      | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.34             | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $95.95             | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $1000.00           | $1036.74           | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $900.00            | $918.33            | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.06            | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $10172000.00       | $10439809.99       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $200.00            | $203.38            | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.80             | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $194194000.00      | $194517333.01      | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $71941600.00       | $73556886.46       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $1000.00           | $1002.96           | U.S. Treasuries (including strips) |

### Security 118: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.640000%
- **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: BNTBZUEP9
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.6200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $494500000.00      | $485652684.67      | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $29208400.00       | $32341035.67       | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $240158400.00      | $247006377.45      | U.S. Treasuries (including strips) |

### Security 119: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: BNTBZUEY0
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $75533038.00       | $19008232.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $62432174.00       | $16297281.58       | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $285732819.00      | $18183970.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $152551398.00      | $17943565.24       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $125808731.00      | $18035226.88       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $146823493.00      | $18243801.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $158679762.00      | $17988650.88       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $17389454.00       | $1364454.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $211412781.00      | $17795125.87       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $160116993.00      | $18830420.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $249783400.00      | $18690846.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $212345924.00      | $17022040.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $242380713.00      | $17141761.70       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.0000%  | 0.0000% | $110553745.00      | $17208360.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $109222639.00      | $16687899.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $248531650.00      | $17793153.28       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $165109856.00      | $18042875.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $150957575.00      | $17024509.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $227785877.00      | $19005771.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $150562931.00      | $18115065.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $100486960.00      | $18544671.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $100820605.00      | $17206530.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $100775036.00      | $16912058.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $177360606.00      | $18913724.09       | Agency Mortgage-Backed Securities |

### Security 120: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.640000%
- **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: BNTBZUF11
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $800.00            | $1273.15           | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 4.5000%  | 0.0000% | $800.00            | $794.92            | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $800.00            | $660.77            | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $3200.00           | $1921.81           | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $4000.00           | $3805.26           | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $36000.00          | $34303.17          | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $4000.00           | $3710.98           | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $3200.00           | $3091.07           | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $2000.00           | $2039.89           | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $257372800.00      | $254948430.25      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Funds

**Date:** 2026-05-07

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President