# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0002066578-25-001739
**Filing Date:** 2025-12
**Character Count:** 169659
**Document Hash:** 48dd6caf512aa51106a7ca30d6b75a4b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-25-001739.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0002066578-25-001739

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03605
- **FILM NUMBER:** 251551603

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

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

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

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

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

## Series and Classes Contracts Data

### U.S. GOVERNMENT PORTFOLIO (Series ID: S000001286)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000003449 | SHARES         | BNGXX           |
| C000003450 | SERVICE SHARES | BGCXX           |
| C000003451 | PREMIER SHARES | BGDXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-11-30

**Registrant Full Name:** Northern Institutional Funds

**CIK Number of Registrant:** 0000710124

**LEI of Registrant:** 549300Y178DO5JBR1S04

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

**LEI of Series:** 549300QKLSZBCCM6P514

**EDGAR Series Identifier:** S000001286

**Total number of share classes in the series:** 3

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 35 days

- **WAL:** 90 days

- **Total Value of Portfolio Securities:** $21751840825.45

- **Amortized Cost of Portfolio Securities:** $21748796085.90

- **Cash:** $196719508.42

- **Total Other Assets:** $43844839.20

- **Total Liabilities:** $74771823.30

- **Net Assets of Series:** $21914588610.22

- **Number of Shares Outstanding (Series):** 21913911500.1600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $12575890049.64           | $14833899419.95            | 57.0600%                  | 67.3100%                   |
| 2025-11-04 | $13387181572.50           | $15645248391.43            | 59.4400%                  | 69.4700%                   |
| 2025-11-05 | $13052051798.48           | $15310176066.04            | 58.8800%                  | 69.0700%                   |
| 2025-11-06 | $13327836456.46           | $15429419936.99            | 60.3800%                  | 69.9000%                   |
| 2025-11-07 | $13330917802.73           | $15546811257.85            | 60.4000%                  | 70.4400%                   |
| 2025-11-10 | $13652789342.22           | $16206993857.65            | 60.9600%                  | 72.3700%                   |
| 2025-11-11 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2025-11-12 | $14444328985.54           | $16943955715.52            | 63.0300%                  | 73.9400%                   |
| 2025-11-13 | $13983291915.47           | $16483050332.47            | 62.2700%                  | 73.4000%                   |
| 2025-11-14 | $13599663086.27           | $16099553190.31            | 61.6100%                  | 72.9400%                   |
| 2025-11-17 | $14638902921.89           | $17154158103.00            | 63.5600%                  | 74.4900%                   |
| 2025-11-18 | $16164167529.57           | $18454574653.92            | 66.4300%                  | 75.8500%                   |
| 2025-11-19 | $14529844273.56           | $17520387889.53            | 62.1000%                  | 74.8800%                   |
| 2025-11-20 | $14206290815.73           | $17196936256.63            | 61.5700%                  | 74.5300%                   |
| 2025-11-21 | $13700229216.06           | $16690976481.92            | 60.7100%                  | 73.9600%                   |
| 2025-11-24 | $13661180641.22           | $16652233381.91            | 61.2000%                  | 74.6000%                   |
| 2025-11-25 | $13977715526.11           | $16968870091.73            | 61.7300%                  | 74.9400%                   |
| 2025-11-26 | $13275364936.33           | $16266621326.90            | 60.5100%                  | 74.1400%                   |
| 2025-11-28 | $13317455702.22           | $16308915742.68            | 60.5800%                  | 74.1800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1600%             |
| 2025-11-04 | 4.1400%             |
| 2025-11-05 | 4.1000%             |
| 2025-11-06 | 4.0900%             |
| 2025-11-07 | 4.0600%             |
| 2025-11-10 | 4.0100%             |
| 2025-11-11 | 0.0000%             |
| 2025-11-12 | 4.0000%             |
| 2025-11-13 | 4.0100%             |
| 2025-11-14 | 4.0100%             |
| 2025-11-17 | 4.0200%             |
| 2025-11-18 | 4.0100%             |
| 2025-11-19 | 4.0100%             |
| 2025-11-20 | 4.0000%             |
| 2025-11-21 | 3.9900%             |
| 2025-11-24 | 3.9900%             |
| 2025-11-25 | 3.9900%             |
| 2025-11-26 | 4.0100%             |
| 2025-11-28 | 4.0400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0002                      |
|  |  |
| 2025-11-04 | 1.0002                      |
|  |  |
| 2025-11-05 | 1.0002                      |
|  |  |
| 2025-11-06 | 1.0002                      |
|  |  |
| 2025-11-07 | 1.0002                      |
|  |  |
| 2025-11-10 | 1.0002                      |
|  |  |
| 2025-11-11 | 0.0000                      |
|  |  |
| 2025-11-12 | 1.0002                      |
|  |  |
| 2025-11-13 | 1.0002                      |
|  |  |
| 2025-11-14 | 1.0002                      |
|  |  |
| 2025-11-17 | 1.0001                      |
|  |  |
| 2025-11-18 | 1.0001                      |
|  |  |
| 2025-11-19 | 1.0001                      |
|  |  |
| 2025-11-20 | 1.0001                      |
|  |  |
| 2025-11-21 | 1.0002                      |
|  |  |
| 2025-11-24 | 1.0002                      |
|  |  |
| 2025-11-25 | 1.0002                      |
|  |  |
| 2025-11-26 | 1.0002                      |
|  |  |
| 2025-11-28 | 1.0002                      |
|  |  |

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

### Class: Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $21914588610.22

- **Number of Shares Outstanding:** 21913911500.1600

- **Expense Reimbursement/Waiver:** 138450.79

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 0.0000          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $1101790085.46            | $1619596076.74          |
| 2025-11-04 | $1350467909.61            | $870255884.32           |
| 2025-11-05 | $594670723.80             | $951437312.41           |
| 2025-11-06 | $1016812968.17            | $1107712347.94          |
| 2025-11-07 | $808199174.67             | $815083322.10           |
| 2025-11-10 | $892403963.04             | $574638211.88           |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $1397546556.36            | $881723535.88           |
| 2025-11-13 | $733552546.27             | $1196403075.49          |
| 2025-11-14 | $690190579.18             | $1075308687.15          |
| 2025-11-17 | $1856191376.78            | $906783258.48           |
| 2025-11-18 | $2637116648.01            | $1338443583.34          |
| 2025-11-19 | $1170767324.79            | $2106981281.55          |
| 2025-11-20 | $886129634.50             | $1212475372.46          |
| 2025-11-21 | $649314763.57             | $1157472603.38          |
| 2025-11-24 | $672990716.49             | $923346815.28           |
| 2025-11-25 | $1062802407.98            | $747856068.22           |
| 2025-11-26 | $686002485.36             | $1390129437.10          |
| 2025-11-28 | $836449405.65             | $797230622.53           |

**Total Gross Subscriptions (Month):** $19043399269.69

**Total Gross Redemptions (Month):** $19672877496.25

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9100%           |
| 2025-11-04 | 3.8900%           |
| 2025-11-05 | 3.8500%           |
| 2025-11-06 | 3.8400%           |
| 2025-11-07 | 3.7700%           |
| 2025-11-10 | 3.7500%           |
| 2025-11-11 | 0.0000%           |
| 2025-11-12 | 3.7500%           |
| 2025-11-13 | 3.7600%           |
| 2025-11-14 | 3.7600%           |
| 2025-11-17 | 3.7700%           |
| 2025-11-18 | 3.7600%           |
| 2025-11-19 | 3.7600%           |
| 2025-11-20 | 3.7500%           |
| 2025-11-21 | 3.7400%           |
| 2025-11-24 | 3.7400%           |
| 2025-11-25 | 3.7400%           |
| 2025-11-26 | 3.7700%           |
| 2025-11-28 | 3.8200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 95.7400%         | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.0000          |
|  |  |
| 2025-11-04 | 0.0000          |
|  |  |
| 2025-11-05 | 0.0000          |
|  |  |
| 2025-11-06 | 0.0000          |
|  |  |
| 2025-11-07 | 0.0000          |
|  |  |
| 2025-11-10 | 0.0000          |
|  |  |
| 2025-11-11 | 0.0000          |
|  |  |
| 2025-11-12 | 0.0000          |
|  |  |
| 2025-11-13 | 0.0000          |
|  |  |
| 2025-11-14 | 0.0000          |
|  |  |
| 2025-11-17 | 0.0000          |
|  |  |
| 2025-11-18 | 0.0000          |
|  |  |
| 2025-11-19 | 0.0000          |
|  |  |
| 2025-11-20 | 0.0000          |
|  |  |
| 2025-11-21 | 0.0000          |
|  |  |
| 2025-11-24 | 0.0000          |
|  |  |
| 2025-11-25 | 0.0000          |
|  |  |
| 2025-11-26 | 0.0000          |
|  |  |
| 2025-11-28 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $0.00                     | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 0.0000%           |
| 2025-11-04 | 0.0000%           |
| 2025-11-05 | 0.0000%           |
| 2025-11-06 | 0.0000%           |
| 2025-11-07 | 0.0000%           |
| 2025-11-10 | 0.0000%           |
| 2025-11-11 | 0.0000%           |
| 2025-11-12 | 0.0000%           |
| 2025-11-13 | 0.0000%           |
| 2025-11-14 | 0.0000%           |
| 2025-11-17 | 0.0000%           |
| 2025-11-18 | 0.0000%           |
| 2025-11-19 | 0.0000%           |
| 2025-11-20 | 0.0000%           |
| 2025-11-21 | 0.0000%           |
| 2025-11-24 | 0.0000%           |
| 2025-11-25 | 0.0000%           |
| 2025-11-26 | 0.0000%           |
| 2025-11-28 | 0.0000%           |

### Class: Premier Shares

- **Minimum Initial Investment:** $0.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.0000          |
|  |  |
| 2025-11-04 | 0.0000          |
|  |  |
| 2025-11-05 | 0.0000          |
|  |  |
| 2025-11-06 | 0.0000          |
|  |  |
| 2025-11-07 | 0.0000          |
|  |  |
| 2025-11-10 | 0.0000          |
|  |  |
| 2025-11-11 | 0.0000          |
|  |  |
| 2025-11-12 | 0.0000          |
|  |  |
| 2025-11-13 | 0.0000          |
|  |  |
| 2025-11-14 | 0.0000          |
|  |  |
| 2025-11-17 | 0.0000          |
|  |  |
| 2025-11-18 | 0.0000          |
|  |  |
| 2025-11-19 | 0.0000          |
|  |  |
| 2025-11-20 | 0.0000          |
|  |  |
| 2025-11-21 | 0.0000          |
|  |  |
| 2025-11-24 | 0.0000          |
|  |  |
| 2025-11-25 | 0.0000          |
|  |  |
| 2025-11-26 | 0.0000          |
|  |  |
| 2025-11-28 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $0.00                     | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 0.0000%           |
| 2025-11-04 | 0.0000%           |
| 2025-11-05 | 0.0000%           |
| 2025-11-06 | 0.0000%           |
| 2025-11-07 | 0.0000%           |
| 2025-11-10 | 0.0000%           |
| 2025-11-11 | 0.0000%           |
| 2025-11-12 | 0.0000%           |
| 2025-11-13 | 0.0000%           |
| 2025-11-14 | 0.0000%           |
| 2025-11-17 | 0.0000%           |
| 2025-11-18 | 0.0000%           |
| 2025-11-19 | 0.0000%           |
| 2025-11-20 | 0.0000%           |
| 2025-11-21 | 0.0000%           |
| 2025-11-24 | 0.0000%           |
| 2025-11-25 | 0.0000%           |
| 2025-11-26 | 0.0000%           |
| 2025-11-28 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $105002059.05
- **C.18.a - Value (excl. sponsor support):** $105002059.05
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **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 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.239997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75004884.75
- **C.18.a - Value (excl. sponsor support):** $75004884.75
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.154998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5CZ9, C.4 - ISIN: US3130B5CZ98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $154980928.80
- **C.18.a - Value (excl. sponsor support):** $154980928.80
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.149997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U71, C.4 - ISIN: US3130B5U713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $130042900.00
- **C.18.a - Value (excl. sponsor support):** $130042900.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.219999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53317705.78
- **C.18.a - Value (excl. sponsor support):** $53317705.78
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.149997%
- **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):** $55017463.60
- **C.18.a - Value (excl. sponsor support):** $55017463.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7L85, C.4 - ISIN: US3130B7L858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240003818.40
- **C.18.a - Value (excl. sponsor support):** $240003818.40
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7MB7, C.4 - ISIN: US3130B7MB76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224932817.25
- **C.18.a - Value (excl. sponsor support):** $224932817.25
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7QF4, C.4 - ISIN: US3130B7QF45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $140002035.60
- **C.18.a - Value (excl. sponsor support):** $140002035.60
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7QG2, C.4 - ISIN: US3130B7QG28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220016629.80
- **C.18.a - Value (excl. sponsor support):** $220016629.80
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7R48, C.4 - ISIN: US3130B7R483, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50004379.50
- **C.18.a - Value (excl. sponsor support):** $50004379.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7T79, C.4 - ISIN: US3130B7T794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $209879325.60
- **C.18.a - Value (excl. sponsor support):** $209879325.60
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8E24, C.4 - ISIN: US3130B8E240, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $212416390.90
- **C.18.a - Value (excl. sponsor support):** $212416390.90
- **C.19 - Percentage of Net Assets:** 0.9700%
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F49, C.4 - ISIN: US3130B8F494, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $234527196.45
- **C.18.a - Value (excl. sponsor support):** $234527196.45
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8FQ0, C.4 - ISIN: US3130B8FQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69996971.10
- **C.18.a - Value (excl. sponsor support):** $69996971.10
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224207030.25
- **C.18.a - Value (excl. sponsor support):** $224207030.25
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214177326.15
- **C.18.a - Value (excl. sponsor support):** $214177326.15
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $114548385.80
- **C.18.a - Value (excl. sponsor support):** $114548385.80
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $338875164.23
- **C.18.a - Value (excl. sponsor support):** $338875164.23
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29809687.50
- **C.18.a - Value (excl. sponsor support):** $29809687.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.4 - ISIN: US313385SQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9931418.10
- **C.18.a - Value (excl. sponsor support):** $9931418.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SX5, C.4 - ISIN: US313385SX52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104204654.40
- **C.18.a - Value (excl. sponsor support):** $104204654.40
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $218311042.40
- **C.18.a - Value (excl. sponsor support):** $218311042.40
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242893409.15
- **C.18.a - Value (excl. sponsor support):** $242893409.15
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24777364.50
- **C.18.a - Value (excl. sponsor support):** $24777364.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TQ9, C.4 - ISIN: US313385TQ92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129601430.01
- **C.18.a - Value (excl. sponsor support):** $129601430.01
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385UB0, C.4 - ISIN: US313385UB05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222653999.25
- **C.18.a - Value (excl. sponsor support):** $222653999.25
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385UL8, C.4 - ISIN: US313385UL86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128524932.90
- **C.18.a - Value (excl. sponsor support):** $128524932.90
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UX2, C.4 - ISIN: US313385UX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $108628177.90
- **C.18.a - Value (excl. sponsor support):** $108628177.90
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.149997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6001767.48
- **C.18.a - Value (excl. sponsor support):** $6001767.48
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.180000%
- **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):** $15004082.25
- **C.18.a - Value (excl. sponsor support):** $15004082.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 32: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.014997%
- **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):** $9999778.90
- **C.18.a - Value (excl. sponsor support):** $9999778.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 33: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.189997%
- **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):** $16013641.76
- **C.18.a - Value (excl. sponsor support):** $16013641.76
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 34: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.199998%
- **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):** $50020633.50
- **C.18.a - Value (excl. sponsor support):** $50020633.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 35: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.149997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55101877.60
- **C.18.a - Value (excl. sponsor support):** $55101877.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 36: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.969997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56009672.32
- **C.18.a - Value (excl. sponsor support):** $56009672.32
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.194997%
- **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):** $55025313.75
- **C.18.a - Value (excl. sponsor support):** $55025313.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 38: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.169999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $53025525.86
- **C.18.a - Value (excl. sponsor support):** $53025525.86
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.994999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLA7, C.4 - ISIN: US3133ERLA77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25004495.50
- **C.18.a - Value (excl. sponsor support):** $25004495.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35003353.70
- **C.18.a - Value (excl. sponsor support):** $35003353.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 41: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.199998%
- **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):** $60026796.00
- **C.18.a - Value (excl. sponsor support):** $60026796.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 42: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.019998%
- **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):** $15015924.30
- **C.18.a - Value (excl. sponsor support):** $15015924.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.024998%
- **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):** $35016047.50
- **C.18.a - Value (excl. sponsor support):** $35016047.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.199998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80008947.20
- **C.18.a - Value (excl. sponsor support):** $80008947.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 45: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.199998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30007779.00
- **C.18.a - Value (excl. sponsor support):** $30007779.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.189997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45039271.05
- **C.18.a - Value (excl. sponsor support):** $45039271.05
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 47: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.194997%
- **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):** $105016345.35
- **C.18.a - Value (excl. sponsor support):** $105016345.35
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 48: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.209998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50016315.00
- **C.18.a - Value (excl. sponsor support):** $50016315.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.164998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30007743.90
- **C.18.a - Value (excl. sponsor support):** $30007743.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.029998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYQ8, C.4 - ISIN: US3133ERYQ82, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30016303.50
- **C.18.a - Value (excl. sponsor support):** $30016303.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.204998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZB0, C.4 - ISIN: US3133ERZB05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80030887.20
- **C.18.a - Value (excl. sponsor support):** $80030887.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.189997%
- **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):** $30019354.50
- **C.18.a - Value (excl. sponsor support):** $30019354.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 53: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCV7, C.4 - ISIN: US3133ETCV71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999451.50
- **C.18.a - Value (excl. sponsor support):** $49999451.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.005000%
- **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):** $22999389.81
- **C.18.a - Value (excl. sponsor support):** $22999389.81
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.014997%
- **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):** $60102000.00
- **C.18.a - Value (excl. sponsor support):** $60102000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.000000%
- **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):** $59998998.60
- **C.18.a - Value (excl. sponsor support):** $59998998.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.199998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ65, C.4 - ISIN: US3133ETJ657, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59996900.40
- **C.18.a - Value (excl. sponsor support):** $59996900.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.149997%
- **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):** $39994262.40
- **C.18.a - Value (excl. sponsor support):** $39994262.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.159998%
- **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):** $69994969.10
- **C.18.a - Value (excl. sponsor support):** $69994969.10
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.149997%
- **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):** $40029240.40
- **C.18.a - Value (excl. sponsor support):** $40029240.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.169999%
- **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):** $229984261.10
- **C.18.a - Value (excl. sponsor support):** $229984261.10
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.185000%
- **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):** $79995441.60
- **C.18.a - Value (excl. sponsor support):** $79995441.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.164998%
- **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):** $55000174.90
- **C.18.a - Value (excl. sponsor support):** $55000174.90
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.199998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55122890.49
- **C.18.a - Value (excl. sponsor support):** $55122890.49
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.204998%
- **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):** $39998426.40
- **C.18.a - Value (excl. sponsor support):** $39998426.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 66: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.159998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $30007894.20
- **C.18.a - Value (excl. sponsor support):** $30007894.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.189997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $85054929.55
- **C.18.a - Value (excl. sponsor support):** $85054929.55
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **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 68: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.189997%
- **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):** $45024733.35
- **C.18.a - Value (excl. sponsor support):** $45024733.35
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 69: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.169999%
- **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):** $79030995.65
- **C.18.a - Value (excl. sponsor support):** $79030995.65
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 70: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.185000%
- **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):** $61057400.39
- **C.18.a - Value (excl. sponsor support):** $61057400.39
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 71: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.189997%
- **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):** $111091396.29
- **C.18.a - Value (excl. sponsor support):** $111091396.29
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 72: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $189486418.60
- **C.18.a - Value (excl. sponsor support):** $189486418.60
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: 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):** $142586396.70
- **C.18.a - Value (excl. sponsor support):** $142586396.70
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 74: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $174677006.00
- **C.18.a - Value (excl. sponsor support):** $174677006.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **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 75: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $478376534.40
- **C.18.a - Value (excl. sponsor support):** $478376534.40
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $107994960.41
- **C.18.a - Value (excl. sponsor support):** $107994960.41
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $154264887.70
- **C.18.a - Value (excl. sponsor support):** $154264887.70
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $202272834.89
- **C.18.a - Value (excl. sponsor support):** $202272834.89
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $164471987.79
- **C.18.a - Value (excl. sponsor support):** $164471987.79
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44762242.05
- **C.18.a - Value (excl. sponsor support):** $44762242.05
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $218673430.80
- **C.18.a - Value (excl. sponsor support):** $218673430.80
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: 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):** $108244695.90
- **C.18.a - Value (excl. sponsor support):** $108244695.90
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 83: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14890589.70
- **C.18.a - Value (excl. sponsor support):** $14890589.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $158721030.40
- **C.18.a - Value (excl. sponsor support):** $158721030.40
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: 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):** $39572187.60
- **C.18.a - Value (excl. sponsor support):** $39572187.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 86: 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):** $98799219.00
- **C.18.a - Value (excl. sponsor support):** $98799219.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: 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):** $29412597.60
- **C.18.a - Value (excl. sponsor support):** $29412597.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 88: 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):** $54098945.45
- **C.18.a - Value (excl. sponsor support):** $54098945.45
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 89: 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):** $200859319.80
- **C.18.a - Value (excl. sponsor support):** $200859319.80
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 90: 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):** $45337429.69
- **C.18.a - Value (excl. sponsor support):** $45337429.69
- **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 91: 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):** $83023750.00
- **C.18.a - Value (excl. sponsor support):** $83023750.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 92: 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):** $230934375.00
- **C.18.a - Value (excl. sponsor support):** $230934375.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 93: 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):** $30174843.60
- **C.18.a - Value (excl. sponsor support):** $30174843.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 94: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.059997%
- **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):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **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          | 2037-09-01      | 6.0000%  | 0.0000% | $14650700.00       | $102953.99         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-10-01      | 5.5000%  | 0.0000% | $10715152.00       | $8973600.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2038-07-01      | 4.5000%  | 0.0000% | $1186000.00        | $771139.41         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 3.0000%  | 0.0000% | $285000.00         | $113159.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1064524.00        | $990847.35         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 4.5000%  | 0.0000% | $3399200.00        | $3065442.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-04-01      | 2.5000%  | 0.0000% | $500000.00         | $100801.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $6562100.00        | $1686112.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1543798.00        | $1617800.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1449464.00        | $1443520.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1343624.00        | $1358945.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $10278112.00       | $10563554.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1312606.00        | $1321661.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1195660.00        | $1170408.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 6.0000%  | 0.0000% | $1173854.00        | $1179194.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $5000232.00        | $5246320.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $8693040.00        | $8957823.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 5.0000%  | 0.0000% | $1475156.00        | $1499353.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $2009936.00        | $1987028.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1255000.00        | $1317929.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 5.5000%  | 0.0000% | $1260696.00        | $1300212.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1693992.00        | $1739114.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $6361900.00        | $6620886.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2062-03-01      | 4.0000%  | 0.0000% | $54055424.00       | $41481745.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2028-02-01      | 1.0900%  | 0.0000% | $4456000.00        | $4211038.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $3943288.00        | $3973986.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $9274560.00        | $8924922.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $1112986.00        | $1144836.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 7.0000%  | 0.0000% | $3369356.00        | $3558299.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 4.0000%  | 0.0000% | $127863.00         | $117532.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $30000.00          | $18679.78          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $74000.00          | $54293.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $24000.00          | $18016.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $228475.00         | $196611.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1682080.00        | $1329513.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1050000.00        | $876933.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $5020000.00        | $4921136.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 2.5000%  | 0.0000% | $47605056.00       | $41096309.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 3.0000%  | 0.0000% | $487883.00         | $307713.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $10000000.00       | $7012505.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 4.0000%  | 0.0000% | $117000.00         | $78179.81          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 2.5000%  | 0.0000% | $591235.00         | $434312.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-02-01      | 6.0000%  | 0.0000% | $1015628.00        | $972088.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-02-01      | 6.5000%  | 0.0000% | $1009998.00        | $794467.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $70022912.00       | $70806468.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $6117000.00        | $628398.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-03-01      | 3.5000%  | 0.0000% | $2315344.00        | $121728.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 2.0000%  | 0.0000% | $4000000.00        | $1306919.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 4.0000%  | 0.0000% | $21879.00          | $16813.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 5.0000%  | 0.0000% | $2571628.00        | $1893102.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $538000.00         | $482922.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 3.5000%  | 0.0000% | $2333908.00        | $2199085.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $14780800.00       | $14361273.06       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $2288384.00        | $2417162.81        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $3386264.00        | $3466474.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $51032640.00       | $52068704.66       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $71728768.00       | $72231093.84       | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 2.5000%  | 0.0000% | $1785564.00        | $256090.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2030-08-20      | 2.5000%  | 0.0000% | $235500.00         | $16017.82          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-05-20      | 4.5000%  | 0.0000% | $424399.00         | $112988.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 3.5000%  | 0.0000% | $7695208.00        | $2212289.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 5.0000%  | 0.0000% | $5329648.00        | $4958614.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 6.5000%  | 0.0000% | $122231.00         | $54186.99          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-09-20      | 4.5000%  | 0.0000% | $117000.00         | $24393.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-02-20      | 3.0000%  | 0.0000% | $1241700.00        | $272985.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2061-08-15      | 3.2300%  | 0.0000% | $49051.00          | $43729.88          | Agency Mortgage-Backed Securities |
| GNMA          | 2063-08-15      | 2.6500%  | 0.0000% | $75050.00          | $63992.55          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 5.0000%  | 0.0000% | $900000.00         | $766159.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-02-15      | 5.7200%  | 0.0000% | $60545.00          | $63394.10          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-15      | 5.6400%  | 0.0000% | $10000000.00       | $10851375.04       | Agency Mortgage-Backed Securities |
| GNMA          | 2059-10-15      | 4.2000%  | 0.0000% | $105750.00         | $101028.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2067-04-15      | 5.3000%  | 0.0000% | $9646816.00        | $9827356.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 4.5000%  | 0.0000% | $1744800.00        | $1682333.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 7.0000%  | 0.0000% | $1089976.00        | $1132416.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1335230.00        | $1385654.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 6.5000%  | 0.0000% | $2969196.00        | $2483985.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $12197408.00       | $12391235.16       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1396918.00        | $1477106.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $930504.00         | $969604.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2497520.00        | $2607136.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 4.0000%  | 0.0000% | $2338596.00        | $2214056.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1955170.00        | $2043439.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2374364.00        | $2480602.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1403580.00        | $1506671.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 7.0000%  | 0.0000% | $2789424.00        | $2886904.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $10048656.00       | $10609521.34       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $45036480.00       | $46532687.73       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $3638072.00        | $3708257.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $4241864.00        | $4443213.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $803265.00         | $831004.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $2090556.00        | $2109086.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $4194072.00        | $4330546.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-20      | 3.0000%  | 0.0000% | $526500.00         | $467092.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $3456430.00        | $3408529.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.5000%  | 0.0000% | $2869732.00        | $2370215.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1691170.00        | $1766475.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1561272.00        | $1630906.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $2048964.00        | $2086445.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-04-20      | 3.5000%  | 0.0000% | $400000.00         | $79474.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2033-10-20      | 6.5000%  | 0.0000% | $14484278.00       | $118001.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-15      | 2.5000%  | 0.0000% | $3707512.00        | $2467563.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-12-20      | 2.5000%  | 0.0000% | $1776000.00        | $1031234.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $612608.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 2.0000%  | 0.0000% | $82634752.00       | $57860302.58       | Agency Mortgage-Backed Securities |

### Security 95: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BAN 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTBAT7M4
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.4200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $704076000.00      | $705771352.77      | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $58074500.00       | $59228733.21       | U.S. Treasuries (including strips) |

### Security 96: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 3.930000%
- **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: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTBD7HZ9
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.4200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $136921900.00      | $123376704.36      | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $199843000.00      | $209085125.02      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $136106000.00      | $137624135.30      | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $286858500.00      | $294914082.34      | U.S. Treasuries (including strips) |

### Security 97: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 4.090000%
- **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: BNTBEV1Q2
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2037-02-15      | 0.0000%  | 0.0000% | $22538819.00       | $13924414.76       | U.S. Treasuries (including strips) |
| USTR          | 2036-11-15      | 0.0000%  | 0.0000% | $36778242.00       | $23000119.53       | U.S. Treasuries (including strips) |
| USTR          | 2037-11-15      | 0.0000%  | 0.0000% | $24780100.00       | $14724954.92       | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.0000%  | 0.0000% | $90447767.00       | $25275447.59       | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $36420400.00       | $19238165.79       | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $31716733.00       | $16503770.30       | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 0.0000%  | 0.0000% | $89242655.97       | $23688570.60       | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 0.0000%  | 0.0000% | $57391000.00       | $14977903.18       | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 0.0000%  | 0.0000% | $76603000.00       | $19798504.97       | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $51634367.00       | $20060984.27       | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $32774267.00       | $14761169.34       | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $54702837.13       | $22963266.38       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $50775090.00       | $20999815.60       | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $36342300.00       | $14463617.58       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $59287200.00       | $22137544.04       | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $60821383.00       | $22163251.14       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $56176533.00       | $18124796.61       | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $63308700.00       | $19931161.48       | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $69555289.00       | $21373157.87       | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $70392350.00       | $21081382.55       | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 0.0000%  | 0.0000% | $50058300.00       | $14294197.62       | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 0.0000%  | 0.0000% | $33571914.23       | $8513803.88        | U.S. Treasuries (including strips) |

### Security 98: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.090000%
- **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: BNTBEV1R0
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 5.4800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2037-09-01      | 6.3370%  | 0.0000% | $800000.00         | $50367.78          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-11-01      | 6.5000%  | 0.0000% | $5927704.00        | $11518.82          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $665711.00         | $116546.84         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $1533954.00        | $155841.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2033-09-01      | 3.1800%  | 0.0000% | $6424544.00        | $5407431.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-09-01      | 5.0000%  | 0.0000% | $1057308.00        | $1063318.02        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-12-01      | 6.0000%  | 0.0000% | $1602992.00        | $1673783.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 3.0000%  | 0.0000% | $407000.00         | $38031.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $258012.00         | $254863.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2381404.00        | $2414176.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $42339392.00       | $43556945.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2061-07-01      | 5.5000%  | 0.0000% | $13250000.00       | $10896865.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 3.5000%  | 0.0000% | $1288880.00        | $447296.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-04-01      | 3.5800%  | 0.0000% | $87000.00          | $83499.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $3559944.00        | $849283.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $350000.00         | $44948.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $5967848.00        | $3628897.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $600000.00         | $330468.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 3.0000%  | 0.0000% | $44231744.00       | $42060633.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $9516752.00        | $6762624.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-01-01      | 5.5000%  | 0.0000% | $471700000.00      | $3476000.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 7.0000%  | 0.0000% | $8966144.00        | $9596903.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2035-10-20      | 5.5000%  | 0.0000% | $694016.00         | $58815.56          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-10-20      | 3.5000%  | 0.0000% | $3810450.00        | $410594.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-01-20      | 5.6250%  | 0.0000% | $1957976.00        | $103528.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2031-01-20      | 2.5000%  | 0.0000% | $221116.00         | $19966.56          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 5.0000%  | 0.0000% | $3023060.00        | $226711.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 3.5000%  | 0.0000% | $1739230.00        | $51339.75          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-02-20      | 4.5000%  | 0.0000% | $20000000.00       | $1470827.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 2.5000%  | 0.0000% | $24760096.00       | $8646703.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2036-12-20      | 2.0000%  | 0.0000% | $251091.00         | $132030.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 3.0000%  | 0.0000% | $6709856.00        | $4473846.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $49168448.00       | $37965145.70       | Agency Mortgage-Backed Securities |
| GNMA          | 2035-02-20      | 3.5000%  | 0.0000% | $307563.00         | $251837.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-11-20      | 1.5000%  | 0.0000% | $127477.00         | $95861.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 3.5000%  | 0.0000% | $350000.00         | $253820.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.5000%  | 0.0000% | $275000.00         | $157193.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 3.5000%  | 0.0000% | $199999.00         | $115716.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-02-15      | 2.8500%  | 0.0000% | $98914.00          | $85862.85          | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 3.4100%  | 0.0000% | $42928.00          | $38619.71          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $4500000.00        | $3049964.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-20      | 2.5000%  | 0.0000% | $1147576.00        | $464420.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.5000%  | 0.0000% | $1085000.00        | $848037.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $36788.00          | $6172.87           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $1083148.00        | $1093388.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-20      | 4.5000%  | 0.0000% | $1117018.00        | $737607.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-06-20      | 6.0000%  | 0.0000% | $12531648.00       | $6753372.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-01-20      | 7.5000%  | 0.0000% | $4812496.00        | $1142972.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-01-20      | 7.5000%  | 0.0000% | $528233.00         | $394288.16         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-10-20      | 6.5000%  | 0.0000% | $1228028.00        | $1272513.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $2120352.00        | $2163082.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-07-20      | 2.5000%  | 0.0000% | $165244.00         | $136114.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $6212776.00        | $5996710.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 6.5000%  | 0.0000% | $4100736.00        | $3321913.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.5000%  | 0.0000% | $1735390.00        | $1154567.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 7.0000%  | 0.0000% | $3001300.00        | $798518.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2219388.00        | $1534933.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $3452408.00        | $2921306.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1354902.00        | $1418186.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1550250.00        | $1615422.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1841842.00        | $1922558.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-12-20      | 4.5000%  | 0.0000% | $792486.00         | $773640.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 2.0000%  | 0.0000% | $1204612.00        | $943187.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.2700%  | 0.0000% | $1230880.00        | $1271399.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $1195848.00        | $1194217.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 4.5000%  | 0.0000% | $5327512.00        | $5072794.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $1754426.00        | $1814289.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $3711416.00        | $3721721.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3676628.00        | $3825887.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-10-20      | 3.5000%  | 0.0000% | $1495706.00        | $1275355.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1075074.00        | $1119255.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 4.0000%  | 0.0000% | $1024830.00        | $970108.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1605408.00        | $1664182.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1213686.00        | $1271252.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 4.0000%  | 0.0000% | $720388.00         | $683132.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-10-20      | 3.5000%  | 0.0000% | $1582954.00        | $1448791.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 3.5000%  | 0.0000% | $777889.00         | $707889.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 4.0000%  | 0.0000% | $361663.00         | $343185.21         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 3.0000%  | 0.0000% | $168062.00         | $150146.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 4.5000%  | 0.0000% | $278160.00         | $272187.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 6.5000%  | 0.0000% | $900000.00         | $932013.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1854396.00        | $1915920.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-10-20      | 6.5000%  | 0.0000% | $207330.00         | $214840.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2500596.00        | $2617086.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1887528.00        | $1975456.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1132122.00        | $1179715.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-10-20      | 4.0000%  | 0.0000% | $1288534.00        | $1224666.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-11-20      | 7.0000%  | 0.0000% | $7300000.00        | $7560478.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-11-20      | 6.5000%  | 0.0000% | $14300000.00       | $14818003.20       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 4.5000%  | 0.0000% | $4261000.00        | $4151641.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 4.0000%  | 0.0000% | $230735.00         | $219131.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $496756224.00      | $470769876.53      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 4.5000%  | 0.0000% | $40000000.00       | $38742837.62       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 3.5000%  | 0.0000% | $88949760.00       | $81838668.46       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $279690240.00      | $289160695.72      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 4.0000%  | 0.0000% | $27253888.00       | $27124159.49       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2100148.00        | $2187305.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-10-20      | 6.5000%  | 0.0000% | $886648.00         | $918428.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1821942.00        | $1875435.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-10-20      | 4.5000%  | 0.0000% | $200673.00         | $196711.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 4.0000%  | 0.0000% | $753738.00         | $715912.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1252396.00        | $1297901.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-10-20      | 3.5000%  | 0.0000% | $345098.00         | $315823.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-11-20      | 6.0000%  | 0.0000% | $7955672.00        | $8152336.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $9758000.00        | $9815972.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $8411552.00        | $8466698.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2032-07-15      | 6.5000%  | 0.0000% | $17186624.00       | $26682.34          | Agency Mortgage-Backed Securities |
| GNMA          | 2029-03-20      | 6.5000%  | 0.0000% | $10473467.00       | $9384.41           | Agency Mortgage-Backed Securities |
| GNMA          | 2032-07-15      | 6.5000%  | 0.0000% | $1061260.00        | $5772.67           | Agency Mortgage-Backed Securities |
| GNMA          | 2028-07-15      | 3.0000%  | 0.0000% | $753837.00         | $43076.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-15      | 6.0000%  | 0.0000% | $28828384.00       | $2780017.97        | Agency Mortgage-Backed Securities |

### Security 99: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTBEV2J7
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 5.9300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-01-15      | 0.6250%  | 0.0000% | $970607500.00      | $1326000045.50     | U.S. Treasuries (including strips) |

### Security 100: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 4.080000%
- **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: BNTBEV2M0
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 6.6200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $330714000.00      | $542757863.12      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $516468700.00      | $536857514.64      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $345613500.00      | $355777467.10      | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $43663900.00       | $43607200.84       | U.S. Treasuries (including strips) |

### Security 101: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.110000%
- **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: BNTBEV2Q1
- **C.18 - Value (incl. sponsor support):** $3200000000.00
- **C.18.a - Value (excl. sponsor support):** $3200000000.00
- **C.19 - Percentage of Net Assets:** 14.6000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2026-02-19      | 0.0000%  | 0.0000% | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| USTR          | 2026-03-19      | 0.0000%  | 0.0000% | $908100.00         | $898013.73         | U.S. Treasuries (including strips) |
| USTR          | 2026-05-14      | 0.0000%  | 0.0000% | $100.00            | $98.33             | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 0.0000%  | 0.0000% | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| USTR          | 2026-01-13      | 0.0000%  | 0.0000% | $7939900.00        | $7904154.57        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 6.5000%  | 0.0000% | $875200.00         | $902467.95         | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 6.3750%  | 0.0000% | $11800.00          | $12569.84          | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 6.1250%  | 0.0000% | $300500.00         | $332375.00         | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $15955700.00       | $15720925.23       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $9352700.00        | $9138504.56        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $990500.00         | $982627.97         | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $200000.00         | $197290.29         | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $611500.00         | $609578.44         | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $5081600.00        | $5006246.13        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $200000.00         | $198164.97         | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $17618900.00       | $17340378.68       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $98.60             | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $400.00            | $393.20            | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.1250%  | 0.0000% | $8470100.00        | $8241601.13        | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $96.32             | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $1178800.00        | $1129984.41        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $14995600.00       | $14331004.46       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $400.00            | $380.20            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $174.84            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $514200.00         | $488660.86         | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $600.00            | $526.48            | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $41081900.00       | $39121722.28       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 1.2500%  | 0.0000% | $1200.00           | $1139.30           | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $1200.00           | $1143.50           | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $178822900.00      | $169910201.45      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $98.71             | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 0.6250%  | 0.0000% | $43795400.00       | $42999420.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $383389400.00      | $360801969.02      | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 0.7500%  | 0.0000% | $7596100.00        | $7445567.50        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $200.00            | $195.72            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $50049900.00       | $47591050.15       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $196.02            | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $1564000.00        | $1513691.74        | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $600.00            | $594.08            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $9123200.00        | $9039550.03        | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $17315100.00       | $16477160.99       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $7933700.00        | $8004243.27        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $2067800.00        | $2020955.61        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $3011900.00        | $2990846.85        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $101.95            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $89088800.00       | $90374316.43       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $4612600.00        | $4716016.12        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $15905900.00       | $16395742.09       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $102.63            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $24296700.00       | $24574485.22       | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $6309100.00        | $6250560.47        | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $16600100.00       | $17042646.28       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $2140000.00        | $2149499.39        | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $39818300.00       | $39797880.47       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $82658200.00       | $82892385.75       | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $375595200.00      | $365135631.10      | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $138381400.00      | $141306355.55      | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $95520800.00       | $97943883.97       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-15      | 4.1250%  | 0.0000% | $1000.00           | $1020.88           | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $290900.00         | $297109.97         | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $1000.00           | $1029.40           | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $206.08            | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $3267800.00        | $3310834.92        | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $33452300.00       | $35208363.97       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $403600.00         | $418872.85         | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $19748600.00       | $20017154.49       | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $314200.00         | $328565.54         | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $2897300.00        | $2928367.49        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $500.00            | $513.71            | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $8216600.00        | $8391262.14        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 4.6250%  | 0.0000% | $200.00            | $202.61            | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $18000.00          | $18456.86          | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $100.00            | $100.94            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $194405600.00      | $201918666.49      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $19675000.00       | $20735799.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $149705700.00      | $155229806.79      | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $104.16            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $1000.00           | $1024.05           | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 3.9624%  | 0.0000% | $3604200.00        | $3615308.73        | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $23255600.00       | $24105245.37       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $1047800.00        | $1057872.10        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $1893600.00        | $1914721.34        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $9188700.00        | $9256049.57        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $1713800.00        | $1755498.89        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $58352200.00       | $60868031.19       | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $4448300.00        | $4664303.96        | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $800.00            | $851.04            | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $33887900.00       | $34450729.72       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $552563000.00      | $568692383.80      | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $299900.00         | $302990.16         | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $284700.00         | $286234.12         | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $11924600.00       | $12104998.18       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $186924000.00      | $188332413.47      | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $26713900.00       | $27849149.66       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $661600.00         | $686232.31         | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $37262400.00       | $38272514.23       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $2219100.00        | $2281942.99        | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $497700.00         | $503741.04         | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $2250900.00        | $2266745.63        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50215688.46       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $101625000.00      | $101773058.08      | U.S. Treasuries (including strips) |

### Security 102: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BNTBEV2U2
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2040-03-26      | 2.3400%  | 0.0000% | $10950000.00       | $8288985.75        | Agency Debentures and Agency Strips |
| FHLB          | 2044-10-21      | 5.8750%  | 0.0000% | $5000000.00        | $5028980.97        | Agency Debentures and Agency Strips |
| FHLB          | 2040-06-12      | 5.9500%  | 0.0000% | $36025000.00       | $37281844.20       | Agency Debentures and Agency Strips |
| FHLB          | 2040-07-30      | 5.5700%  | 0.0000% | $6825000.00        | $7061515.07        | Agency Debentures and Agency Strips |
| FHLB          | 2040-08-06      | 5.5800%  | 0.0000% | $3970000.00        | $4104166.15        | Agency Debentures and Agency Strips |
| FHLB          | 2037-08-21      | 5.5000%  | 0.0000% | $31305000.00       | $31971372.14       | Agency Debentures and Agency Strips |
| FHLB          | 2040-09-18      | 5.3750%  | 0.0000% | $4000000.00        | $4045485.56        | Agency Debentures and Agency Strips |
| FHLB          | 2055-10-22      | 5.0750%  | 0.0000% | $15000000.00       | $15056565.00       | Agency Debentures and Agency Strips |
| FMAC          | 2031-03-15      | 6.7500%  | 0.0000% | $3599000.00        | $4179963.17        | Agency Debentures and Agency Strips |
| FNMA          | 2038-08-06      | 6.2100%  | 0.0000% | $8321000.00        | $9970055.78        | Agency Debentures and Agency Strips |
| FNMA          | 2027-10-08      | 0.7500%  | 0.0000% | $150000.00         | $142718.80         | Agency Debentures and Agency Strips |
| GNMA          | 2041-05-20      | 4.0000%  | 0.0000% | $2737092.00        | $596555.70         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-10-15      | 4.0000%  | 0.0000% | $9515000.00        | $471754.64         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-04-15      | 3.5000%  | 0.0000% | $51839.00          | $33575.12          | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-05-20      | 4.0000%  | 0.0000% | $97389064.00       | $9006955.21        | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-08-15      | 4.0000%  | 0.0000% | $1116226.00        | $245108.55         | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-05-20      | 5.0000%  | 0.0000% | $1091508.00        | $904865.34         | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-03-20      | 2.5000%  | 0.0000% | $1831678.00        | $1139792.68        | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-07-15      | 4.0000%  | 0.0000% | $161000.00         | $8116.08           | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-04-20      | 3.0000%  | 0.0000% | $147934.00         | $130328.22         | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-12-20      | 3.0000%  | 0.0000% | $934301.00         | $828413.48         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $746162.00         | $778322.57         | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-07-20      | 4.5000%  | 0.0000% | $846138.00         | $827373.74         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2372720.00        | $2471133.44        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $11372384.00       | $11673024.34       | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $10410832.00       | $10658068.44       | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-07-15      | 4.0000%  | 0.0000% | $9789400.00        | $350861.14         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-07-15      | 4.0000%  | 0.0000% | $490000.00         | $20250.34          | Agency Mortgage-Backed Securities   |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $86043200.00       | $88113601.90       | U.S. Treasuries (including strips)  |

### Security 103: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTBEV2V0
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2030-06-30      | 3.8750%  | 0.0000% | $2973500.00        | $3060079.80        | U.S. Treasuries (including strips) |

### Security 104: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.080000%
- **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: BNTBEV349
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 6.1600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $439567200.00      | $416676670.80      | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $418265500.00      | $425990540.99      | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $530597600.00      | $534332840.93      | U.S. Treasuries (including strips) |

### Security 105: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.080000%
- **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: BNTBEV380
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.5600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2029-12-31      | 4.3750%  | 0.0000% | $972763800.00      | $1020000010.04     | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2025-12-05

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President