# EDGAR Filing Document

**Accession Number:** 0000798290
**File Stem:** 0001410368-25-013991
**Filing Date:** 2025-10
**Character Count:** 307609
**Document Hash:** 638fa793231620d41cdb1de0eb3a095a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-013991.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001410368-25-013991

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HSBC FUNDS
- **CENTRAL INDEX KEY:** 0000798290

**ORGANIZATION NAME:**
- **EIN:** 043084306
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04782
- **FILM NUMBER:** 251378690

**BUSINESS ADDRESS:**
- **STREET 1:** C/O HSBC FUNDS
- **STREET 2:** 66 HUDSON BOULEVARD E
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 1-800-782-8183

**MAIL ADDRESS:**
- **STREET 1:** C/O HSBC FUNDS
- **STREET 2:** 66 HUDSON BOULEVARD E
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HSBC INVESTOR FUNDS
- **DATE OF NAME CHANGE:** 20010531

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** REPUBLIC FUNDS
- **DATE OF NAME CHANGE:** 19941013

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FUNDTRUST /NY
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### HSBC U.S. Government Money Market Fund (Series ID: S000005047)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000013784 | Y Shares                   | RGYXX           |
| C000013787 | Class A Shares             | HGDXX           |
| C000013788 | I Shares                   | HGIXX           |
| C000167214 | Intermediary Class         | HGGXX           |
| C000167215 | Intermediary Service Class | HGFXX           |
| C000238466 | Class P                    | HGPXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000798290

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

**Registrant Full Name:** The HSBC Funds

**CIK Number of Registrant:** 0000798290

**LEI of Registrant:** 213800JVHAGFQYZSO120

**Name of Series:** HSBC U.S. Government Money Market Fund

**LEI of Series:** 213800MK2OTSN7TSAV83

**EDGAR Series Identifier:** S000005047

**Total number of share classes in the series:** 6

**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            | HSBC Global Asset Management (USA) Inc.                   | 801-25999         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: New York<br>State: NY |  |
| Administrator                 | HSBC Global Asset Management (USA) Inc.                   |  |
| Transfer Agent                | State Street Bank and Trust Co.<br>CIK: 0000839287        | 085-05003         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-07647

- **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:** 45 days

- **WAL:** 98 days

- **Total Value of Portfolio Securities:** $43802194812.36

- **Amortized Cost of Portfolio Securities:** $43791566650.53

- **Cash:** $33738597.34

- **Total Other Assets:** $73058612.78

- **Total Liabilities:** $735722094.96

- **Net Assets of Series:** $43162641765.69

- **Number of Shares Outstanding (Series):** 43163962449.3320

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $36146582551.97           | $36411757639.18            | 79.3100%                  | 79.8900%                   |
| 2025-09-03 | $36166558779.54           | $36431733633.40            | 79.3200%                  | 79.9000%                   |
| 2025-09-04 | $36040106023.20           | $36335280589.26            | 79.2600%                  | 79.9100%                   |
| 2025-09-05 | $35645661011.88           | $35675660979.18            | 79.1600%                  | 79.2200%                   |
| 2025-09-08 | $36197979477.85           | $36227979455.65            | 79.4200%                  | 79.4900%                   |
| 2025-09-09 | $35445260256.46           | $35875259627.36            | 79.0800%                  | 80.0300%                   |
| 2025-09-10 | $37052854864.63           | $37452854196.63            | 79.8500%                  | 80.7100%                   |
| 2025-09-11 | $36298183994.11           | $36698183712.11            | 79.5200%                  | 80.3900%                   |
| 2025-09-12 | $36104841810.94           | $36504841800.94            | 79.3700%                  | 80.2500%                   |
| 2025-09-15 | $36755173632.92           | $36829686132.92            | 80.3700%                  | 80.5300%                   |
| 2025-09-16 | $36143633109.33           | $36368154187.83            | 80.1100%                  | 80.6100%                   |
| 2025-09-17 | $34478647775.90           | $34703175592.40            | 79.3100%                  | 79.8300%                   |
| 2025-09-18 | $32482347798.36           | $33106886789.61            | 78.3200%                  | 79.8300%                   |
| 2025-09-19 | $31393046080.66           | $32017596865.16            | 77.7200%                  | 79.2700%                   |
| 2025-09-22 | $32390073499.21           | $32864648286.71            | 78.5600%                  | 79.7100%                   |
| 2025-09-23 | $32180124647.21           | $32654706430.71            | 78.4500%                  | 79.6100%                   |
| 2025-09-24 | $33311779720.72           | $33386371189.72            | 79.7900%                  | 79.9700%                   |
| 2025-09-25 | $32874175328.03           | $32948774807.03            | 79.5800%                  | 79.7600%                   |
| 2025-09-26 | $33967680609.56           | $34042290651.56            | 80.1000%                  | 80.2700%                   |
| 2025-09-29 | $35206703422.21           | $35756342220.96            | 80.6700%                  | 81.9200%                   |
| 2025-09-30 | $35475135143.51           | $36024781073.51            | 80.7900%                  | 82.0400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3500%             |
| 2025-09-03 | 4.3500%             |
| 2025-09-04 | 4.3500%             |
| 2025-09-05 | 4.3500%             |
| 2025-09-08 | 4.3600%             |
| 2025-09-09 | 4.3600%             |
| 2025-09-10 | 4.3600%             |
| 2025-09-11 | 4.3500%             |
| 2025-09-12 | 4.3500%             |
| 2025-09-15 | 4.3500%             |
| 2025-09-16 | 4.3500%             |
| 2025-09-17 | 4.3500%             |
| 2025-09-18 | 4.3300%             |
| 2025-09-19 | 4.2600%             |
| 2025-09-22 | 4.2300%             |
| 2025-09-23 | 4.2100%             |
| 2025-09-24 | 4.1900%             |
| 2025-09-25 | 4.1800%             |
| 2025-09-26 | 4.1800%             |
| 2025-09-29 | 4.1800%             |
| 2025-09-30 | 4.1900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0001                      |
|  |  |
| 2025-09-03 | 1.0001                      |
|  |  |
| 2025-09-04 | 1.0002                      |
|  |  |
| 2025-09-05 | 1.0002                      |
|  |  |
| 2025-09-08 | 1.0003                      |
|  |  |
| 2025-09-09 | 1.0002                      |
|  |  |
| 2025-09-10 | 1.0002                      |
|  |  |
| 2025-09-11 | 1.0003                      |
|  |  |
| 2025-09-12 | 1.0002                      |
|  |  |
| 2025-09-15 | 1.0002                      |
|  |  |
| 2025-09-16 | 1.0003                      |
|  |  |
| 2025-09-17 | 1.0003                      |
|  |  |
| 2025-09-18 | 1.0003                      |
|  |  |
| 2025-09-19 | 1.0003                      |
|  |  |
| 2025-09-22 | 1.0003                      |
|  |  |
| 2025-09-23 | 1.0003                      |
|  |  |
| 2025-09-24 | 1.0003                      |
|  |  |
| 2025-09-25 | 1.0002                      |
|  |  |
| 2025-09-26 | 1.0002                      |
|  |  |
| 2025-09-29 | 1.0002                      |
|  |  |
| 2025-09-30 | 1.0002                      |
|  |  |

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

### Class: Class Y

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4366860029.86

- **Number of Shares Outstanding:** 4366886110.3410

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0003          |
|  |  |
| 2025-09-22 | 1.0003          |
|  |  |
| 2025-09-23 | 1.0003          |
|  |  |
| 2025-09-24 | 1.0003          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $361693134.00             | $204511368.35           |
| 2025-09-03 | $94775779.01              | $311921617.84           |
| 2025-09-04 | $134735400.34             | $84807583.19            |
| 2025-09-05 | $50834737.69              | $170734346.86           |
| 2025-09-08 | $4007364.85               | $6065664.22             |
| 2025-09-09 | $104773697.37             | $80213125.70            |
| 2025-09-10 | $9676813.76               | $0.00                   |
| 2025-09-11 | $352279922.21             | $193501227.87           |
| 2025-09-12 | $184721428.90             | $207290114.98           |
| 2025-09-15 | $44970616.17              | $203566432.54           |
| 2025-09-16 | $107736140.66             | $116104377.48           |
| 2025-09-17 | $59504941.51              | $89816202.63            |
| 2025-09-18 | $61112940.93              | $16234373.56            |
| 2025-09-19 | $153117431.63             | $60864569.10            |
| 2025-09-22 | $207103494.10             | $55088324.78            |
| 2025-09-23 | $79870046.70              | $121545438.23           |
| 2025-09-24 | $126979373.27             | $165731367.16           |
| 2025-09-25 | $74799681.80              | $189228347.66           |
| 2025-09-26 | $127140786.03             | $84742637.37            |
| 2025-09-29 | $314647650.86             | $16148282.03            |
| 2025-09-30 | $2164778279.51            | $76407277.67            |

**Total Gross Subscriptions (Month):** $4819259661.30

**Total Gross Redemptions (Month):** $2454522679.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1200%           |
| 2025-09-03 | 4.1200%           |
| 2025-09-04 | 4.1200%           |
| 2025-09-05 | 4.1200%           |
| 2025-09-08 | 4.1300%           |
| 2025-09-09 | 4.1300%           |
| 2025-09-10 | 4.1300%           |
| 2025-09-11 | 4.1200%           |
| 2025-09-12 | 4.1200%           |
| 2025-09-15 | 4.1200%           |
| 2025-09-16 | 4.1200%           |
| 2025-09-17 | 4.1200%           |
| 2025-09-18 | 4.1000%           |
| 2025-09-19 | 4.0300%           |
| 2025-09-22 | 4.0000%           |
| 2025-09-23 | 3.9800%           |
| 2025-09-24 | 3.9600%           |
| 2025-09-25 | 3.9500%           |
| 2025-09-26 | 3.9500%           |
| 2025-09-29 | 3.9500%           |
| 2025-09-30 | 3.9500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 8.9500%          | 0.0000%              |
| Non-financial corporation                           |  | 40.4400%         | 0.0000%              |
| Non-financial corporation                           |  | 5.7900%          | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1832093239.64

- **Number of Shares Outstanding:** 1831831821.2310

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0003          |
|  |  |
| 2025-09-03 | 1.0003          |
|  |  |
| 2025-09-04 | 1.0003          |
|  |  |
| 2025-09-05 | 1.0004          |
|  |  |
| 2025-09-08 | 1.0004          |
|  |  |
| 2025-09-09 | 1.0004          |
|  |  |
| 2025-09-10 | 1.0004          |
|  |  |
| 2025-09-11 | 1.0004          |
|  |  |
| 2025-09-12 | 1.0004          |
|  |  |
| 2025-09-15 | 1.0004          |
|  |  |
| 2025-09-16 | 1.0004          |
|  |  |
| 2025-09-17 | 1.0005          |
|  |  |
| 2025-09-18 | 1.0005          |
|  |  |
| 2025-09-19 | 1.0005          |
|  |  |
| 2025-09-22 | 1.0005          |
|  |  |
| 2025-09-23 | 1.0004          |
|  |  |
| 2025-09-24 | 1.0004          |
|  |  |
| 2025-09-25 | 1.0004          |
|  |  |
| 2025-09-26 | 1.0004          |
|  |  |
| 2025-09-29 | 1.0004          |
|  |  |
| 2025-09-30 | 1.0004          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $6705436.24               | $3689402.15             |
| 2025-09-03 | $59841337.21              | $0.00                   |
| 2025-09-04 | $1359060.16               | $18623340.32            |
| 2025-09-05 | $9293293.08               | $1382.70                |
| 2025-09-08 | $1099740.25               | $5332583.26             |
| 2025-09-09 | $274457.89                | $16836147.86            |
| 2025-09-10 | $9271993.37               | $1885440.40             |
| 2025-09-11 | $11370.40                 | $9701017.48             |
| 2025-09-12 | $8085093.02               | $0.00                   |
| 2025-09-15 | $705516.37                | $6991567.12             |
| 2025-09-16 | $4300948.88               | $1019689.05             |
| 2025-09-17 | $6214479.74               | $1261809.83             |
| 2025-09-18 | $804470.48                | $14054679.19            |
| 2025-09-19 | $1073388.15               | $23072408.65            |
| 2025-09-22 | $2910273.67               | $23621095.86            |
| 2025-09-23 | $1408436.60               | $743022.78              |
| 2025-09-24 | $12619.32                 | $5582843.97             |
| 2025-09-25 | $177044.19                | $3833431.88             |
| 2025-09-26 | $1559458.29               | $13218023.67            |
| 2025-09-29 | $962959.51                | $579428.47              |
| 2025-09-30 | $41699821.80              | $787931.49              |

**Total Gross Subscriptions (Month):** $157771198.62

**Total Gross Redemptions (Month):** $150835246.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.8700%           |
| 2025-09-03 | 3.8700%           |
| 2025-09-04 | 3.8700%           |
| 2025-09-05 | 3.8700%           |
| 2025-09-08 | 3.8800%           |
| 2025-09-09 | 3.8800%           |
| 2025-09-10 | 3.8800%           |
| 2025-09-11 | 3.8700%           |
| 2025-09-12 | 3.8700%           |
| 2025-09-15 | 3.8700%           |
| 2025-09-16 | 3.8700%           |
| 2025-09-17 | 3.8700%           |
| 2025-09-18 | 3.8500%           |
| 2025-09-19 | 3.7800%           |
| 2025-09-22 | 3.7500%           |
| 2025-09-23 | 3.7300%           |
| 2025-09-24 | 3.7100%           |
| 2025-09-25 | 3.7000%           |
| 2025-09-26 | 3.7000%           |
| 2025-09-29 | 3.7000%           |
| 2025-09-30 | 3.7000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 88.9300%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.3800%          | 0.0000%              |

### Class: Class I

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $31165992292.81

- **Number of Shares Outstanding:** 31167715922.8400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0003          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $2099612897.97            | $1270739908.57          |
| 2025-09-03 | $1027108128.16            | $1808809220.87          |
| 2025-09-04 | $1241988354.43            | $1164037089.35          |
| 2025-09-05 | $1238536607.58            | $1707679773.81          |
| 2025-09-08 | $1462698864.76            | $1500420567.05          |
| 2025-09-09 | $811319588.21             | $1256223678.50          |
| 2025-09-10 | $1857410116.32            | $485157692.08           |
| 2025-09-11 | $958647148.35             | $1404163983.06          |
| 2025-09-12 | $1375343098.90            | $1546117228.09          |
| 2025-09-15 | $2250604223.43            | $1516026754.28          |
| 2025-09-16 | $1472227555.99            | $1716267993.42          |
| 2025-09-17 | $1457967020.88            | $3379835528.75          |
| 2025-09-18 | $1172711198.83            | $1632105031.07          |
| 2025-09-19 | $1466855201.01            | $2190944210.60          |
| 2025-09-22 | $1401581528.35            | $1169638728.86          |
| 2025-09-23 | $1177559997.93            | $1539984750.89          |
| 2025-09-24 | $1068517400.18            | $810031931.33           |
| 2025-09-25 | $1295293182.45            | $1233571412.85          |
| 2025-09-26 | $2765923623.61            | $1590874215.40          |
| 2025-09-29 | $1267699857.64            | $996997463.41           |
| 2025-09-30 | $817013602.41             | $1725699168.06          |

**Total Gross Subscriptions (Month):** $29686619197.39

**Total Gross Redemptions (Month):** $31645326330.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2200%           |
| 2025-09-03 | 4.2200%           |
| 2025-09-04 | 4.2200%           |
| 2025-09-05 | 4.2200%           |
| 2025-09-08 | 4.2300%           |
| 2025-09-09 | 4.2300%           |
| 2025-09-10 | 4.2300%           |
| 2025-09-11 | 4.2200%           |
| 2025-09-12 | 4.2200%           |
| 2025-09-15 | 4.2200%           |
| 2025-09-16 | 4.2200%           |
| 2025-09-17 | 4.2200%           |
| 2025-09-18 | 4.2000%           |
| 2025-09-19 | 4.1300%           |
| 2025-09-22 | 4.1000%           |
| 2025-09-23 | 4.0800%           |
| 2025-09-24 | 4.0600%           |
| 2025-09-25 | 4.0500%           |
| 2025-09-26 | 4.0500%           |
| 2025-09-29 | 4.0500%           |
| 2025-09-30 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | PARTNERSHIPS     | 6.2000%          | 0.0000%              |
| Other                     | PARTNERSHIPS     | 6.0700%          | 0.0000%              |
| Non-financial corporation |  | 7.4600%          | 0.0000%              |
| Non-financial corporation |  | 8.1900%          | 0.0000%              |
| Non-financial corporation |  | 5.0000%          | 0.0000%              |

### Class: Intermediary Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $2006068369.86

- **Number of Shares Outstanding:** 2006100796.5000

- **Expense Reimbursement/Waiver:** 305676.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0003          |
|  |  |
| 2025-09-22 | 1.0003          |
|  |  |
| 2025-09-23 | 1.0003          |
|  |  |
| 2025-09-24 | 1.0003          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $610834328.23             | $18401609.59            |
| 2025-09-03 | $174196047.48             | $4526447.28             |
| 2025-09-04 | $312859750.87             | $216570102.00           |
| 2025-09-05 | $29369024.55              | $22000000.00            |
| 2025-09-08 | $195761444.54             | $0.00                   |
| 2025-09-09 | $140502287.10             | $0.00                   |
| 2025-09-10 | $10070000.00              | $255155865.53           |
| 2025-09-11 | $241235426.56             | $1000000.00             |
| 2025-09-12 | $33787153.69              | $72048388.34            |
| 2025-09-15 | $37963274.57              | $618337464.06           |
| 2025-09-16 | $193608384.35             | $0.00                   |
| 2025-09-17 | $65297211.49              | $159175429.00           |
| 2025-09-18 | $52741266.13              | $1284087504.50          |
| 2025-09-19 | $3313375.07               | $161651555.81           |
| 2025-09-22 | $28541288.75              | $36928912.34            |
| 2025-09-23 | $626565737.31             | $0.00                   |
| 2025-09-24 | $10393019.71              | $38500000.00            |
| 2025-09-25 | $62153987.87              | $51015109.12            |
| 2025-09-26 | $6000000.00               | $138678678.55           |
| 2025-09-29 | $11700000.00              | $27202724.94            |
| 2025-09-30 | $2150000.00               | $618211602.83           |

**Total Gross Subscriptions (Month):** $2849043008.27

**Total Gross Redemptions (Month):** $3723491393.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1900%           |
| 2025-09-03 | 4.1900%           |
| 2025-09-04 | 4.1900%           |
| 2025-09-05 | 4.1900%           |
| 2025-09-08 | 4.2000%           |
| 2025-09-09 | 4.2000%           |
| 2025-09-10 | 4.2000%           |
| 2025-09-11 | 4.1900%           |
| 2025-09-12 | 4.1900%           |
| 2025-09-15 | 4.1900%           |
| 2025-09-16 | 4.1900%           |
| 2025-09-17 | 4.1900%           |
| 2025-09-18 | 4.1700%           |
| 2025-09-19 | 4.1000%           |
| 2025-09-22 | 4.0700%           |
| 2025-09-23 | 4.0500%           |
| 2025-09-24 | 4.0300%           |
| 2025-09-25 | 4.0200%           |
| 2025-09-26 | 4.0200%           |
| 2025-09-29 | 4.0200%           |
| 2025-09-30 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 31.0800%         | 0.0000%              |
| Non-financial corporation |  | 47.8000%         | 0.0000%              |

### Class: Intermediary Service Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3312833736.66

- **Number of Shares Outstanding:** 3312663342.4300

- **Expense Reimbursement/Waiver:** 390465.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0004          |
|  |  |
| 2025-09-18 | 1.0004          |
|  |  |
| 2025-09-19 | 1.0004          |
|  |  |
| 2025-09-22 | 1.0004          |
|  |  |
| 2025-09-23 | 1.0004          |
|  |  |
| 2025-09-24 | 1.0003          |
|  |  |
| 2025-09-25 | 1.0003          |
|  |  |
| 2025-09-26 | 1.0003          |
|  |  |
| 2025-09-29 | 1.0003          |
|  |  |
| 2025-09-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $288443621.34             | $95495275.05            |
| 2025-09-03 | $178530989.99             | $220398225.12           |
| 2025-09-04 | $79464206.76              | $129258916.97           |
| 2025-09-05 | $153980532.08             | $12425757.03            |
| 2025-09-08 | $53949332.24              | $14445327.72            |
| 2025-09-09 | $123459070.68             | $56150974.81            |
| 2025-09-10 | $18205804.70              | $185810079.51           |
| 2025-09-11 | $51930540.44              | $109480070.49           |
| 2025-09-12 | $58620436.40              | $42545032.60            |
| 2025-09-15 | $57178968.56              | $183207659.01           |
| 2025-09-16 | $72439826.84              | $40139569.43            |
| 2025-09-17 | $72743990.91              | $26680489.69            |
| 2025-09-18 | $66510808.17              | $43388488.90            |
| 2025-09-19 | $54986452.79              | $315228528.12           |
| 2025-09-22 | $135118226.46             | $43102175.02            |
| 2025-09-23 | $89791133.04              | $181552132.41           |
| 2025-09-24 | $302930749.33             | $66645840.76            |
| 2025-09-25 | $57703303.26              | $50206601.65            |
| 2025-09-26 | $84153872.73              | $77968151.02            |
| 2025-09-29 | $141091822.77             | $48345168.64            |
| 2025-09-30 | $84055418.03              | $131541424.51           |

**Total Gross Subscriptions (Month):** $2225289107.52

**Total Gross Redemptions (Month):** $2074015888.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1700%           |
| 2025-09-03 | 4.1700%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1700%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1700%           |
| 2025-09-12 | 4.1700%           |
| 2025-09-15 | 4.1700%           |
| 2025-09-16 | 4.1700%           |
| 2025-09-17 | 4.1700%           |
| 2025-09-18 | 4.1500%           |
| 2025-09-19 | 4.0800%           |
| 2025-09-22 | 4.0500%           |
| 2025-09-23 | 4.0300%           |
| 2025-09-24 | 4.0100%           |
| 2025-09-25 | 4.0000%           |
| 2025-09-26 | 4.0000%           |
| 2025-09-29 | 4.0000%           |
| 2025-09-30 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 18.1200%         | 0.0000%              |
| Non-financial corporation                           |  | 10.3100%         | 0.0000%              |
| Non-financial corporation                           |  | 19.7600%         | 0.0000%              |

### Class: Class P

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $478794096.86

- **Number of Shares Outstanding:** 478764455.9900

- **Expense Reimbursement/Waiver:** 38764.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0003          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0004          |
|  |  |
| 2025-09-18 | 1.0004          |
|  |  |
| 2025-09-19 | 1.0004          |
|  |  |
| 2025-09-22 | 1.0004          |
|  |  |
| 2025-09-23 | 1.0004          |
|  |  |
| 2025-09-24 | 1.0003          |
|  |  |
| 2025-09-25 | 1.0003          |
|  |  |
| 2025-09-26 | 1.0003          |
|  |  |
| 2025-09-29 | 1.0003          |
|  |  |
| 2025-09-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $23281506.93              | $1637478.10             |
| 2025-09-03 | $6393348.61               | $6859935.79             |
| 2025-09-04 | $23900566.55              | $1204467.94             |
| 2025-09-05 | $3682001.12               | $30043205.29            |
| 2025-09-08 | $4680856.85               | $2294923.31             |
| 2025-09-09 | $1016847.59               | $2813555.67             |
| 2025-09-10 | $7380013.43               | $1218858.85             |
| 2025-09-11 | $13835745.55              | $12964524.87            |
| 2025-09-12 | $8586056.24               | $1985617.80             |
| 2025-09-15 | $7412054.04               | $1145652.96             |
| 2025-09-16 | $2155226.90               | $7315814.46             |
| 2025-09-17 | $2092123.59               | $1189220.33             |
| 2025-09-18 | $2728635.40               | $2273196.90             |
| 2025-09-19 | $5725012.53               | $4062117.23             |
| 2025-09-22 | $6797749.22               | $11951886.67            |
| 2025-09-23 | $2744989.15               | $5752600.54             |
| 2025-09-24 | $11660995.99              | $2026223.17             |
| 2025-09-25 | $970290.87                | $12696664.17            |
| 2025-09-26 | $20506315.53              | $15673883.23            |
| 2025-09-29 | $8644390.07               | $15183818.07            |
| 2025-09-30 | $6340181.35               | $8540235.07             |

**Total Gross Subscriptions (Month):** $170534907.51

**Total Gross Redemptions (Month):** $148833880.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1700%           |
| 2025-09-03 | 4.1700%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1700%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1700%           |
| 2025-09-12 | 4.1700%           |
| 2025-09-15 | 4.1700%           |
| 2025-09-16 | 4.1700%           |
| 2025-09-17 | 4.1700%           |
| 2025-09-18 | 4.1500%           |
| 2025-09-19 | 4.0800%           |
| 2025-09-22 | 4.0500%           |
| 2025-09-23 | 4.0300%           |
| 2025-09-24 | 4.0100%           |
| 2025-09-25 | 4.0000%           |
| 2025-09-26 | 4.0000%           |
| 2025-09-29 | 4.0000%           |
| 2025-09-30 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 8.3700%          | 0.0000%              |
| Non-financial corporation |  | 5.0200%          | 0.0000%              |
| Non-financial corporation |  | 5.1100%          | 0.0000%              |
| Non-financial corporation |  | 7.6500%          | 0.0000%              |
| Non-financial corporation |  | 6.1300%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: BlackRock Liquidity Funds FedFund Portfolio, Institutional Shares

- **C.1 - Title:** BlackRock Liquidity Funds FedFund Portfolio, Institutional Shares 4.021700%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 05999F9K6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6478043.40
- **C.18.a - Value (excl. sponsor support):** $6478043.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **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 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AKEA0, C.4 - ISIN: US3130AKEA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $60008305.20
- **C.18.a - Value (excl. sponsor support):** $60008305.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200059038.00
- **C.18.a - Value (excl. sponsor support):** $200059038.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.275000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYAQ9, C.4 - ISIN: US3130AYAQ96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200074192.00
- **C.18.a - Value (excl. sponsor support):** $200074192.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? 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:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4H46, C.4 - ISIN: US3130B4H465, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000223.00
- **C.18.a - Value (excl. sponsor support):** $100000223.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **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 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B67K6, C.4 - ISIN: US3130B67K69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999407.00
- **C.18.a - Value (excl. sponsor support):** $99999407.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **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 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AQ9, C.4 - ISIN: US3130B6AQ90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999394.00
- **C.18.a - Value (excl. sponsor support):** $99999394.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MX1, C.4 - ISIN: US3130B6MX14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199999930.00
- **C.18.a - Value (excl. sponsor support):** $199999930.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75S9, C.4 - ISIN: US3130B75S95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150008704.50
- **C.18.a - Value (excl. sponsor support):** $150008704.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? 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:** Federal Home Loan Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75T7, C.4 - ISIN: US3130B75T78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100008813.00
- **C.18.a - Value (excl. sponsor support):** $100008813.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? 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:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75U4, C.4 - ISIN: US3130B75U42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150004816.50
- **C.18.a - Value (excl. sponsor support):** $150004816.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **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 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B76Y5, C.4 - ISIN: US3130B76Y54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $160003137.60
- **C.18.a - Value (excl. sponsor support):** $160003137.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B77K4, C.4 - ISIN: US3130B77K42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999803.50
- **C.18.a - Value (excl. sponsor support):** $149999803.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7A95, C.4 - ISIN: US3130B7A950, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $179999931.60
- **C.18.a - Value (excl. sponsor support):** $179999931.60
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **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:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7CR3, C.4 - ISIN: US3130B7CR39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999689.50
- **C.18.a - Value (excl. sponsor support):** $49999689.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.235000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HR8, C.4 - ISIN: US3130B7HR83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150016842.00
- **C.18.a - Value (excl. sponsor support):** $150016842.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-17
- **C.13 - Final Legal Maturity Date:** 2027-05-17
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.4 - ISIN: US313385PF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74641875.00
- **C.18.a - Value (excl. sponsor support):** $74641875.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QC3, C.4 - ISIN: US313385QC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49647541.50
- **C.18.a - Value (excl. sponsor support):** $49647541.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **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):** $89105824.80
- **C.18.a - Value (excl. sponsor support):** $89105824.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **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):** $98620917.00
- **C.18.a - Value (excl. sponsor support):** $98620917.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24078474.07
- **C.18.a - Value (excl. sponsor support):** $24078474.07
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6M2, C.4 - ISIN: US3133EP6M26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250430307.50
- **C.18.a - Value (excl. sponsor support):** $250430307.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **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 23: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD85, C.4 - ISIN: US3133EPD856, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70006890.80
- **C.18.a - Value (excl. sponsor support):** $70006890.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **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 24: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH99, C.4 - ISIN: US3133EPH998, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275004125.00
- **C.18.a - Value (excl. sponsor support):** $275004125.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPP33, C.4 - ISIN: US3133EPP330, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50100913.50
- **C.18.a - Value (excl. sponsor support):** $50100913.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPP82, C.4 - ISIN: US3133EPP827, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100004561.00
- **C.18.a - Value (excl. sponsor support):** $100004561.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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 27: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.275000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50019238.00
- **C.18.a - Value (excl. sponsor support):** $50019238.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **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 28: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPV28, C.4 - ISIN: US3133EPV288, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200047360.00
- **C.18.a - Value (excl. sponsor support):** $200047360.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **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 29: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZF5, C.4 - ISIN: US3133EPZF52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100004391.00
- **C.18.a - Value (excl. sponsor support):** $100004391.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3B5, C.4 - ISIN: US3133ER3B51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250026300.00
- **C.18.a - Value (excl. sponsor support):** $250026300.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **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 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4D0, C.4 - ISIN: US3133ER4D09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200016716.00
- **C.18.a - Value (excl. sponsor support):** $200016716.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4Z1, C.4 - ISIN: US3133ER4Z11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100011041.00
- **C.18.a - Value (excl. sponsor support):** $100011041.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **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 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD65, C.4 - ISIN: US3133ERD654, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100010323.00
- **C.18.a - Value (excl. sponsor support):** $100010323.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **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):** $10009260.30
- **C.18.a - Value (excl. sponsor support):** $10009260.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40037496.00
- **C.18.a - Value (excl. sponsor support):** $40037496.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK67, C.4 - ISIN: US3133ERK675, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125012372.50
- **C.18.a - Value (excl. sponsor support):** $125012372.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKL4, C.4 - ISIN: US3133ERKL42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164123954.24
- **C.18.a - Value (excl. sponsor support):** $164123954.24
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **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 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **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):** $50035403.00
- **C.18.a - Value (excl. sponsor support):** $50035403.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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

- **C.1 - Title:** Federal Farm Credit Banks 4.205000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKY6, C.4 - ISIN: US3133ERKY62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174976845.75
- **C.18.a - Value (excl. sponsor support):** $174976845.75
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **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 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15013943.25
- **C.18.a - Value (excl. sponsor support):** $15013943.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPH8, C.4 - ISIN: US3133ERPH84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150019264.50
- **C.18.a - Value (excl. sponsor support):** $150019264.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60045329.40
- **C.18.a - Value (excl. sponsor support):** $60045329.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **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 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50042961.50
- **C.18.a - Value (excl. sponsor support):** $50042961.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQC8, C.4 - ISIN: US3133ERQC88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200142332.00
- **C.18.a - Value (excl. sponsor support):** $200142332.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **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 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS77, C.4 - ISIN: US3133ERS777, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $249980960.00
- **C.18.a - Value (excl. sponsor support):** $249980960.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10008488.00
- **C.18.a - Value (excl. sponsor support):** $10008488.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTL5, C.4 - ISIN: US3133ERTL50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279990404.40
- **C.18.a - Value (excl. sponsor support):** $279990404.40
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUU3, C.4 - ISIN: US3133ERUU31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100012395.00
- **C.18.a - Value (excl. sponsor support):** $100012395.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175020909.00
- **C.18.a - Value (excl. sponsor support):** $175020909.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW80, C.4 - ISIN: US3133ERW803, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150048001.50
- **C.18.a - Value (excl. sponsor support):** $150048001.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW98, C.4 - ISIN: US3133ERW985, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60018837.00
- **C.18.a - Value (excl. sponsor support):** $60018837.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **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 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWG2, C.4 - ISIN: US3133ERWG29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $350026169.50
- **C.18.a - Value (excl. sponsor support):** $350026169.50
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **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 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX48, C.4 - ISIN: US3133ERX488, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175050617.00
- **C.18.a - Value (excl. sponsor support):** $175050617.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $240927759.62
- **C.18.a - Value (excl. sponsor support):** $240927759.62
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZ53, C.4 - ISIN: US3133ERZ533, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250026552.50
- **C.18.a - Value (excl. sponsor support):** $250026552.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **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 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **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):** $15013207.80
- **C.18.a - Value (excl. sponsor support):** $15013207.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85089675.00
- **C.18.a - Value (excl. sponsor support):** $85089675.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100008611.00
- **C.18.a - Value (excl. sponsor support):** $100008611.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEN3, C.4 - ISIN: US3133ETEN38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100013132.00
- **C.18.a - Value (excl. sponsor support):** $100013132.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGF8, C.4 - ISIN: US3133ETGF85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75009234.00
- **C.18.a - Value (excl. sponsor support):** $75009234.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKA4, C.4 - ISIN: US3133ETKA43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20000029.80
- **C.18.a - Value (excl. sponsor support):** $20000029.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **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 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100010598.00
- **C.18.a - Value (excl. sponsor support):** $100010598.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50006783.00
- **C.18.a - Value (excl. sponsor support):** $50006783.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **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 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETND5, C.4 - ISIN: US3133ETND54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50024529.00
- **C.18.a - Value (excl. sponsor support):** $50024529.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPA9, C.4 - ISIN: US3133ETPA97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90014823.90
- **C.18.a - Value (excl. sponsor support):** $90014823.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRJ8, C.4 - ISIN: US3133ETRJ88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125019106.25
- **C.18.a - Value (excl. sponsor support):** $125019106.25
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **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 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSC2, C.4 - ISIN: US3133ETSC27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25002843.75
- **C.18.a - Value (excl. sponsor support):** $25002843.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTH0, C.4 - ISIN: US3133ETTH05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100005088.00
- **C.18.a - Value (excl. sponsor support):** $100005088.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWK9, C.4 - ISIN: US3133ETWK96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115008001.70
- **C.18.a - Value (excl. sponsor support):** $115008001.70
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYS0, C.4 - ISIN: US3133ETYS05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25000687.00
- **C.18.a - Value (excl. sponsor support):** $25000687.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 71: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.250000%
- **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):** $73042633.46
- **C.18.a - Value (excl. sponsor support):** $73042633.46
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 72: State Street Institutional U.S. Government Money Market Fund - Premier Class

- **C.1 - Title:** State Street Institutional U.S. Government Money Market Fund - Premier Class 4.080600%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 7839989D1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2157093319.03
- **C.18.a - Value (excl. sponsor support):** $2157093319.03
- **C.19 - Percentage of Net Assets:** 5.0000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **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 73: FIXED INCOME CLEARING CORPORATION (STATE STREET BANK)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (STATE STREET BANK) 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_4.20_1001
- **C.18 - Value (incl. sponsor support):** $685000000.00
- **C.18.a - Value (excl. sponsor support):** $685000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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 CORPORATION (STATE STREET BANK)

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $44311000.00       | $45052053.62       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $632958500.00      | $653648065.10      | U.S. Treasuries (including strips) |

### Security 74: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.113000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $523289912.25
- **C.18.a - Value (excl. sponsor support):** $523289912.25
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.076000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198712884.00
- **C.18.a - Value (excl. sponsor support):** $198712884.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.936000%
- **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):** $621237556.50
- **C.18.a - Value (excl. sponsor support):** $621237556.50
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 77: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.888000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296431869.00
- **C.18.a - Value (excl. sponsor support):** $296431869.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.833000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $453287776.60
- **C.18.a - Value (excl. sponsor support):** $453287776.60
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.846000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $368438928.75
- **C.18.a - Value (excl. sponsor support):** $368438928.75
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.116000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $289738582.40
- **C.18.a - Value (excl. sponsor support):** $289738582.40
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.112000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $499156460.00
- **C.18.a - Value (excl. sponsor support):** $499156460.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.088000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $937689301.40
- **C.18.a - Value (excl. sponsor support):** $937689301.40
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.089000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398393000.00
- **C.18.a - Value (excl. sponsor support):** $398393000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199043274.00
- **C.18.a - Value (excl. sponsor support):** $199043274.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.042000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198898612.00
- **C.18.a - Value (excl. sponsor support):** $198898612.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.974000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397231732.00
- **C.18.a - Value (excl. sponsor support):** $397231732.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.928000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396966724.00
- **C.18.a - Value (excl. sponsor support):** $396966724.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.941000%
- **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):** $730167332.50
- **C.18.a - Value (excl. sponsor support):** $730167332.50
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 89: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.096000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249635775.00
- **C.18.a - Value (excl. sponsor support):** $249635775.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.104000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199551222.00
- **C.18.a - Value (excl. sponsor support):** $199551222.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.108000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398788120.00
- **C.18.a - Value (excl. sponsor support):** $398788120.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.678000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $484789260.00
- **C.18.a - Value (excl. sponsor support):** $484789260.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.870000%
- **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):** $197922100.00
- **C.18.a - Value (excl. sponsor support):** $197922100.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 94: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.874000%
- **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):** $395549176.00
- **C.18.a - Value (excl. sponsor support):** $395549176.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 95: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.877000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394964668.00
- **C.18.a - Value (excl. sponsor support):** $394964668.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.841000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394723384.00
- **C.18.a - Value (excl. sponsor support):** $394723384.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.074000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398487592.00
- **C.18.a - Value (excl. sponsor support):** $398487592.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.061000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298406001.00
- **C.18.a - Value (excl. sponsor support):** $298406001.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **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 99: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.070000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298171251.00
- **C.18.a - Value (excl. sponsor support):** $298171251.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198660112.00
- **C.18.a - Value (excl. sponsor support):** $198660112.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **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 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.825000%
- **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):** $394460124.00
- **C.18.a - Value (excl. sponsor support):** $394460124.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 102: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.844000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393860468.00
- **C.18.a - Value (excl. sponsor support):** $393860468.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.844000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $324698870.10
- **C.18.a - Value (excl. sponsor support):** $324698870.10
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.943000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297333453.00
- **C.18.a - Value (excl. sponsor support):** $297333453.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.929000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396161448.00
- **C.18.a - Value (excl. sponsor support):** $396161448.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.849000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $648912099.00
- **C.18.a - Value (excl. sponsor support):** $648912099.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **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 107: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.841000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196362422.00
- **C.18.a - Value (excl. sponsor support):** $196362422.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **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 108: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.837000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196244734.00
- **C.18.a - Value (excl. sponsor support):** $196244734.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **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 109: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.921000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $831337088.40
- **C.18.a - Value (excl. sponsor support):** $831337088.40
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.914000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $593381556.00
- **C.18.a - Value (excl. sponsor support):** $593381556.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.914000%
- **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):** $345882978.00
- **C.18.a - Value (excl. sponsor support):** $345882978.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.922000%
- **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):** $296243667.00
- **C.18.a - Value (excl. sponsor support):** $296243667.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 113: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.4 - ISIN: US9128282A70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $127494001.70
- **C.18.a - Value (excl. sponsor support):** $127494001.70
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **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 114: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99430079.00
- **C.18.a - Value (excl. sponsor support):** $99430079.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99180658.00
- **C.18.a - Value (excl. sponsor support):** $99180658.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $218138019.00
- **C.18.a - Value (excl. sponsor support):** $218138019.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **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 117: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.985000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98817853.00
- **C.18.a - Value (excl. sponsor support):** $98817853.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394490232.00
- **C.18.a - Value (excl. sponsor support):** $394490232.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.851000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393947344.00
- **C.18.a - Value (excl. sponsor support):** $393947344.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **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 120: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200692830.00
- **C.18.a - Value (excl. sponsor support):** $200692830.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **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 121: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399841428.00
- **C.18.a - Value (excl. sponsor support):** $399841428.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100064126.00
- **C.18.a - Value (excl. sponsor support):** $100064126.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **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 123: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $260196882.40
- **C.18.a - Value (excl. sponsor support):** $260196882.40
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **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 124: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100591674.00
- **C.18.a - Value (excl. sponsor support):** $100591674.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: U.S. Treasury Note

- **C.1 - Title:** U.S. 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):** $100487842.00
- **C.18.a - Value (excl. sponsor support):** $100487842.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 126: Federated Govt Oblg Pr Shares

- **C.1 - Title:** Federated Govt Oblg Pr Shares 4.057300%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 927XCDII9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1308391552.71
- **C.18.a - Value (excl. sponsor support):** $1308391552.71
- **C.19 - Percentage of Net Assets:** 3.0300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2049-01-01
- **C.13 - Final Legal Maturity Date:** 2049-01-01
- **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

### Security 127: Dreyfus Government Cash Management, Institutional Shares

- **C.1 - Title:** Dreyfus Government Cash Management, Institutional Shares 4.028800%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 975LFWII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7849148.03
- **C.18.a - Value (excl. sponsor support):** $7849148.03
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **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 128: Fixed Income Clearing Corporation (Bank of New York)

- **C.1 - Title:** Fixed Income Clearing Corporation (Bank of New York) 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCQD7, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQD7_4.20_1001
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 4.6300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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 Corporation (Bank of New York)

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $250000000.00      | $204543062.50      | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $250000000.00      | $217530312.50      | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $300000000.00      | $279964950.00      | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $250000000.00      | $243886250.00      | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $250000000.00      | $252928729.25      | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $250000000.00      | $257528750.00      | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $237859400.00      | $244892902.46      | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $200000000.00      | $207313500.00      | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $129193500.00      | $131411559.64      | U.S. Treasuries (including strips) |

### Security 129: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.210000%
- **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: ARP1BCQF2, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQF2_4.21_1001
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $82200949.00       | $72525211.62       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $78443355.00       | $73079445.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $98179218.00       | $68678876.17       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $58627400.00       | $61985746.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $70655188.00       | $73415267.55       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 3.0000%  | 0.0000% | $67947920.00       | $58315452.04       | Agency Mortgage-Backed Securities |

### Security 130: BNP PARIBAS FORTIS SA

- **C.1 - Title:** BNP PARIBAS FORTIS SA 4.210000%
- **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: ARP1BCQH8, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQH8_4.21_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2042-06-01      | 2.5000%  | 0.0000% | $277000.00         | $188070.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $279618.00         | $216233.35         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $4337000.00        | $2998558.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1210190.00        | $956880.86         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $4497178.00        | $3632362.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $10528528.00       | $6951686.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 4.5000%  | 0.0000% | $14905107.00       | $12433768.70       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $15372.00          | $15287.15          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $37660.00          | $39596.45          | Agency Mortgage-Backed Securities |
| FMAC          | 2030-06-01      | 4.6630%  | 0.0000% | $41097132.00       | $12317.46          | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 6.3400%  | 0.0000% | $3889733.00        | $228735.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 7.0000%  | 0.0000% | $4360745.00        | $21860.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 5.6130%  | 0.0000% | $10400000.00       | $4777.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 6.1280%  | 0.0000% | $640000.00         | $5451.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 5.3960%  | 0.0000% | $2672101.00        | $5338.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2041-06-01      | 4.5000%  | 0.0000% | $317000.00         | $18205.30          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $516035.00         | $94933.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $304583.00         | $49030.55          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 6.6090%  | 0.0000% | $3379494.00        | $23759.64          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-10-01      | 4.0000%  | 0.0000% | $585141.00         | $31216.36          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 4.0000%  | 0.0000% | $1000.00           | $203.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 4.5000%  | 0.0000% | $198663.00         | $21791.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $440743.00         | $86918.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 4.5000%  | 0.0000% | $161102.00         | $25981.15          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.5000%  | 0.0000% | $3090000.00        | $137384.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 4.0000%  | 0.0000% | $234000.00         | $43325.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 4.0000%  | 0.0000% | $179125.00         | $34113.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $3697090.00        | $1126954.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $175000.00         | $42130.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $8024000.00        | $2551011.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $1670016.00        | $511881.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $227000.00         | $42164.63          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $133.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $572939.00         | $83240.32          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $59216.00          | $45039.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $80004.00          | $64469.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $3487643.00        | $2771090.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1601321.00        | $1087081.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $14000.00          | $11916.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2505999.00        | $2108938.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 3.5000%  | 0.0000% | $3908610.00        | $3482261.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1950622.00        | $1985016.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 5.0000%  | 0.0000% | $4175000.00        | $268389.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $5899056.00        | $5660228.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $5636746.00        | $5750592.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $30394759.00       | $28092321.98       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1070732.00        | $1095244.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $2376500.00        | $2474216.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $321312.00         | $324466.31         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1217949.00        | $1260863.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1060.00           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $964190.00         | $1000724.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2966480.00        | $2929503.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1687284.00        | $1571635.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.2500%  | 0.0000% | $9244110.00        | $9099952.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 5.5000%  | 0.0000% | $995953.00         | $897569.94         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $170727.00         | $156790.04         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $516257.00         | $489787.29         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $9639360.00        | $9968759.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-20      | 3.5000%  | 0.0000% | $1633.00           | $196.55            | Agency Mortgage-Backed Securities |
| GNMA          | 2048-05-20      | 3.5000%  | 0.0000% | $49027389.00       | $5918978.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $92.81             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 3.5000%  | 0.0000% | $50000000.00       | $6002707.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $7434252.00        | $5449483.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $11087889.00       | $5699380.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $38226559.00       | $30167819.82       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $201900.00         | $154697.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 5.5000%  | 0.0000% | $1516.00           | $1076.01           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.5000%  | 0.0000% | $36937685.00       | $27124613.88       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 6.0000%  | 0.0000% | $3253736.00        | $1872575.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 5.5000%  | 0.0000% | $1000.00           | $847.42            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $1009.00           | $571.89            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $103025.00         | $31139.00          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.5000%  | 0.0000% | $198006.00         | $213554.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 5.5000%  | 0.0000% | $242866.00         | $219045.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $11669769.00       | $11460069.19       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1410123.00        | $1393873.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 3.5000%  | 0.0000% | $107206.00         | $103577.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-03-20      | 5.0560%  | 0.0000% | $7350000.00        | $3921239.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 2.5000%  | 0.0000% | $119116.00         | $83291.56          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $255413.00         | $174085.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $8004.00           | $6812.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $42000.00          | $30992.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $694120.00         | $634354.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $3079804.00        | $2985364.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1281683.00        | $1360196.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 6.0000%  | 0.0000% | $2020000.00        | $30055.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 6.5000%  | 0.0000% | $5399404.00        | $104027.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $3010997.00        | $499047.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $176004.00         | $13909.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 4.0000%  | 0.0000% | $629822.00         | $72912.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $830049.00         | $66158.58          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 3.5000%  | 0.0000% | $64998.00          | $4910.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 2.5000%  | 0.0000% | $113000.00         | $25559.10          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 5.7230%  | 0.0000% | $1997921.00        | $309105.52         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-03-01      | 6.3650%  | 0.0000% | $2997150.00        | $41217.54          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-06-01      | 6.2500%  | 0.0000% | $1139.00           | $5.99              | Agency Mortgage-Backed Securities |
| FMAC          | 2036-02-01      | 6.1410%  | 0.0000% | $7297618.00        | $39877.09          | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 3.5000%  | 0.0000% | $73294.00          | $8143.74           | Agency Mortgage-Backed Securities |
| FMAC          | 2043-06-01      | 3.5000%  | 0.0000% | $1566694.00        | $189025.56         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 3.5000%  | 0.0000% | $3898368.00        | $624295.49         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $5296139.00        | $1765242.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-06-01      | 6.0000%  | 0.0000% | $235579.00         | $4856.34           | Agency Mortgage-Backed Securities |
| FMAC          | 2040-10-01      | 4.0000%  | 0.0000% | $277780.00         | $19646.94          | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $637776.00         | $82263.45          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-11-01      | 3.5000%  | 0.0000% | $1193131.00        | $95994.44          | Agency Mortgage-Backed Securities |
| FMAC          | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $254.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $2871000.00        | $352882.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $32945928.00       | $6575727.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-12-01      | 4.0000%  | 0.0000% | $1980886.00        | $287584.11         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-01-01      | 1.5000%  | 0.0000% | $566920.00         | $341338.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 3.0000%  | 0.0000% | $1099000.00        | $718577.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-09-01      | 3.5000%  | 0.0000% | $199023.00         | $91111.20          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $2554728.00        | $1649829.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $2387974.00        | $1638098.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $400310.00         | $280580.96         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $830000.00         | $682159.74         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $274860.00         | $211372.99         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $7305736.00        | $5536366.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $527748.00         | $400175.03         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $15354051.00       | $10777854.94       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $24324679.00       | $22060092.21       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $939000.00         | $888119.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $55000.00          | $31336.94          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 5.5000%  | 0.0000% | $7996.00           | $6911.81           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1158558.00        | $1114314.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $66990.00          | $65270.19          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1320643.00        | $1268605.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $8941936.00        | $7884757.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2032-11-01      | 1.2200%  | 0.0000% | $863746.00         | $689339.94         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.0000%  | 0.0000% | $30000.00          | $6558.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $489637.00         | $299195.49         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $17455899.00       | $11299563.66       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 6.5000%  | 0.0000% | $1022181.00        | $680034.77         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $4986106.00        | $4095945.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $44529.00          | $38281.21          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1021910.00        | $1068921.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1581007.00        | $1213533.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $12503334.00       | $11907559.01       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $8947592.00        | $8140069.00        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 7.0000%  | 0.0000% | $1751670.00        | $1613163.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1458364.00        | $1510478.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1526638.00        | $1184849.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $18883577.00       | $12315371.18       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $777782.00         | $485172.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 4.0000%  | 0.0000% | $50000.00          | $5063.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 4.5000%  | 0.0000% | $100000.00         | $20333.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $600000.00         | $80793.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $868609.00         | $184838.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.5000%  | 0.0000% | $550000.00         | $40394.80          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $786997.00         | $108295.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 6.0380%  | 0.0000% | $2000000.00        | $10183.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-04-01      | 5.5000%  | 0.0000% | $40174489.00       | $258020.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-03-01      | 6.5000%  | 0.0000% | $5969599.00        | $67755.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 5.5000%  | 0.0000% | $76997000.00       | $577070.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 6.1430%  | 0.0000% | $2400000.00        | $18589.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 6.3000%  | 0.0000% | $991068.00         | $7906.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 6.1180%  | 0.0000% | $6630001.00        | $53241.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.6550%  | 0.0000% | $350000.00         | $5157.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.8980%  | 0.0000% | $9891073.00        | $82283.91          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1194862.00        | $1250605.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1040867.00        | $1085000.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.5000%  | 0.0000% | $156561.00         | $166986.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $233164.00         | $203904.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $533925.00         | $458534.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $2473451.00        | $2384841.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $978312.00         | $954238.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $21952.00          | $22384.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1693990.00        | $1625293.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1272151.00        | $1309838.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $886.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1484999.00        | $1503386.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1033801.00        | $1042304.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $48800.00          | $50837.64          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $682272.00         | $705151.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 5.0000%  | 0.0000% | $209092.00         | $25883.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2028-12-01      | 3.8800%  | 0.0000% | $370000.00         | $367680.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 2.8900%  | 0.0000% | $2628.00           | $2352.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 2.8000%  | 0.0000% | $2867506.00        | $2308309.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-11-01      | 2.4750%  | 0.0000% | $1796.00           | $1636.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 4.5000%  | 0.0000% | $3907000.00        | $718082.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $80000.00          | $9889.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 5.8840%  | 0.0000% | $1511802.00        | $378076.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.5000%  | 0.0000% | $47000.00          | $9053.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.0000%  | 0.0000% | $15000000.00       | $2598169.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 6.6980%  | 0.0000% | $6062560.00        | $5740413.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 6.9230%  | 0.0000% | $250000.00         | $37960.64          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 3.0000%  | 0.0000% | $13637932.00       | $2519836.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $399000.00         | $146703.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $1256854.00        | $140414.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $95000.00          | $46415.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5900%  | 0.0000% | $1010.00           | $710.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-02-01      | 2.2400%  | 0.0000% | $8985.00           | $8041.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 3.7500%  | 0.0000% | $1002.00           | $973.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 4.9900%  | 0.0000% | $1811610.00        | $1811829.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-03-01      | 4.4700%  | 0.0000% | $159142.00         | $160802.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2188410.00        | $1963270.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $8275712.00        | $7687852.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $15266371.00       | $14948616.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $89664.00          | $91122.60          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1030.00           | $1040.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $607416.00         | $485241.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 7.0000%  | 0.0000% | $1632171.00        | $1484887.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $209087.00         | $208630.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1186417.00        | $808881.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $87197.00          | $61930.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $345420.00         | $350057.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1470811.00        | $1538403.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1298207.00        | $1372319.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 7.5000%  | 0.0000% | $1014525.00        | $1083831.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1328496.00        | $1404975.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 5.1300%  | 0.0000% | $175606.00         | $175138.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-05-01      | 4.3000%  | 0.0000% | $474902.00         | $475021.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-03-01      | 5.2100%  | 0.0000% | $12330.00          | $12813.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $400000.00         | $48204.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $131814.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 5.0000%  | 0.0000% | $656142.00         | $194866.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $122684839.00      | $21370821.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $40034.00          | $16954.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $226000.00         | $61099.58          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 3.0000%  | 0.0000% | $207237.00         | $80136.63          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 2.5000%  | 0.0000% | $35000.00          | $20862.15          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $14000.00          | $9462.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.5000%  | 0.0000% | $7957170.00        | $6156206.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $17010356.00       | $12666546.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $35507745.00       | $30499124.78       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $12108658.00       | $11670131.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $3694496.00        | $700409.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $7300000.00        | $1383947.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 5.0000%  | 0.0000% | $780000.00         | $208011.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 3.5000%  | 0.0000% | $1479384.00        | $355995.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-05-01      | 3.5000%  | 0.0000% | $212996.00         | $25753.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.0000%  | 0.0000% | $351209.00         | $112928.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1558974.00        | $922169.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 5.0000%  | 0.0000% | $600000.00         | $198445.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 3.5000%  | 0.0000% | $45000.00          | $23222.72          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 5.0000%  | 0.0000% | $13002.00          | $7161.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $29938.00          | $19845.01          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $20451581.00       | $13992732.04       | Agency Mortgage-Backed Securities |

### Security 131: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.210000%
- **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: ARP1BCQK1, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1BCQK1_4.21_1001
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2044-10-01      | 6.0000%  | 0.0000% | $817370.00         | $638456.55         | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-12-01      | 6.0000%  | 0.0000% | $1529001.00        | $1254527.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-04-01      | 6.0000%  | 0.0000% | $8000.00           | $109.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $5006.00           | $4788.58           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2904.46           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $4225256.00        | $4153799.92        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $6000.00           | $6009.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $3704946.00        | $3520675.22        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $7063728.00        | $6809259.03        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $4001.00           | $4081.51           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $14187.00          | $14488.66          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $2250352.00        | $2292479.81        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $3838683.00        | $3904136.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1212.00           | $1226.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $948.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $361587.00         | $381382.06         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $17267089.00       | $13362053.05       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1053.00           | $894.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $114675.00         | $105593.06         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $14182673.00       | $12329812.24       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $3005.00           | $1376.91           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-01-01      | 2.0000%  | 0.0000% | $22615520.00       | $13293313.63       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $18308.00          | $14471.52          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1072.00           | $1035.74           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1838228.00        | $900324.58         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1906130.00        | $1781116.45        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $917926.00         | $881622.52         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1261536.00        | $1200066.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $50937196.00       | $19297131.75       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $6615401.00        | $5047434.94        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-30      | 6.0000%  | 0.0000% | $1245.00           | $916.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-11-01      | 6.0000%  | 0.0000% | $866240.00         | $721315.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $7296570.00        | $5654413.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-03-01      | 5.4100%  | 0.0000% | $1000.00           | $719.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 3.4000%  | 0.0000% | $2399.00           | $1089.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 3.0400%  | 0.0000% | $1200.00           | $831.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-08-01      | 2.5700%  | 0.0000% | $1655.00           | $1444.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-06-01      | 3.2600%  | 0.0000% | $5904000.00        | $4727907.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 3.3300%  | 0.0000% | $1080.00           | $912.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-02-01      | 3.2500%  | 0.0000% | $1162.00           | $993.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-02-01      | 3.6500%  | 0.0000% | $654900.00         | $567555.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 7.0000%  | 0.0000% | $1140350.00        | $747046.79         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $753304.00         | $537338.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1667111.00        | $1409665.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $2142240.00        | $2182881.19        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $10954.00          | $11424.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1244097.00        | $1261093.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $14899.00          | $15519.08          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2060-06-01      | 2.5000%  | 0.0000% | $27536401.00       | $12937663.65       | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1291.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $19909630.00       | $9648767.25        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 2.1500%  | 0.0000% | $1414.00           | $1242.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-09-01      | 2.3800%  | 0.0000% | $1074.00           | $970.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-05-01      | 2.0800%  | 0.0000% | $7010.00           | $6386.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-10-01      | 1.3300%  | 0.0000% | $1000.00           | $877.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 1.7546%  | 0.0000% | $2713065.00        | $2348853.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $155196.00         | $94906.62          | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.4900%  | 0.0000% | $972998.00         | $853317.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 1.9800%  | 0.0000% | $987987.00         | $885416.17         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.4100%  | 0.0000% | $1000.00           | $870.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 1.3800%  | 0.0000% | $1000.00           | $865.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.5800%  | 0.0000% | $1127.00           | $988.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.4800%  | 0.0000% | $1001.00           | $873.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 1.5400%  | 0.0000% | $1000.00           | $877.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 1.8400%  | 0.0000% | $1099.00           | $934.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-11-01      | 1.6600%  | 0.0000% | $1000.00           | $860.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-01-01      | 1.6650%  | 0.0000% | $1000.00           | $929.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $892960.00         | $757251.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $106845.00         | $81903.76          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-02-01      | 5.1400%  | 0.0000% | $1899000.00        | $1982125.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-04-01      | 4.2300%  | 0.0000% | $891190.00         | $895732.84         | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 4.7700%  | 0.0000% | $2137000.00        | $2179211.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 5.0400%  | 0.0000% | $5000.00           | $5167.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 5.1200%  | 0.0000% | $2896000.00        | $3031267.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 5.1500%  | 0.0000% | $106690.00         | $111372.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 4.8900%  | 0.0000% | $5000.00           | $5118.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $8199.00           | $1127.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $1025.00           | $602.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $14654327.00       | $8753395.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $612.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $15999453.00       | $11578024.15       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $25177184.00       | $19288560.32       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $15828976.00       | $12791849.94       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $9408413.00        | $7833584.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $3360613.00        | $2458191.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $10346100.00       | $9528132.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $12220008.00       | $11350897.43       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $213390.00         | $214341.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $16549796.00       | $16632227.48       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $1006.00           | $475.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.5000%  | 0.0000% | $7939656.00        | $4555906.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1056.00           | $647.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 4.5000%  | 0.0000% | $5008.00           | $3885.27           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $16779000.00       | $14127676.12       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1091.00           | $846.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $59069952.00       | $52955817.13       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $1024.00           | $903.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $4288537.00        | $3626919.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1021.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $32519.00          | $19927.78          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $11263013.00       | $185638.45         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 6.5000%  | 0.0000% | $1440898.00        | $105740.68         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-09-01      | 6.0000%  | 0.0000% | $8004.00           | $64.85             | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2870808.00        | $2558185.18        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $2001.00           | $2076.38           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $3000.00           | $3055.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1025.75           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $979640.00         | $1022002.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $10907868.00       | $11358571.41       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $2889176.00        | $2883183.23        | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-04-01      | 3.0000%  | 0.0000% | $8487822.00        | $7542646.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $849.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $2437.00           | $1985.13           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $8128399.00        | $7781645.38        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $25159468.00       | $24125543.69       | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-12-20      | 3.0000%  | 0.0000% | $6048.00           | $855.71            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 3.5000%  | 0.0000% | $41365056.00       | $29305146.41       | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1004.00           | $266.22            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1038.00           | $86.65             | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-15      | 2.5000%  | 0.0000% | $1001.00           | $683.33            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $817.28            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-15      | 6.5000%  | 0.0000% | $1000.00           | $1060.55           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1051.64           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $475.06            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $832.69            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1005.00           | $856.04            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $914.20            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $6788080.00        | $7293927.86        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $726816.00         | $748494.03         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-09-20      | 6.5000%  | 0.0000% | $142087.00         | $146137.48         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $7000.00           | $5506.23           | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-11-15      | 6.0000%  | 0.0000% | $5961.00           | $81.41             | Agency Mortgage-Backed Securities  |
| USTR          | 2025-12-26      | N/A      | 0.0000% | $1082400.00        | $1072432.18        | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $400.00            | $329.31            | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $58100.00          | $46785.68          | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $2087100.00        | $1658666.37        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $2823000.00        | $2032368.04        | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $81.73             | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $27270600.00       | $20286143.84       | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $300.00            | $223.16            | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $8342300.00        | $4139753.75        | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $101.15            | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $11327200.00       | $6162061.93        | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $65.83             | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $68.90             | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $300.00            | $177.01            | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $124.91            | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 3.3750%  | 0.0000% | $200.00            | $171.49            | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $156400.00         | $145549.98         | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $12200.00          | $11353.64          | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $811300.00         | $813203.92         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $75000.00          | $65311.74          | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 0.3750%  | 0.0000% | $4499100.00        | $4448361.86        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $13400.00          | $11676.43          | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $336400.00         | $379604.39         | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $376900.00         | $420510.07         | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $525100.00         | $533851.90         | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $200.00            | $212.04            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $755400.00         | $794186.72         | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $103.74            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $284500.00         | $285387.68         | U.S. Treasuries (including strips) |

### Security 132: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCQL9, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQL9_4.20_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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          | 2029-11-30      | 4.1250%  | 0.0000% | $485639600.00      | $499999962.97      | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $10499900.00       | $9803887.88        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $97.61             | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $187000.00         | $192163.15         | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.26             | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $3600.00           | $3718.12           | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.43            | U.S. Treasuries (including strips) |

### Security 133: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCQN5, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQN5_4.21_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $185681200.00      | $173982077.47      | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $335168600.00      | $336017965.50      | U.S. Treasuries (including strips) |

### Security 134: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCQO3, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQO3_4.20_1001
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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          | 2026-05-15      | 1.6250%  | 0.0000% | $120084200.00      | $119190743.53      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $120901000.00      | $119521519.59      | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 1.2500%  | 0.0000% | $16195000.00       | $15331110.29       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $113000300.00      | $119276149.31      | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $34128700.00       | $34680561.08       | U.S. Treasuries (including strips) |

### Security 135: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 4.210000%
- **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: ARP1BCQQ8, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQQ8_4.21_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $637563220.00      | $510000000.17      | Agency Mortgage-Backed Securities |

### Security 136: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** MIZUHO SECURITIES USA INC. 4.210000%
- **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: ARP1BCQS4, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQS4_4.21_1001
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2038-10-01      | 6.7580%  | 0.0000% | $53000.00          | $309.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-03-01      | 5.5000%  | 0.0000% | $360000.00         | $4533.13           | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-11-01      | 6.2890%  | 0.0000% | $227000.00         | $2961.31           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 6.5000%  | 0.0000% | $9982385.00        | $19263.16          | Agency Mortgage-Backed Securities  |
| FNMA          | 2026-01-01      | 3.1000%  | 0.0000% | $98690000.00       | $98435105.64       | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-12-01      | 3.1600%  | 0.0000% | $5000.00           | $4575.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $7000000.00        | $412133.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-08-01      | 4.0000%  | 0.0000% | $30120.00          | $1829.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 5.5000%  | 0.0000% | $108536.00         | $670.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 6.6340%  | 0.0000% | $290000.00         | $2135.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $2564900.00        | $2259388.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $2675647.00        | $2750018.10        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1413545.00        | $1425075.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1066564.00        | $1088820.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $5039286.00        | $5191097.26        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1828268.00        | $1878315.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $2169987.00        | $2270238.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1891005.00        | $1962803.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1629819.00        | $1678188.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $4964245.00        | $5178920.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $8514.00           | $968.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $2625000.00        | $307019.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 4.0000%  | 0.0000% | $1591784.00        | $433443.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $3272.00           | $2586.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 4.5000%  | 0.0000% | $26009.00          | $3532.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1105000.00        | $614165.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 3.5000%  | 0.0000% | $1070038.00        | $756205.13         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $6161811.00        | $6372946.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-10-01      | 4.0000%  | 0.0000% | $6000.00           | $1316.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $381150.00         | $225182.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $25000000.00       | $17107309.05       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $25258172.00       | $17200159.58       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2645000.00        | $2167037.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-06-01      | 4.0000%  | 0.0000% | $185368.00         | $14566.70          | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-03-01      | 4.0000%  | 0.0000% | $400000.00         | $35474.50          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $202999.00         | $194900.69         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $84046533.00       | $83413567.75       | Agency Mortgage-Backed Securities  |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $102707300.00      | $101178309.26      | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $2398000.00        | $2317765.85        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $87000.00          | $87239.22          | U.S. Treasuries (including strips) |

### Security 137: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.210000%
- **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: ARP1BCQT2, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQT2_4.21_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1008.00           | $182.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $13481616.00       | $6760891.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $1120.00           | $486.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $2085279.00        | $1103443.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $710.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $42241133.00       | $32355857.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $767.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $6395000.00        | $4969900.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1040.00           | $795.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $833.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $833.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $863.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $654728.00         | $615639.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $903.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.0000%  | 0.0000% | $20743960.00       | $19616427.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $921.35            | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-15      | 6.0300%  | 0.0000% | $757257.00         | $816464.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-12-15      | 5.7300%  | 0.0000% | $1983968.00        | $2077102.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-06-15      | 5.3900%  | 0.0000% | $2294800.00        | $2377514.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-15      | 5.5500%  | 0.0000% | $3833698.00        | $3998678.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $120194.00         | $121580.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2066-07-15      | 5.3500%  | 0.0000% | $491415.00         | $504419.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $540516.00         | $524220.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $2033336.00        | $2061425.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.6500%  | 0.0000% | $2081280.00        | $2197149.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 7.0000%  | 0.0000% | $4896479.00        | $5139850.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $956044.00         | $964376.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $165648.00         | $167341.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $21174.00          | $22053.12          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $16205.00          | $16843.07          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $1359630.00        | $1385017.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $4243114.00        | $4283759.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $616810.00         | $622632.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $425106.00         | $435312.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 6.5000%  | 0.0000% | $386860.00         | $398437.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $4200304.00        | $4342130.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $2898406.00        | $2954224.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $298906.00         | $310262.36         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $1736500.00        | $1806605.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $1482638.00        | $1506474.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-07-15      | 5.8500%  | 0.0000% | $1154249.00        | $1227906.81        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $297.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $448.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $678.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $806.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $835.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $952.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 7.5000%  | 0.0000% | $16072078.00       | $14553781.65       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $817.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-05-01      | 4.0000%  | 0.0000% | $1176.00           | $230.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1024.00           | $283.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $201.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-05-01      | 3.5000%  | 0.0000% | $1008.00           | $258.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $1008.00           | $687.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $1024.00           | $772.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $609.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1009.00           | $802.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $756.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 2.0000%  | 0.0000% | $1008.00           | $641.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $697.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $30472256.00       | $23463096.38       | Agency Mortgage-Backed Securities |
| FMAC          | 2035-08-01      | 5.0000%  | 0.0000% | $1000.00           | $989.14            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $279.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $13920800.00       | $13586238.99       | Agency Mortgage-Backed Securities |
| FMAC          | 2039-09-01      | 6.0000%  | 0.0000% | $408823.00         | $404403.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2040-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 5.5000%  | 0.0000% | $1016.00           | $4.42              | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 5.0000%  | 0.0000% | $1468000.00        | $207626.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $204.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 2.5000%  | 0.0000% | $254000.00         | $45196.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $47604928.00       | $12892208.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $1024.00           | $209.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $146.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 7.0000%  | 0.0000% | $1000.00           | $858.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $916.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $965.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $941.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $973.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1008.00           | $992.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $1008.00           | $981.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1048.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $1033.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $1069.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $998.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1690760.00        | $1740805.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $848958.00         | $847411.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2033-01-01      | 3.0000%  | 0.0000% | $1000.00           | $68.28             | Agency Mortgage-Backed Securities |
| FNMA          | 2056-06-01      | 4.5000%  | 0.0000% | $696997.00         | $171770.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2057-01-01      | 4.0000%  | 0.0000% | $50114560.00       | $17626649.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $1008.00           | $367.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 2.9800%  | 0.0000% | $12416400.00       | $11118247.45       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $196.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.0000%  | 0.0000% | $596998.00         | $64960.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.0000%  | 0.0000% | $143000.00         | $34501.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 4.3599%  | 0.0000% | $4864.00           | $4834.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.0000%  | 0.0000% | $1008.00           | $913.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $324.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $482.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $725.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $966.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 4.2900%  | 0.0000% | $16770994.00       | $16930382.73       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 4.1800%  | 0.0000% | $1056.00           | $1058.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $33269380.00       | $31546329.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $988.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $1024.00           | $775.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1031.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-02-01      | 5.5000%  | 0.0000% | $59200.00          | $871.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 5.5000%  | 0.0000% | $1560.00           | $72.69             | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $821.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $1008.00           | $821.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $62787072.00       | $59099852.72       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $975.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1044.91           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1047.54           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1008.00           | $1030.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1034.39           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.77           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1045.09           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $1008.00           | $968.86            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 2.5000%  | 0.0000% | $44254058.00       | $27111166.47       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $23519954.00       | $13937922.92       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 3.5000%  | 0.0000% | $249997.00         | $157422.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-12-20      | 2.5000%  | 0.0000% | $892945.00         | $560611.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 4.0000%  | 0.0000% | $20333.00          | $13113.03          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 5.5000%  | 0.0000% | $47000.00          | $36921.03          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.0000%  | 0.0000% | $50000.00          | $42476.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 4.5000%  | 0.0000% | $210000.00         | $158826.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-07-20      | 4.0000%  | 0.0000% | $97251.00          | $63823.05          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 3.5000%  | 0.0000% | $47933.00          | $35051.23          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 6.0000%  | 0.0000% | $100224.00         | $56404.25          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 5.5000%  | 0.0000% | $119000.00         | $81202.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $103000.00         | $73194.54          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 2.0000%  | 0.0000% | $300000.00         | $173430.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 3.5000%  | 0.0000% | $50164.00          | $37785.47          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 4.0000%  | 0.0000% | $28950.00          | $23065.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 6.0000%  | 0.0000% | $88000.00          | $50717.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 5.5000%  | 0.0000% | $7194297.00        | $5102314.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 7.5000%  | 0.0000% | $45000.00          | $21116.32          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.0000%  | 0.0000% | $47165.00          | $38458.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $70469.00          | $45442.63          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 6.0000%  | 0.0000% | $17000.00          | $11129.95          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 4.0000%  | 0.0000% | $36127.00          | $32291.13          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-20      | 4.5000%  | 0.0000% | $500000.00         | $405785.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-15      | 4.5000%  | 0.0000% | $70000.00          | $51325.64          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-15      | 4.7400%  | 0.0000% | $1420210.00        | $1384637.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2058-05-15      | 4.5500%  | 0.0000% | $7000.00           | $6753.20           | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 3.5000%  | 0.0000% | $29013.00          | $5651.97           | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.5000%  | 0.0000% | $223408.00         | $52647.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 4.0000%  | 0.0000% | $19617.00          | $5235.39           | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-15      | 3.0000%  | 0.0000% | $835000.00         | $316149.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 3.5000%  | 0.0000% | $505569.00         | $149379.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 4.0000%  | 0.0000% | $95000.00          | $26518.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 4.0000%  | 0.0000% | $92000.00          | $24951.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.5000%  | 0.0000% | $200000.00         | $117021.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 2.0000%  | 0.0000% | $143016.00         | $73881.23          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $693000.00         | $386752.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $904894.00         | $727651.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2058-05-15      | 4.7600%  | 0.0000% | $27489511.00       | $26902549.15       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 4.5000%  | 0.0000% | $14128460.00       | $13215585.18       | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-15      | 3.5000%  | 0.0000% | $17222400.00       | $2635383.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-12-20      | 4.0000%  | 0.0000% | $1229384.00        | $144791.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-02-15      | 4.0000%  | 0.0000% | $1297000.00        | $138224.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-15      | 4.0000%  | 0.0000% | $524682.00         | $70471.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $806821.00         | $822389.80         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1108072.00        | $1122865.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-11-15      | 5.7300%  | 0.0000% | $729968.00         | $731896.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-07-15      | 5.6600%  | 0.0000% | $8189328.00        | $8594556.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1283367.00        | $1310593.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-08-15      | 4.5000%  | 0.0000% | $2688000.00        | $2608590.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $1011848.00        | $1003927.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $18649457.00       | $18906911.21       | Agency Mortgage-Backed Securities |
| GNMA          | 2067-08-15      | 6.3000%  | 0.0000% | $392680.00         | $427879.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $6897428.00        | $6996939.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $7504998.00        | $7810485.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2278140.00        | $2377644.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $2139687.00        | $2240942.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $34963.00          | $32139.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2057-12-15      | 4.9000%  | 0.0000% | $9000.00           | $8857.12           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 7.0000%  | 0.0000% | $1176519.00        | $1204514.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 7.0000%  | 0.0000% | $1642683.00        | $1094079.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 7.0000%  | 0.0000% | $1381152.00        | $1141398.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $1360511.00        | $1434434.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $2326109.00        | $2293011.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $4551971.00        | $4628576.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $5075455.00        | $4944674.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $5900013.00        | $5563382.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $8471879.00        | $6917278.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 7.0000%  | 0.0000% | $1783731.00        | $1837660.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1064499.00        | $1091519.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 5.5000%  | 0.0000% | $1246610.00        | $842421.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1190682.00        | $244143.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1088621.00        | $591510.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.5000%  | 0.0000% | $1066203.00        | $727253.42         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.5000%  | 0.0000% | $1020601.00        | $801332.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $3181829.00        | $1077749.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.5000%  | 0.0000% | $6735596.00        | $5858591.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.5000%  | 0.0000% | $2089215.00        | $1727362.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.5000%  | 0.0000% | $2760641.00        | $2343082.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $2993471.00        | $2568928.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $99696.00          | $100803.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.6900%  | 0.0000% | $1019244.00        | $1074507.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $104669.00         | $105881.85         | Agency Mortgage-Backed Securities |

### Security 138: SOCIETE' GENERALE NY

- **C.1 - Title:** SOCIETE' GENERALE NY 4.210000%
- **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: ARP1BCQU9, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQU9_4.21_1001
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $266678359.00      | $255000000.37      | Agency Mortgage-Backed Securities |

### Security 139: STANDARD CHARTERED BANK

- **C.1 - Title:** STANDARD CHARTERED BANK 4.210000%
- **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: ARP1BCQW5, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQW5_4.21_1001
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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          | 2025-11-30      | 0.3750%  | 0.0000% | $300.00            | $298.57            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $2470000.00        | $2315737.38        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $9700.00           | $8495.61           | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 0.5000%  | 0.0000% | $2300.00           | $2268.87           | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $2589100.00        | $2322401.34        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $200.00            | $196.46            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $400.00            | $372.63            | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $2281000.00        | $2126417.36        | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $200.00            | $186.58            | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $97.23             | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $200.00            | $188.08            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $400.00            | $356.11            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $200.00            | $199.53            | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $10830000.00       | $10847772.03       | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $200.00            | $210.83            | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $31400000.00       | $30849237.06       | U.S. Treasuries (including strips) |
| FMAC          | 2047-04-01      | 3.0000%  | 0.0000% | $5515570.00        | $1231244.90        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $10000000.00       | $9671844.67        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $13999000.00       | $13747445.09       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 5.0000%  | 0.0000% | $8991875.00        | $8899403.94        | Agency Mortgage-Backed Securities  |
| USTR          | 2025-10-30      | N/A      | 0.0000% | $600.00            | $598.05            | U.S. Treasuries (including strips) |
| USTR          | 2025-10-16      | N/A      | 0.0000% | $322000.00         | $321456.46         | U.S. Treasuries (including strips) |
| USTR          | 2025-12-11      | N/A      | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 3.8750%  | 0.0000% | $37740100.00       | $82375234.43       | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $200.25            | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $3200.00           | $3277.93           | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 2.1250%  | 0.0000% | $2200.00           | $3252.84           | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 2.7500%  | 0.0000% | $200.00            | $156.49            | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 3.7500%  | 0.0000% | $3100.00           | $2791.96           | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $84.80             | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.94             | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $71.31             | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $2078900.00        | $1699147.86        | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $2997600.00        | $2229864.57        | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $1200.00           | $595.48            | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $50.57             | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $300.00            | $163.20            | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $200.00            | $114.85            | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $300.00            | $270.51            | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $200.00            | $188.12            | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $182.28            | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $2830400.00        | $2634045.25        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $1600.00           | $1576.24           | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $200.00            | $200.47            | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $200.00            | $202.26            | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $400.00            | $373.88            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $400.00            | $405.49            | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $200.00            | $205.97            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $500.00            | $489.05            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $15613100.00       | $15310541.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $5282300.00        | $5195894.78        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $200.00            | $196.62            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 2.2500%  | 0.0000% | $500.00            | $496.03            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $98.87             | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $200.00            | $182.83            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $20000000.00       | $19084736.08       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $200.00            | $188.69            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $2253600.00        | $1962487.28        | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $29950000.00       | $30239346.95       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $11400.00          | $11711.67          | U.S. Treasuries (including strips) |
| USTR          | 2025-11-15      | 4.5000%  | 0.0000% | $300.00            | $305.18            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 3.6250%  | 0.0000% | $20100.00          | $20346.36          | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $400.00            | $389.70            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $200.00            | $204.17            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $9989900.00        | $10550476.67       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $1155200.00        | $1281990.45        | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $20300.00          | $21351.70          | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 4.8750%  | 0.0000% | $300.00            | $305.23            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $1800.00           | $1865.63           | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $500.00            | $510.39            | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 4.6250%  | 0.0000% | $200.00            | $201.32            | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $300.00            | $300.90            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $300.00            | $309.92            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $400.00            | $410.46            | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $400.00            | $416.26            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $102.18            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $300.00            | $303.66            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $300.00            | $297.21            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $200.00            | $200.66            | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $300.00            | $309.80            | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $500.00            | $508.62            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $4300.00           | $4397.45           | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $308.64            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $1000.00           | $1012.44           | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 3.9965%  | 0.0000% | $100.00            | $100.57            | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $201.93            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $101.75            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $600.00            | $609.82            | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $2900.00           | $2938.00           | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $400.00            | $404.95            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $99.86             | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $2000.00           | $1989.60           | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $300.00            | $299.29            | U.S. Treasuries (including strips) |

### Security 140: FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST) 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCQX3, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQX3_4.19_1001
- **C.18 - Value (incl. sponsor support):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 12.7400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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 CORPORATION (NORTHERN TRUST)

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150206.23       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $3650000.00        | $3729037.82        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-16      | 3.7500%  | 0.0000% | $7732000.00        | $7787573.63        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150206.23       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150206.23       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150206.23       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $50359374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51082709.71       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150206.23       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $49819922.57       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $49819922.57       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47145716.64       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $11403000.00       | $10752052.16       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $38804600.00       | $38921173.38       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $23944100.00       | $23857864.15       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $50000000.00       | $55249998.41       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $50000000.00       | $55249998.41       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47145716.64       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $49819922.57       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47145716.64       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47145716.64       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $50000000.00       | $55249998.41       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47145716.64       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $49819922.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $9300000.00        | $11985374.66       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150205.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $49819922.57       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51488557.60       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $43845600.00       | $44379967.42       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51488557.60       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51488557.60       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51488557.60       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51488557.60       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51488557.60       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51488557.60       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51488557.60       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $9745400.00        | $10035531.79       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51488557.60       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $2000000.00        | $1979116.79        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50483424.72       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $49477920.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $49477920.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50093749.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $49477920.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50483424.72       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-01      | 4.1250%  | 0.0000% | $33366100.00       | $33802782.99       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-01      | 4.1250%  | 0.0000% | $16029400.00       | $16184380.17       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $49477920.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $49477920.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $49477920.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $49477920.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50483424.72       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $49477920.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $6458400.00        | $6537111.63        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50609374.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $49477920.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $49477920.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $6042600.00        | $6060752.72        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51082709.71       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $30000000.00       | $39374999.39       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50150206.23       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $16500000.00       | $15654374.75       | U.S. Treasuries (including strips) |

### Security 141: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.210000%
- **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: ARP1BCQY1, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQY1_4.21_1001
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2053-03-01      | 2.5000%  | 0.0000% | $701025.00         | $559144.72         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-07-01      | 5.5000%  | 0.0000% | $45000.00          | $33862.24          | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 5.5000%  | 0.0000% | $969080.00         | $949082.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-06-01      | 2.0000%  | 0.0000% | $13300000.00       | $7911191.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2030-12-01      | 1.5000%  | 0.0000% | $17391139.00       | $5611445.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $72323.00          | $71442.61          | Agency Mortgage-Backed Securities |
| FMAC          | 2038-11-01      | 3.5000%  | 0.0000% | $1179865.00        | $1020511.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-04-01      | 5.0000%  | 0.0000% | $2171239.00        | $2151288.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-04-01      | 5.0000%  | 0.0000% | $3119514.00        | $3032916.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2039-12-01      | 5.0000%  | 0.0000% | $1445451.00        | $1411567.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-04-01      | 6.0000%  | 0.0000% | $1447960.00        | $1475890.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-07-01      | 5.5000%  | 0.0000% | $2523829.00        | $2578798.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.0000%  | 0.0000% | $210000.00         | $73047.18          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1166588.00        | $1190616.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1687645.00        | $1672332.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $41987.00          | $40452.02          | Agency Mortgage-Backed Securities |
| FMAC          | 2034-05-01      | 4.5000%  | 0.0000% | $110000.00         | $1239.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2033-04-01      | 6.5000%  | 0.0000% | $39000.00          | $932.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-03-01      | 6.5000%  | 0.0000% | $1202465.00        | $41327.95          | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 4.5000%  | 0.0000% | $1240000.00        | $59802.81          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-05-01      | 3.0000%  | 0.0000% | $79241188.00       | $14726596.62       | Agency Mortgage-Backed Securities |
| FMAC          | 2046-06-01      | 3.5000%  | 0.0000% | $100000.00         | $16841.26          | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 3.5000%  | 0.0000% | $731000.00         | $147463.82         | Agency Mortgage-Backed Securities |
| FMAC          | 2029-10-01      | 4.5000%  | 0.0000% | $1780000.00        | $20506.00          | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 3.0000%  | 0.0000% | $500000.00         | $60472.84          | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 2.5000%  | 0.0000% | $2400000.00        | $456312.95         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $965000.00         | $305556.02         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $2382079.00        | $306993.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.0000%  | 0.0000% | $10000.00          | $975.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2033-04-01      | 3.0000%  | 0.0000% | $175000.00         | $28804.16          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-03-01      | 5.0000%  | 0.0000% | $17800809.00       | $15985085.68       | Agency Mortgage-Backed Securities |
| FMAC          | 2035-08-01      | 2.0000%  | 0.0000% | $1119000.00        | $463772.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-07-01      | 2.0000%  | 0.0000% | $200000.00         | $117137.23         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-01-01      | 2.0000%  | 0.0000% | $1600000.00        | $1105143.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-04-01      | 2.0000%  | 0.0000% | $113171484.00      | $85889585.42       | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1100000.00        | $641760.00         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $153000.00         | $102760.64         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1500000.00        | $1177343.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $1903000.00        | $1327934.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $110000.00         | $83824.44          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $45000.00          | $39156.73          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 4.0000%  | 0.0000% | $47945.00          | $38444.56          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1585.61           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $5049250.00        | $4802732.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 2.5000%  | 0.0000% | $1077820.00        | $841814.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-10-01      | 3.0000%  | 0.0000% | $26000.00          | $20325.39          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $41652111.00       | $34642080.16       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 3.0000%  | 0.0000% | $17176470.00       | $13909658.95       | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1132.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $10377000.00       | $1513438.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 3.0000%  | 0.0000% | $1840000.00        | $541356.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 3.0000%  | 0.0000% | $6400000.00        | $4344722.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 3.0000%  | 0.0000% | $274000.00         | $98563.80          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $261000.00         | $196574.70         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 2.0000%  | 0.0000% | $56000.00          | $38605.12          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $13986000.00       | $11026253.23       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 2.5000%  | 0.0000% | $4971716.00        | $3641945.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $5632895.00        | $4787573.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $39538564.00       | $33462868.24       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $156527920.00      | $134238300.86      | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $1500000.00        | $1311332.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.0000%  | 0.0000% | $1590766.00        | $157664.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 2.5000%  | 0.0000% | $35000.00          | $21304.01          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $1545119.00        | $1090282.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $1286000.00        | $815028.70         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.0000%  | 0.0000% | $500000.00         | $270135.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $1874586.00        | $1428216.06        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $138000.00         | $93867.65          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $100000.00         | $66728.83          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $267337.00         | $220468.33         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $284596.00         | $161301.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $5447200.00        | $4451734.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $31903.00          | $21988.57          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $716688.00         | $528898.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $75000.00          | $55571.64          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 2.5000%  | 0.0000% | $5153738.00        | $3560619.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $326501.00         | $267762.70         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2874000.00        | $2598831.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 3.0000%  | 0.0000% | $310922.00         | $241661.47         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $45426000.00       | $38066212.43       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $100000.00         | $82931.16          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $8684865.00        | $7937560.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $317000.00         | $251712.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.0000%  | 0.0000% | $3133993.00        | $2304954.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1284151.00        | $1057055.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 3.0000%  | 0.0000% | $1100000.00        | $709403.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-08-01      | 2.0000%  | 0.0000% | $220000.00         | $104859.63         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 2.0000%  | 0.0000% | $868000.00         | $605893.07         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 3.5000%  | 0.0000% | $7949634.00        | $1638581.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-07-01      | 2.5000%  | 0.0000% | $500000.00         | $203006.23         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 2.0000%  | 0.0000% | $6000.00           | $3012.58           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $1497324.00        | $750006.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 4.0000%  | 0.0000% | $192519.00         | $103023.49         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 3.0000%  | 0.0000% | $15809984.00       | $11127603.48       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $276117.00         | $195138.28         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 2.5000%  | 0.0000% | $12384910.00       | $8138663.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $4282000.00        | $3632694.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 4.0000%  | 0.0000% | $556624.00         | $526696.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 6.0000%  | 0.0000% | $6836522.00        | $7020076.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $20233753.00       | $20828255.90       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $8574087.00        | $8701142.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $2398059.00        | $2472608.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1375641.00        | $1421568.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $4412124.00        | $4567388.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $3152002.00        | $3258304.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 3.5000%  | 0.0000% | $3605423.00        | $3142128.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 3.0000%  | 0.0000% | $96325928.00       | $85016461.37       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 6.5000%  | 0.0000% | $20331272.00       | $20823435.75       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 5.0000%  | 0.0000% | $1249595.00        | $1227171.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $96279376.00       | $91969548.60       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $480375.00         | $480530.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $17670913.00       | $17767673.86       | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 4.5000%  | 0.0000% | $480368.00         | $462401.15         | Agency Mortgage-Backed Securities |

### Security 142: Fixed Income Clearing Corporation (Bank of New York)

- **C.1 - Title:** Fixed Income Clearing Corporation (Bank of New York) 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDDQ0, C.3 - LEI: N/A, C.5 - Other ID: ARP1BDDQ0_4.20_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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 Corporation (Bank of New York)

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $271805000.00      | $248468026.55      | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $60000000.00       | $58973400.00       | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $39000000.00       | $40267695.00       | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $116000000.00      | $114645120.00      | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $48000000.00       | $47645760.00       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** The HSBC Funds

**Date:** 2025-10-07

**By:** \s\James D Levy

**Name of Signing Officer:** James D Levy

**Title of Signing Officer:** Vice President