# EDGAR Filing Document

**Accession Number:** 0000798290
**File Stem:** 0001410368-26-042564
**Filing Date:** 2026-5
**Character Count:** 355332
**Document Hash:** 76d5947ce1e301ab782bc714b6d2536e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-042564.hdr.sgml**: 20260506

**ACCESSION NUMBER**: 0001410368-26-042564

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260506

**DATE AS OF CHANGE**: 20260506

**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:** 26947434

**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):** 2026-04-30

**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:** $44470768956.19

- **Amortized Cost of Portfolio Securities:** $44472493591.94

- **Cash:** $774405.71

- **Total Other Assets:** $81690844.84

- **Total Liabilities:** $525479842.92

- **Net Assets of Series:** $44029478999.57

- **Number of Shares Outstanding (Series):** 44030068458.9460

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $29882120576.05           | $29982985676.63            | 64.7900%                  | 65.0100%                   |
| 2026-04-02 | $28616591704.36           | $28967464468.84            | 63.7200%                  | 64.5000%                   |
| 2026-04-06 | $30590631588.94           | $31191544490.21            | 65.2400%                  | 66.5300%                   |
| 2026-04-07 | $30098444575.63           | $30699368487.11            | 64.8600%                  | 66.1500%                   |
| 2026-04-08 | $31209834184.89           | $31810769632.97            | 65.6700%                  | 66.9400%                   |
| 2026-04-09 | $30608818872.71           | $30959765267.65            | 65.4200%                  | 66.1700%                   |
| 2026-04-10 | $30287726619.08           | $30388681171.03            | 65.5200%                  | 65.7400%                   |
| 2026-04-13 | $30807102843.28           | $30908088391.91            | 65.5600%                  | 65.7800%                   |
| 2026-04-14 | $29300982299.91           | $29300982299.91            | 64.2100%                  | 64.2100%                   |
| 2026-04-15 | $27901649288.73           | $27901649288.73            | 63.0800%                  | 63.0800%                   |
| 2026-04-16 | $27599471253.78           | $27599471253.78            | 62.6800%                  | 62.6800%                   |
| 2026-04-17 | $25889141554.70           | $25889141554.70            | 61.0200%                  | 61.0200%                   |
| 2026-04-20 | $27233827789.85           | $27233827789.85            | 62.2200%                  | 62.2200%                   |
| 2026-04-21 | $25513890274.32           | $25963888936.32            | 60.5800%                  | 61.6500%                   |
| 2026-04-22 | $25848840694.40           | $26298840077.90            | 60.8900%                  | 61.9500%                   |
| 2026-04-23 | $26836220555.98           | $27286219874.98            | 61.7800%                  | 62.8200%                   |
| 2026-04-24 | $25959193000.57           | $26409192690.07            | 60.7700%                  | 61.8200%                   |
| 2026-04-27 | $26269498853.66           | $26769498743.66            | 61.7000%                  | 62.8700%                   |
| 2026-04-28 | $24089021231.71           | $24729021378.31            | 59.6400%                  | 61.2200%                   |
| 2026-04-29 | $23941947495.00           | $24581946776.20            | 59.4900%                  | 61.0800%                   |
| 2026-04-30 | $28257066221.58           | $28897066040.18            | 63.4200%                  | 64.8600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.6900%             |
| 2026-04-02 | 3.6900%             |
| 2026-04-06 | 3.6900%             |
| 2026-04-07 | 3.6900%             |
| 2026-04-08 | 3.6800%             |
| 2026-04-09 | 3.6800%             |
| 2026-04-10 | 3.6700%             |
| 2026-04-13 | 3.6600%             |
| 2026-04-14 | 3.6700%             |
| 2026-04-15 | 3.6700%             |
| 2026-04-16 | 3.6800%             |
| 2026-04-17 | 3.7000%             |
| 2026-04-20 | 3.7000%             |
| 2026-04-21 | 3.7000%             |
| 2026-04-22 | 3.7000%             |
| 2026-04-23 | 3.6900%             |
| 2026-04-24 | 3.7000%             |
| 2026-04-27 | 3.7000%             |
| 2026-04-28 | 3.7000%             |
| 2026-04-29 | 3.7000%             |
| 2026-04-30 | 3.7000%             |

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

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

### Class: Class Y

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2658844396.21

- **Number of Shares Outstanding:** 2658818970.2310

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $128845059.38             | $753862439.33           |
| 2026-04-02 | $492374012.86             | $85840977.90            |
| 2026-04-06 | $91464201.89              | $479798260.36           |
| 2026-04-07 | $170778422.30             | $261027625.79           |
| 2026-04-08 | $67608349.11              | $170848599.87           |
| 2026-04-09 | $178968642.64             | $75401276.29            |
| 2026-04-10 | $192133415.94             | $99435272.91            |
| 2026-04-13 | $138433689.97             | $136753772.59           |
| 2026-04-14 | $112497281.16             | $317117738.81           |
| 2026-04-15 | $56688974.88              | $292214904.97           |
| 2026-04-16 | $126947305.61             | $62925008.64            |
| 2026-04-17 | $29178116.62              | $61141176.29            |
| 2026-04-20 | $73693867.86              | $60377861.40            |
| 2026-04-21 | $59241728.21              | $9182270.52             |
| 2026-04-22 | $25578578.96              | $131064602.05           |
| 2026-04-23 | $113695918.94             | $66973302.50            |
| 2026-04-24 | $21134449.79              | $49799411.38            |
| 2026-04-27 | $34112660.21              | $52527014.89            |
| 2026-04-28 | $152100571.80             | $29066540.04            |
| 2026-04-29 | $133514169.33             | $30832883.41            |
| 2026-04-30 | $725542399.39             | $87614683.77            |

**Total Gross Subscriptions (Month):** $3124531816.85

**Total Gross Redemptions (Month):** $3313805623.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4600%           |
| 2026-04-02 | 3.4600%           |
| 2026-04-06 | 3.4600%           |
| 2026-04-07 | 3.4600%           |
| 2026-04-08 | 3.4600%           |
| 2026-04-09 | 3.4500%           |
| 2026-04-10 | 3.4400%           |
| 2026-04-13 | 3.4300%           |
| 2026-04-14 | 3.4400%           |
| 2026-04-15 | 3.4400%           |
| 2026-04-16 | 3.4500%           |
| 2026-04-17 | 3.4700%           |
| 2026-04-20 | 3.4700%           |
| 2026-04-21 | 3.4700%           |
| 2026-04-22 | 3.4700%           |
| 2026-04-23 | 3.4600%           |
| 2026-04-24 | 3.4600%           |
| 2026-04-27 | 3.4700%           |
| 2026-04-28 | 3.4700%           |
| 2026-04-29 | 3.4700%           |
| 2026-04-30 | 3.4700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                                               | PARTNERSHIPS     | 5.9900%          | 0.0000%              |
| Other                                               | PARTNERSHIPS     | 16.3100%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.8200%         | 0.0000%              |
| Non-financial corporation                           |  | 13.1600%         | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1793587463.88

- **Number of Shares Outstanding:** 1793294344.4050

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0001          |
|  |  |
| 2026-04-02 | 1.0001          |
|  |  |
| 2026-04-06 | 1.0001          |
|  |  |
| 2026-04-07 | 1.0001          |
|  |  |
| 2026-04-08 | 1.0001          |
|  |  |
| 2026-04-09 | 1.0001          |
|  |  |
| 2026-04-10 | 1.0001          |
|  |  |
| 2026-04-13 | 1.0001          |
|  |  |
| 2026-04-14 | 1.0001          |
|  |  |
| 2026-04-15 | 1.0001          |
|  |  |
| 2026-04-16 | 1.0001          |
|  |  |
| 2026-04-17 | 1.0002          |
|  |  |
| 2026-04-20 | 1.0002          |
|  |  |
| 2026-04-21 | 1.0001          |
|  |  |
| 2026-04-22 | 1.0001          |
|  |  |
| 2026-04-23 | 1.0001          |
|  |  |
| 2026-04-24 | 1.0001          |
|  |  |
| 2026-04-27 | 1.0001          |
|  |  |
| 2026-04-28 | 1.0001          |
|  |  |
| 2026-04-29 | 1.0001          |
|  |  |
| 2026-04-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $12312239.59              | $2334306.86             |
| 2026-04-02 | $2639262.97               | $1522646.62             |
| 2026-04-06 | $5700714.88               | $426328.05              |
| 2026-04-07 | $1603.79                  | $6768114.86             |
| 2026-04-08 | $11106654.24              | $4234263.06             |
| 2026-04-09 | $672927.12                | $1404580.27             |
| 2026-04-10 | $3474207.46               | $5396632.46             |
| 2026-04-13 | $3023434.59               | $18683732.58            |
| 2026-04-14 | $3099.09                  | $12472185.07            |
| 2026-04-15 | $3612943.45               | $3690187.51             |
| 2026-04-16 | $1008886.06               | $5509470.90             |
| 2026-04-17 | $16787961.85              | $0.00                   |
| 2026-04-20 | $4264866.04               | $13580531.29            |
| 2026-04-21 | $4625.11                  | $2258460.52             |
| 2026-04-22 | $538123.52                | $321860.58              |
| 2026-04-23 | $14740.25                 | $14338162.81            |
| 2026-04-24 | $16502003.65              | $4147190.07             |
| 2026-04-27 | $52621589.18              | $8047342.88             |
| 2026-04-28 | $198854.80                | $65179073.92            |
| 2026-04-29 | $15570002.70              | $730873.19              |
| 2026-04-30 | $36041383.89              | $14093945.50            |

**Total Gross Subscriptions (Month):** $186100124.23

**Total Gross Redemptions (Month):** $185139889.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.2100%           |
| 2026-04-02 | 3.2100%           |
| 2026-04-06 | 3.2100%           |
| 2026-04-07 | 3.2100%           |
| 2026-04-08 | 3.2000%           |
| 2026-04-09 | 3.2000%           |
| 2026-04-10 | 3.1900%           |
| 2026-04-13 | 3.1800%           |
| 2026-04-14 | 3.1900%           |
| 2026-04-15 | 3.1900%           |
| 2026-04-16 | 3.2000%           |
| 2026-04-17 | 3.2200%           |
| 2026-04-20 | 3.2200%           |
| 2026-04-21 | 3.2200%           |
| 2026-04-22 | 3.2200%           |
| 2026-04-23 | 3.2100%           |
| 2026-04-24 | 3.2100%           |
| 2026-04-27 | 3.2200%           |
| 2026-04-28 | 3.2200%           |
| 2026-04-29 | 3.2200%           |
| 2026-04-30 | 3.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 88.5200%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.6800%          | 0.0000%              |

### Class: Class I

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $32338217135.53

- **Number of Shares Outstanding:** 32339408488.4900

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $2357598776.98            | $2537904197.96          |
| 2026-04-02 | $628926029.48             | $1773205081.26          |
| 2026-04-06 | $3143367439.01            | $1211901772.96          |
| 2026-04-07 | $809258561.92             | $1026028283.16          |
| 2026-04-08 | $2016379218.49            | $1117971980.01          |
| 2026-04-09 | $1377699784.86            | $1326928003.13          |
| 2026-04-10 | $973599390.98             | $1469204699.06          |
| 2026-04-13 | $1847867455.51            | $1225590035.00          |
| 2026-04-14 | $1507686726.08            | $2986978387.27          |
| 2026-04-15 | $1010991083.96            | $1836951001.48          |
| 2026-04-16 | $1402001401.06            | $1326576984.31          |
| 2026-04-17 | $1547655905.06            | $3081266088.08          |
| 2026-04-20 | $2383242603.15            | $1399524828.40          |
| 2026-04-21 | $665676866.96             | $1458134200.56          |
| 2026-04-22 | $818225387.08             | $841550200.89           |
| 2026-04-23 | $1661023250.36            | $1056586389.14          |
| 2026-04-24 | $970882635.20             | $1857667678.81          |
| 2026-04-27 | $1824522863.66            | $1854233178.34          |
| 2026-04-28 | $738590457.78             | $2463129506.24          |
| 2026-04-29 | $561682029.37             | $1131764611.47          |
| 2026-04-30 | $4609421992.58            | $1006151787.67          |

**Total Gross Subscriptions (Month):** $32856299859.53

**Total Gross Redemptions (Month):** $33989248895.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5600%           |
| 2026-04-02 | 3.5600%           |
| 2026-04-06 | 3.5600%           |
| 2026-04-07 | 3.5600%           |
| 2026-04-08 | 3.5600%           |
| 2026-04-09 | 3.5500%           |
| 2026-04-10 | 3.5400%           |
| 2026-04-13 | 3.5300%           |
| 2026-04-14 | 3.5400%           |
| 2026-04-15 | 3.5400%           |
| 2026-04-16 | 3.5500%           |
| 2026-04-17 | 3.5700%           |
| 2026-04-20 | 3.5700%           |
| 2026-04-21 | 3.5700%           |
| 2026-04-22 | 3.5700%           |
| 2026-04-23 | 3.5600%           |
| 2026-04-24 | 3.5600%           |
| 2026-04-27 | 3.5700%           |
| 2026-04-28 | 3.5700%           |
| 2026-04-29 | 3.5700%           |
| 2026-04-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                                               | PARTNERSHIPS     | 7.0100%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.9100%          | 0.0000%              |
| Non-financial corporation                           |  | 5.0000%          | 0.0000%              |

### Class: Intermediary Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $3175879578.36

- **Number of Shares Outstanding:** 3175863821.3000

- **Expense Reimbursement/Waiver:** 314618.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $289034698.95             | $111902542.35           |
| 2026-04-02 | $0.00                     | $220033801.02           |
| 2026-04-06 | $62310655.91              | $10076707.85            |
| 2026-04-07 | $57782560.07              | $2986288.78             |
| 2026-04-08 | $66191675.04              | $10425319.22            |
| 2026-04-09 | $59796302.45              | $20626766.53            |
| 2026-04-10 | $29915130.14              | $110000000.00           |
| 2026-04-13 | $5467204.04               | $597221302.35           |
| 2026-04-14 | $96884431.06              | $18795378.12            |
| 2026-04-15 | $8706022.56               | $199707140.07           |
| 2026-04-16 | $141665115.03             | $7856217.96             |
| 2026-04-17 | $242942744.33             | $109754452.40           |
| 2026-04-20 | $256531081.50             | $0.00                   |
| 2026-04-21 | $1000100.00               | $582985008.78           |
| 2026-04-22 | $3141000.60               | $43154897.36            |
| 2026-04-23 | $651499635.34             | $132169168.38           |
| 2026-04-24 | $100.00                   | $57817407.91            |
| 2026-04-27 | $36116286.08              | $600000000.00           |
| 2026-04-28 | $94052713.96              | $50112416.21            |
| 2026-04-29 | $165851263.56             | $116570412.39           |
| 2026-04-30 | $466209791.92             | $5137406.69             |

**Total Gross Subscriptions (Month):** $2735098512.54

**Total Gross Redemptions (Month):** $3007332634.37

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5300%           |
| 2026-04-02 | 3.5300%           |
| 2026-04-06 | 3.5300%           |
| 2026-04-07 | 3.5300%           |
| 2026-04-08 | 3.5200%           |
| 2026-04-09 | 3.5200%           |
| 2026-04-10 | 3.5100%           |
| 2026-04-13 | 3.5000%           |
| 2026-04-14 | 3.5100%           |
| 2026-04-15 | 3.5100%           |
| 2026-04-16 | 3.5200%           |
| 2026-04-17 | 3.5400%           |
| 2026-04-20 | 3.5400%           |
| 2026-04-21 | 3.5400%           |
| 2026-04-22 | 3.5400%           |
| 2026-04-23 | 3.5300%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5400%           |
| 2026-04-29 | 3.5400%           |
| 2026-04-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 50.6400%         | 0.0000%              |
| Non-financial corporation |  | 33.6900%         | 0.0000%              |

### Class: Intermediary Service Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3474101788.86

- **Number of Shares Outstanding:** 3473870567.5700

- **Expense Reimbursement/Waiver:** 440009.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0001          |
|  |  |
| 2026-04-20 | 1.0001          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $92993721.12              | $147824944.51           |
| 2026-04-02 | $96329908.34              | $49880912.32            |
| 2026-04-06 | $133725038.85             | $133072665.32           |
| 2026-04-07 | $48679547.36              | $25105354.87            |
| 2026-04-08 | $80213528.71              | $59342921.15            |
| 2026-04-09 | $95401914.25              | $251136098.82           |
| 2026-04-10 | $93706389.42              | $66584142.89            |
| 2026-04-13 | $125616781.93             | $36835805.84            |
| 2026-04-14 | $44810589.55              | $221765979.00           |
| 2026-04-15 | $65714135.46              | $121835797.63           |
| 2026-04-16 | $64814506.33              | $47333595.98            |
| 2026-04-17 | $136670457.12             | $342535537.89           |
| 2026-04-20 | $85205457.22              | $85768262.60            |
| 2026-04-21 | $49104072.11              | $52142491.38            |
| 2026-04-22 | $159137996.49             | $52223357.89            |
| 2026-04-23 | $86259365.28              | $54884507.96            |
| 2026-04-24 | $92716658.46              | $20474651.83            |
| 2026-04-27 | $142327929.02             | $45872578.31            |
| 2026-04-28 | $116719474.95             | $129193662.81           |
| 2026-04-29 | $48514940.10              | $175270294.26           |
| 2026-04-30 | $98969014.62              | $104562301.26           |

**Total Gross Subscriptions (Month):** $1957631426.69

**Total Gross Redemptions (Month):** $2223645864.52

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5100%           |
| 2026-04-02 | 3.5100%           |
| 2026-04-06 | 3.5100%           |
| 2026-04-07 | 3.5100%           |
| 2026-04-08 | 3.5100%           |
| 2026-04-09 | 3.5000%           |
| 2026-04-10 | 3.4900%           |
| 2026-04-13 | 3.4800%           |
| 2026-04-14 | 3.4900%           |
| 2026-04-15 | 3.4900%           |
| 2026-04-16 | 3.5000%           |
| 2026-04-17 | 3.5200%           |
| 2026-04-20 | 3.5200%           |
| 2026-04-21 | 3.5200%           |
| 2026-04-22 | 3.5200%           |
| 2026-04-23 | 3.5100%           |
| 2026-04-24 | 3.5200%           |
| 2026-04-27 | 3.5200%           |
| 2026-04-28 | 3.5200%           |
| 2026-04-29 | 3.5200%           |
| 2026-04-30 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 15.7800%         | 0.0000%              |
| Non-financial corporation                           |  | 6.2600%          | 0.0000%              |
| Non-financial corporation                           |  | 5.1300%          | 0.0000%              |
| Non-financial corporation                           |  | 11.1400%         | 0.0000%              |
| Non-financial corporation                           |  | 14.9300%         | 0.0000%              |

### Class: Class P

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $588848636.73

- **Number of Shares Outstanding:** 588812266.9500

- **Expense Reimbursement/Waiver:** 53201.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0001          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $23269441.10              | $2063916.76             |
| 2026-04-02 | $28248892.66              | $1471707.20             |
| 2026-04-06 | $12861505.14              | $4865202.96             |
| 2026-04-07 | $5143387.72               | $3306932.05             |
| 2026-04-08 | $8578054.62               | $2438406.28             |
| 2026-04-09 | $9209759.77               | $82943061.00            |
| 2026-04-10 | $7019985.40               | $9497212.38             |
| 2026-04-13 | $17858292.66              | $8315022.82             |
| 2026-04-14 | $1883990.43               | $8494105.49             |
| 2026-04-15 | $12663563.75              | $2536253.69             |
| 2026-04-16 | $5819593.07               | $11536753.55            |
| 2026-04-17 | $5313868.62               | $2052659.10             |
| 2026-04-20 | $11866664.25              | $11187137.15            |
| 2026-04-21 | $1432201.15               | $2535499.73             |
| 2026-04-22 | $6033378.43               | $7331576.82             |
| 2026-04-23 | $997485.21                | $10631862.81            |
| 2026-04-24 | $10759713.09              | $4336871.73             |
| 2026-04-27 | $4563149.11               | $6573059.67             |
| 2026-04-28 | $1864285.60               | $10324848.72            |
| 2026-04-29 | $2004231.79               | $17232636.67            |
| 2026-04-30 | $1194518.54               | $22134727.51            |

**Total Gross Subscriptions (Month):** $178585962.11

**Total Gross Redemptions (Month):** $231809454.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5100%           |
| 2026-04-02 | 3.5100%           |
| 2026-04-06 | 3.5100%           |
| 2026-04-07 | 3.5100%           |
| 2026-04-08 | 3.5000%           |
| 2026-04-09 | 3.5000%           |
| 2026-04-10 | 3.4900%           |
| 2026-04-13 | 3.4800%           |
| 2026-04-14 | 3.4900%           |
| 2026-04-15 | 3.4900%           |
| 2026-04-16 | 3.5000%           |
| 2026-04-17 | 3.5200%           |
| 2026-04-20 | 3.5200%           |
| 2026-04-21 | 3.5200%           |
| 2026-04-22 | 3.5200%           |
| 2026-04-23 | 3.5100%           |
| 2026-04-24 | 3.5200%           |
| 2026-04-27 | 3.5200%           |
| 2026-04-28 | 3.5200%           |
| 2026-04-29 | 3.5200%           |
| 2026-04-30 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 18.8100%         | 0.0000%              |
| Non-financial corporation |  | 6.1100%          | 0.0000%              |
| Non-financial corporation |  | 5.6900%          | 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 3.533900%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 05999F9K6, C.3 - LEI: 549300T8K043VZEOVK74
- **C.18 - Value (incl. sponsor support):** $382396510.30
- **C.18.a - Value (excl. sponsor support):** $382396510.30
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53X4, C.4 - ISIN: US3130B53X45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250004257.50
- **C.18.a - Value (excl. sponsor support):** $250004257.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **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 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **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):** $150004033.50
- **C.18.a - Value (excl. sponsor support):** $150004033.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84T6, C.4 - ISIN: US3130B84T69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999410.50
- **C.18.a - Value (excl. sponsor support):** $149999410.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **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 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B76, C.4 - ISIN: US3130B8B766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199999264.00
- **C.18.a - Value (excl. sponsor support):** $199999264.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KF8, C.4 - ISIN: US3130B8KF81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199999790.00
- **C.18.a - Value (excl. sponsor support):** $199999790.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **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 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ME9, C.4 - ISIN: US3130B8ME98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200002574.00
- **C.18.a - Value (excl. sponsor support):** $200002574.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200000212.00
- **C.18.a - Value (excl. sponsor support):** $200000212.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QU9, C.4 - ISIN: US3130B8QU94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200002858.00
- **C.18.a - Value (excl. sponsor support):** $200002858.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8XU1, C.4 - ISIN: US3130B8XU12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250005710.00
- **C.18.a - Value (excl. sponsor support):** $250005710.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZF2, C.4 - ISIN: US3130B8ZF27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500000595.00
- **C.18.a - Value (excl. sponsor support):** $500000595.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZL9, C.4 - ISIN: US3130B8ZL94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499999925.00
- **C.18.a - Value (excl. sponsor support):** $499999925.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZT2, C.4 - ISIN: US3130B8ZT21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250001277.50
- **C.18.a - Value (excl. sponsor support):** $250001277.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92L3, C.4 - ISIN: US3130B92L34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999405.00
- **C.18.a - Value (excl. sponsor support):** $249999405.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DD9, C.4 - ISIN: US3130B9DD99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200005040.00
- **C.18.a - Value (excl. sponsor support):** $200005040.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9ES5, C.4 - ISIN: US3130B9ES59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250000727.50
- **C.18.a - Value (excl. sponsor support):** $250000727.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9ET3, C.4 - ISIN: US3130B9ET33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150000097.50
- **C.18.a - Value (excl. sponsor support):** $150000097.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9HJ2, C.4 - ISIN: US3130B9HJ24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002680.00
- **C.18.a - Value (excl. sponsor support):** $100002680.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9HP8, C.4 - ISIN: US3130B9HP83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002143.00
- **C.18.a - Value (excl. sponsor support):** $100002143.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JK7, C.4 - ISIN: US3130B9JK78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399999104.00
- **C.18.a - Value (excl. sponsor support):** $399999104.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **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 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JM3, C.4 - ISIN: US3130B9JM35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999602.50
- **C.18.a - Value (excl. sponsor support):** $149999602.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JX9, C.4 - ISIN: US3130B9JX99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400002900.00
- **C.18.a - Value (excl. sponsor support):** $400002900.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JY7, C.4 - ISIN: US3130B9JY72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150003442.50
- **C.18.a - Value (excl. sponsor support):** $150003442.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KC3, C.4 - ISIN: US3130B9KC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002141.00
- **C.18.a - Value (excl. sponsor support):** $100002141.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KP4, C.4 - ISIN: US3130B9KP47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200001208.00
- **C.18.a - Value (excl. sponsor support):** $200001208.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N97, C.4 - ISIN: US3130B9N975, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999707.50
- **C.18.a - Value (excl. sponsor support):** $249999707.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QJ2, C.4 - ISIN: US3130B9QJ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249977310.00
- **C.18.a - Value (excl. sponsor support):** $249977310.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6G7, C.4 - ISIN: US3130BA6G77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250001535.00
- **C.18.a - Value (excl. sponsor support):** $250001535.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAD53, C.4 - ISIN: US3130BAD538, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250007542.50
- **C.18.a - Value (excl. sponsor support):** $250007542.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAD79, C.4 - ISIN: US3130BAD793, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100001521.00
- **C.18.a - Value (excl. sponsor support):** $100001521.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BADS3, C.4 - ISIN: US3130BADS31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150002022.00
- **C.18.a - Value (excl. sponsor support):** $150002022.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEH6, C.4 - ISIN: US3130BAEH66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100004259.00
- **C.18.a - Value (excl. sponsor support):** $100004259.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **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 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFC6, C.4 - ISIN: US3130BAFC60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100003868.00
- **C.18.a - Value (excl. sponsor support):** $100003868.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **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 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAHE0, C.4 - ISIN: US3130BAHE09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150003336.00
- **C.18.a - Value (excl. sponsor support):** $150003336.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **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 35: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A55, C.4 - ISIN: US313385A558, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $41701716.32
- **C.18.a - Value (excl. sponsor support):** $41701716.32
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A71, C.4 - ISIN: US313385A715, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49517021.00
- **C.18.a - Value (excl. sponsor support):** $49517021.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **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 37: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B62, C.4 - ISIN: US313385B622, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15517607.41
- **C.18.a - Value (excl. sponsor support):** $15517607.41
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445249876.50
- **C.18.a - Value (excl. sponsor support):** $445249876.50
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **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 39: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13148040.39
- **C.18.a - Value (excl. sponsor support):** $13148040.39
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **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 40: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $395498832.00
- **C.18.a - Value (excl. sponsor support):** $395498832.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D45, C.4 - ISIN: US313385D453, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6621269.44
- **C.18.a - Value (excl. sponsor support):** $6621269.44
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99263083.00
- **C.18.a - Value (excl. sponsor support):** $99263083.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99223250.00
- **C.18.a - Value (excl. sponsor support):** $99223250.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **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 44: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14568251.25
- **C.18.a - Value (excl. sponsor support):** $14568251.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **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):** $250260405.00
- **C.18.a - Value (excl. sponsor support):** $250260405.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.900000%
- **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):** $50052494.50
- **C.18.a - Value (excl. sponsor support):** $50052494.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **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):** $250018197.50
- **C.18.a - Value (excl. sponsor support):** $250018197.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21004697.07
- **C.18.a - Value (excl. sponsor support):** $21004697.07
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.660000%
- **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):** $167970316.08
- **C.18.a - Value (excl. sponsor support):** $167970316.08
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **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):** $100006466.00
- **C.18.a - Value (excl. sponsor support):** $100006466.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **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):** $100005079.00
- **C.18.a - Value (excl. sponsor support):** $100005079.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **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):** $10006580.30
- **C.18.a - Value (excl. sponsor support):** $10006580.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **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):** $40027285.60
- **C.18.a - Value (excl. sponsor support):** $40027285.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **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):** $125004902.50
- **C.18.a - Value (excl. sponsor support):** $125004902.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.860000%
- **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):** $163994161.08
- **C.18.a - Value (excl. sponsor support):** $163994161.08
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **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):** $67514765.63
- **C.18.a - Value (excl. sponsor support):** $67514765.63
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **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 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **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):** $174992357.75
- **C.18.a - Value (excl. sponsor support):** $174992357.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **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):** $15007905.00
- **C.18.a - Value (excl. sponsor support):** $15007905.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **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):** $150003420.00
- **C.18.a - Value (excl. sponsor support):** $150003420.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **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):** $60014517.60
- **C.18.a - Value (excl. sponsor support):** $60014517.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **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):** $50022296.00
- **C.18.a - Value (excl. sponsor support):** $50022296.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **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):** $199995540.00
- **C.18.a - Value (excl. sponsor support):** $199995540.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **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):** $249987802.50
- **C.18.a - Value (excl. sponsor support):** $249987802.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **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):** $10003037.80
- **C.18.a - Value (excl. sponsor support):** $10003037.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 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 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **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):** $279979996.80
- **C.18.a - Value (excl. sponsor support):** $279979996.80
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **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):** $175005577.25
- **C.18.a - Value (excl. sponsor support):** $175005577.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **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):** $150005626.50
- **C.18.a - Value (excl. sponsor support):** $150005626.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **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):** $350000917.00
- **C.18.a - Value (excl. sponsor support):** $350000917.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **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):** $175105278.25
- **C.18.a - Value (excl. sponsor support):** $175105278.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **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):** $240807207.23
- **C.18.a - Value (excl. sponsor support):** $240807207.23
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **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):** $250017762.50
- **C.18.a - Value (excl. sponsor support):** $250017762.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **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):** $15005915.25
- **C.18.a - Value (excl. sponsor support):** $15005915.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **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):** $85060767.35
- **C.18.a - Value (excl. sponsor support):** $85060767.35
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999903.25
- **C.18.a - Value (excl. sponsor support):** $24999903.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3H8, C.4 - ISIN: US3133ET3H85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139999893.60
- **C.18.a - Value (excl. sponsor support):** $139999893.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5M5, C.4 - ISIN: US3133ET5M52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90000261.90
- **C.18.a - Value (excl. sponsor support):** $90000261.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6P7, C.4 - ISIN: US3133ET6P74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60000499.20
- **C.18.a - Value (excl. sponsor support):** $60000499.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **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):** $100008990.00
- **C.18.a - Value (excl. sponsor support):** $100008990.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **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):** $75004782.75
- **C.18.a - Value (excl. sponsor support):** $75004782.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **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 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **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):** $188972028.00
- **C.18.a - Value (excl. sponsor support):** $188972028.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **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):** $195960890.16
- **C.18.a - Value (excl. sponsor support):** $195960890.16
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 82: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **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):** $50015650.50
- **C.18.a - Value (excl. sponsor support):** $50015650.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 83: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **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):** $90008996.40
- **C.18.a - Value (excl. sponsor support):** $90008996.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ26, C.4 - ISIN: US3133ETQ264, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40005867.60
- **C.18.a - Value (excl. sponsor support):** $40005867.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **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):** $125015102.50
- **C.18.a - Value (excl. sponsor support):** $125015102.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 86: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **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):** $25000614.25
- **C.18.a - Value (excl. sponsor support):** $25000614.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **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):** $100000235.00
- **C.18.a - Value (excl. sponsor support):** $100000235.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 88: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **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):** $115001636.45
- **C.18.a - Value (excl. sponsor support):** $115001636.45
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX51, C.4 - ISIN: US3133ETX518, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150020610.00
- **C.18.a - Value (excl. sponsor support):** $150020610.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-21
- **C.13 - Final Legal Maturity Date:** 2027-10-21
- **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 90: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY68, C.4 - ISIN: US3133ETY680, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $299999028.00
- **C.18.a - Value (excl. sponsor support):** $299999028.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **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 91: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAP5, C.4 - ISIN: US3133EWAP50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $335053429.15
- **C.18.a - Value (excl. sponsor support):** $335053429.15
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBZ2, C.4 - ISIN: US3133EWBZ24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35000835.80
- **C.18.a - Value (excl. sponsor support):** $35000835.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDH0, C.4 - ISIN: US3133EWDH08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $245004218.90
- **C.18.a - Value (excl. sponsor support):** $245004218.90
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 94: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDV9, C.4 - ISIN: US3133EWDV91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25003945.75
- **C.18.a - Value (excl. sponsor support):** $25003945.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-18
- **C.13 - Final Legal Maturity Date:** 2028-01-18
- **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 95: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEK2, C.4 - ISIN: US3133EWEK28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100002128.00
- **C.18.a - Value (excl. sponsor support):** $100002128.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25006093.00
- **C.18.a - Value (excl. sponsor support):** $25006093.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69012175.05
- **C.18.a - Value (excl. sponsor support):** $69012175.05
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **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 98: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGD6, C.4 - ISIN: US3133EWGD66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429999557.10
- **C.18.a - Value (excl. sponsor support):** $429999557.10
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **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 99: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10001542.80
- **C.18.a - Value (excl. sponsor support):** $10001542.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGU8, C.4 - ISIN: US3133EWGU81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120025627.20
- **C.18.a - Value (excl. sponsor support):** $120025627.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-13
- **C.13 - Final Legal Maturity Date:** 2028-03-13
- **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 101: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGZ7, C.4 - ISIN: US3133EWGZ78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $105000076.65
- **C.18.a - Value (excl. sponsor support):** $105000076.65
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHG8, C.4 - ISIN: US3133EWHG88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $190030487.40
- **C.18.a - Value (excl. sponsor support):** $190030487.40
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-17
- **C.13 - Final Legal Maturity Date:** 2028-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74026731.02
- **C.18.a - Value (excl. sponsor support):** $74026731.02
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJA9, C.4 - ISIN: US3133EWJA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10001693.00
- **C.18.a - Value (excl. sponsor support):** $10001693.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **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 105: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKR0, C.4 - ISIN: US3133EWKR07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70012222.70
- **C.18.a - Value (excl. sponsor support):** $70012222.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-07
- **C.13 - Final Legal Maturity Date:** 2028-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMU1, C.4 - ISIN: US3133EWMU18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65012325.95
- **C.18.a - Value (excl. sponsor support):** $65012325.95
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-27
- **C.13 - Final Legal Maturity Date:** 2028-04-27
- **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 107: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.750000%
- **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):** $73013813.79
- **C.18.a - Value (excl. sponsor support):** $73013813.79
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $73019764.02
- **C.18.a - Value (excl. sponsor support):** $73019764.02
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **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 109: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $33005762.13
- **C.18.a - Value (excl. sponsor support):** $33005762.13
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: 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 3.587200%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 7839989D1, C.3 - LEI: 549300BZ5TGIFZUZDZ37
- **C.18 - Value (incl. sponsor support):** $1907576944.40
- **C.18.a - Value (excl. sponsor support):** $1907576944.40
- **C.19 - Percentage of Net Assets:** 4.3300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 111: FIXED INCOME CLEARING CORPORATION (STATE STREET BANK)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (STATE STREET BANK) 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.64_0501
- **C.18 - Value (incl. sponsor support):** $1445000000.00
- **C.18.a - Value (excl. sponsor support):** $1445000000.00
- **C.19 - Percentage of Net Assets:** 3.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION (STATE STREET BANK)

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $13694700.00       | $13729914.28       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $49160700.00       | $46528486.67       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $440315000.00      | $449741651.00      | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $427059200.00      | $431900855.60      | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $518581400.00      | $531999164.80      | U.S. Treasuries (including strips) |

### Security 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.631000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $431072385.84
- **C.18.a - Value (excl. sponsor support):** $431072385.84
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.672000%
- **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):** $198066870.00
- **C.18.a - Value (excl. sponsor support):** $198066870.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 114: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.674000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $592544268.00
- **C.18.a - Value (excl. sponsor support):** $592544268.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.687000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393911876.00
- **C.18.a - Value (excl. sponsor support):** $393911876.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.685000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $392820332.00
- **C.18.a - Value (excl. sponsor support):** $392820332.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.655000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195870972.00
- **C.18.a - Value (excl. sponsor support):** $195870972.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.629000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399206112.00
- **C.18.a - Value (excl. sponsor support):** $399206112.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **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 119: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.624000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $822794156.25
- **C.18.a - Value (excl. sponsor support):** $822794156.25
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **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 120: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.653000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298982478.00
- **C.18.a - Value (excl. sponsor support):** $298982478.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **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 121: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.655000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195343608.00
- **C.18.a - Value (excl. sponsor support):** $195343608.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.677000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298137417.00
- **C.18.a - Value (excl. sponsor support):** $298137417.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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 123: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.644000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194815938.00
- **C.18.a - Value (excl. sponsor support):** $194815938.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.672000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198343458.00
- **C.18.a - Value (excl. sponsor support):** $198343458.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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 125: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.667000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396414876.00
- **C.18.a - Value (excl. sponsor support):** $396414876.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **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 126: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.676000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194227358.00
- **C.18.a - Value (excl. sponsor support):** $194227358.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.668000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395862388.00
- **C.18.a - Value (excl. sponsor support):** $395862388.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.671000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197791408.00
- **C.18.a - Value (excl. sponsor support):** $197791408.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.676000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395301304.00
- **C.18.a - Value (excl. sponsor support):** $395301304.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.659000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $547474917.00
- **C.18.a - Value (excl. sponsor support):** $547474917.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **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 131: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.697000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149093905.50
- **C.18.a - Value (excl. sponsor support):** $149093905.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.687000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193668870.00
- **C.18.a - Value (excl. sponsor support):** $193668870.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UE5, C.4 - ISIN: US912797UE52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193089412.00
- **C.18.a - Value (excl. sponsor support):** $193089412.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **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 134: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.676000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394751168.00
- **C.18.a - Value (excl. sponsor support):** $394751168.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.689000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.4 - ISIN: US912797UG01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394457376.00
- **C.18.a - Value (excl. sponsor support):** $394457376.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.705000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394157568.00
- **C.18.a - Value (excl. sponsor support):** $394157568.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.684000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393642224.00
- **C.18.a - Value (excl. sponsor support):** $393642224.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.698000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393343028.00
- **C.18.a - Value (excl. sponsor support):** $393343028.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.706000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196527830.00
- **C.18.a - Value (excl. sponsor support):** $196527830.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.667000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397324964.00
- **C.18.a - Value (excl. sponsor support):** $397324964.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.654000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397058468.00
- **C.18.a - Value (excl. sponsor support):** $397058468.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.655000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396781376.00
- **C.18.a - Value (excl. sponsor support):** $396781376.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **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 143: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.642000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.4 - ISIN: US912797UR65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396517768.00
- **C.18.a - Value (excl. sponsor support):** $396517768.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **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 144: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.677000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396207388.00
- **C.18.a - Value (excl. sponsor support):** $396207388.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.694000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UU9, C.4 - ISIN: US912797UU94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395634952.00
- **C.18.a - Value (excl. sponsor support):** $395634952.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.701000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UV7, C.4 - ISIN: US912797UV77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395348724.00
- **C.18.a - Value (excl. sponsor support):** $395348724.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.703000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UW5, C.4 - ISIN: US912797UW50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395228432.00
- **C.18.a - Value (excl. sponsor support):** $395228432.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: 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):** $129161150.30
- **C.18.a - Value (excl. sponsor support):** $129161150.30
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 149: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98995561.00
- **C.18.a - Value (excl. sponsor support):** $98995561.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **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 150: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100194440.00
- **C.18.a - Value (excl. sponsor support):** $100194440.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: 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):** $100168571.00
- **C.18.a - Value (excl. sponsor support):** $100168571.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200608084.00
- **C.18.a - Value (excl. sponsor support):** $200608084.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **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 153: 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: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $600653580.00
- **C.18.a - Value (excl. sponsor support):** $600653580.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **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 154: 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: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124967197.50
- **C.18.a - Value (excl. sponsor support):** $124967197.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **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 155: Federated Govt Oblg Pr Shares

- **C.1 - Title:** Federated Govt Oblg Pr Shares 3.569100%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 927XCDII9, C.3 - LEI: 254900VAJ9169N7JRF45
- **C.18 - Value (incl. sponsor support):** $1256055015.12
- **C.18.a - Value (excl. sponsor support):** $1256055015.12
- **C.19 - Percentage of Net Assets:** 2.8500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 156: Dreyfus Government Cash Management, Institutional Shares

- **C.1 - Title:** Dreyfus Government Cash Management, Institutional Shares 3.536200%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 975LFWII1, C.3 - LEI: 549300F7IDB6WRO7VJ11
- **C.18 - Value (incl. sponsor support):** $258699186.66
- **C.18.a - Value (excl. sponsor support):** $258699186.66
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 157: Fixed Income Clearing Corporation (Bank of New York)

- **C.1 - Title:** Fixed Income Clearing Corporation (Bank of New York) 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBRD2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HBRD2_3.64_0501
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 3.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Bank of New York)

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $226076300.00      | $202611690.94      | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $642912100.00      | $609820543.97      | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $597533400.00      | $609066382.36      | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $107452700.00      | $108501399.76      | U.S. Treasuries (including strips) |

### Security 158: Fixed Income Clearing Corporation (Bank of New York)

- **C.1 - Title:** Fixed Income Clearing Corporation (Bank of New York) 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBRH3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HBRH3_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Bank of New York)

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $5000000.00        | $3049802.18        | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $445922700.00      | $399640087.33      | U.S. Treasuries (including strips) |
| USTR          | 2033-04-30      | 4.1250%  | 0.0000% | $108069900.00      | $107310168.60      | U.S. Treasuries (including strips) |

### Security 159: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBRP5, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1HBRP5_3.65_0501
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $53424441.00       | $48655066.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $55052594.00       | $49374585.60       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $25430312.00       | $24720139.96       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $32056327.00       | $31819652.24       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $48973011.00       | $49430556.21       | Agency Mortgage-Backed Securities |

### Security 160: BNP PARIBAS FORTIS SA

- **C.1 - Title:** BNP PARIBAS FORTIS SA 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBRU4, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1HBRU4_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2054-01-01      | 4.2680%  | 0.0000% | $9272000.00        | $7978652.34        | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-09-01      | 3.0000%  | 0.0000% | $4687940.00        | $780269.91         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $322.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 4.0000%  | 0.0000% | $1005.00           | $225.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $945000.00         | $550500.14         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-05-01      | 3.5000%  | 0.0000% | $4700000.00        | $1362028.88        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1894347.00        | $1326600.46        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1825600.00        | $1441956.28        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $5415465.00        | $3784937.46        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1351510.00        | $1026003.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $710.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 1.5000%  | 0.0000% | $4048439.00        | $2560831.20        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $8240419.00        | $6684035.96        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $761.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-10-01      | 3.0000%  | 0.0000% | $4217.00           | $1300.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-08-01      | 3.0000%  | 0.0000% | $1140.00           | $488.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $542.09            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $889595.00         | $492883.54         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 2.0000%  | 0.0000% | $240999.00         | $139009.92         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1070.00           | $653.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $23424609.00       | $16788782.46       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 2.5000%  | 0.0000% | $2552090.00        | $1748204.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $685.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.5000%  | 0.0000% | $100995.00         | $67381.09          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $734.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $202620.00         | $151182.81         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.0000%  | 0.0000% | $2797724.00        | $1595418.99        | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-01-01      | 4.2120%  | 0.0000% | $1000.00           | $999.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-03-01      | 2.7700%  | 0.0000% | $1000.00           | $785.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-02-01      | 3.2600%  | 0.0000% | $587196.00         | $510200.10         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $2303713.00        | $1082935.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $533614.00         | $308817.93         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $197609.00         | $154184.85         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1016.00           | $540.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $673.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 7.0000%  | 0.0000% | $1593582.00        | $1436690.52        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $961.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 3.0000%  | 0.0000% | $2168970.00        | $1637435.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $487856.00         | $398524.75         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $535.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $3137000.00        | $2070323.67        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $1976746.00        | $1564234.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $13800064.00       | $2728454.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 4.5000%  | 0.0000% | $2819297.00        | $1819765.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-03-01      | 5.0000%  | 0.0000% | $618049.00         | $34162.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-02-01      | 4.5000%  | 0.0000% | $62491263.00       | $8237253.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 3.2400%  | 0.0000% | $2370000.00        | $1806420.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $969.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $355140.00         | $334914.26         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $855.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $956.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1004.00           | $864.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1545464.00        | $1435553.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1217722.00        | $1228122.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $3320674.00        | $2677684.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1248.00           | $1312.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $10311181.00       | $10383684.47       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1021.00           | $987.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.31           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 4.5000%  | 0.0000% | $11447410.00       | $1855678.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $382.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $4303104.00        | $902486.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | N/A      | 0.0000% | $1000.00           | $1034.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 4.1850%  | 0.0000% | $10143424.00       | $9270342.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1022262.00        | $645369.04         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2966672.00        | $2254653.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1171402.00        | $806056.11         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-04-01      | 4.8000%  | 0.0000% | $36039699.00       | $36510005.07       | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 4.1650%  | 0.0000% | $36217576.00       | $35655230.73       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $347940.00         | $49598.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $414779.00         | $83304.86          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $3851128.00        | $1498201.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 3.0000%  | 0.0000% | $12986500.00       | $6510771.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $540.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $1024.00           | $521.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $1024.00           | $511.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-07-01      | 2.0000%  | 0.0000% | $5021261.00        | $2442244.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $3886236.00        | $2201445.77        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1016.00           | $579.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $2007.00           | $1291.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $3725000.00        | $2591570.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $8384576.00        | $5930002.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $576256.00         | $391988.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $168721.00         | $129838.82         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $559.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $818.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1125492.00        | $1109893.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1008.00           | $999.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $9456487.00        | $9377626.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $7718464.00        | $6384488.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $14476407.00       | $13229232.87       | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-06-01      | 4.0000%  | 0.0000% | $293746.00         | $59787.33          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $513.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $423.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $659.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $690.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $621.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $154890.00         | $152481.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1040.00           | $1041.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 6.5000%  | 0.0000% | $1637946.00        | $164272.13         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $392955.00         | $26332.11          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $10047216.00       | $731201.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $99020480.00       | $58339718.06       | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.0000%  | 0.0000% | $279848.00         | $26120.89          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-02-01      | 2.0000%  | 0.0000% | $2000.00           | $863.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-01-01      | 2.0000%  | 0.0000% | $1000.00           | $544.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $635.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $689.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $882480.00         | $377795.08         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 4.5000%  | 0.0000% | $1373000.00        | $1244314.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 5.5000%  | 0.0000% | $1000.00           | $919.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $3135615.00        | $2608569.57        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.91           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 4.5000%  | 0.0000% | $2613310.00        | $2497003.63        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $869.61            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $4743870.00        | $4712076.42        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $7000.00           | $5795.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 5.0000%  | 0.0000% | $4201296.00        | $3443018.43        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $5024610.00        | $4805239.40        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1928052.00        | $1976384.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $2619124.00        | $2713890.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $26926.00          | $27895.44          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $912.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $6944431.00        | $6646058.88        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $959.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1004.00           | $805.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1105.00           | $979.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $387200.00         | $387840.30         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 5.0000%  | 0.0000% | $21662144.00       | $21802878.14       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1284278.00        | $1283306.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 4.5000%  | 0.0000% | $15839400.00       | $13731806.10       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $22527605.00       | $16623472.59       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $886.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $22017896.00       | $16356437.81       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1040.00           | $1014.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $11476666.00       | $11681733.17       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1280.00           | $1299.94           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.06           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1243328.00        | $1218994.54        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $961.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $4032.00           | $4049.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $6000.00           | $6145.62           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $2458352.00        | $2392831.36        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $853863.00         | $836307.61         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1001.00           | $1025.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-07-15      | 3.5000%  | 0.0000% | $1038.00           | $98.77             | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-04-20      | 3.0000%  | 0.0000% | $1001.00           | $84.59             | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-11-20      | 3.0000%  | 0.0000% | $1000.00           | $131.45            | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-02-20      | 4.0000%  | 0.0000% | $192956.00         | $15084.26          | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-10-20      | 4.5000%  | 0.0000% | $1000.00           | $61.68             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-05-20      | 5.0000%  | 0.0000% | $370451.00         | $33193.62          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-07-20      | 4.0000%  | 0.0000% | $49983608.00       | $4711763.04        | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-06-20      | 4.0000%  | 0.0000% | $1002.00           | $92.31             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-06-20      | 4.5000%  | 0.0000% | $1001.00           | $83.39             | Agency Mortgage-Backed Securities  |
| GNMA          | 2032-10-20      | 2.5000%  | 0.0000% | $1002.00           | $116.43            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $2024.00           | $230.23            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-11-20      | 4.0000%  | 0.0000% | $1000.00           | $102.05            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-11-20      | 5.0000%  | 0.0000% | $155999.00         | $16611.03          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-03-20      | 3.5000%  | 0.0000% | $1024.00           | $115.31            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-11-20      | 4.0000%  | 0.0000% | $430356.00         | $37559.98          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-11-20      | 5.0000%  | 0.0000% | $1001.00           | $57.46             | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-12-20      | 4.0000%  | 0.0000% | $1011.00           | $88.44             | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-07-20      | 6.5000%  | 0.0000% | $102879.00         | $13147.29          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-01-20      | 5.5000%  | 0.0000% | $1049.00           | $77.76             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 5.0000%  | 0.0000% | $4554000.00        | $291580.74         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $80.97             | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-11-20      | 6.5000%  | 0.0000% | $1000.00           | $114.74            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-06-20      | 6.0000%  | 0.0000% | $1000.00           | $99.87             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-06-20      | 5.0000%  | 0.0000% | $1007.00           | $84.66             | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-08-20      | 6.5000%  | 0.0000% | $1000.00           | $76.61             | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 1.5000%  | 0.0000% | $342129.00         | $171030.07         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 4.5000%  | 0.0000% | $1000.00           | $121.51            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 5.0000%  | 0.0000% | $495999.00         | $67234.45          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-02-20      | 5.5000%  | 0.0000% | $1000.00           | $280.84            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 5.0000%  | 0.0000% | $1000.00           | $230.75            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $3144.00           | $2074.57           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 3.5000%  | 0.0000% | $3168.00           | $2092.66           | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $483.79            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 5.0000%  | 0.0000% | $166000.00         | $53626.95          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-07-20      | 2.0000%  | 0.0000% | $1000.00           | $533.58            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 2.0000%  | 0.0000% | $2000.00           | $1077.10           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.5000%  | 0.0000% | $1144188.00        | $748900.20         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $1024.00           | $718.44            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $702.77            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 5.0000%  | 0.0000% | $1000.00           | $709.15            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-11-20      | 6.0000%  | 0.0000% | $1000.00           | $478.13            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-12-20      | 5.5000%  | 0.0000% | $2024.00           | $1258.54           | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-03-20      | 5.5000%  | 0.0000% | $1000.00           | $467.03            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-03-20      | 6.0000%  | 0.0000% | $26593.00          | $12258.81          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $594528.00         | $388463.79         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $530.50            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-12-20      | 5.5000%  | 0.0000% | $1024.00           | $771.84            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 5.5000%  | 0.0000% | $3790412.00        | $2750252.18        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-02-20      | 6.5000%  | 0.0000% | $14675335.00       | $5745602.28        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 4.5000%  | 0.0000% | $1000.00           | $360.77            | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-12-20      | 4.0000%  | 0.0000% | $281183.00         | $166306.67         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $801.10            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-15      | 7.0000%  | 0.0000% | $2000.00           | $1844.29           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1041.65           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $971.16            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 7.5000%  | 0.0000% | $2008.00           | $1559.84           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $1000.00           | $975.60            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1054.18           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 7.5000%  | 0.0000% | $1005.00           | $1040.87           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1075.62           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1003.00           | $1058.38           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1066.86           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $544012.00         | $576754.83         | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.37           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $204106.00         | $215983.04         | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.51           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $25494.00          | $26365.78          | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.30           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.25           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.17           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $67168.00          | $71817.65          | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $20354176.00       | $18317074.35       | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $1765600.00        | $1425810.72        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $12711299.00       | $9611007.43        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $784.13            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $1647714.00        | $1522537.76        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $1024.00           | $963.81            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $48324550.00       | $41448672.34       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $876.71            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $16201.00          | $15599.89          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $2010983.00        | $1970771.39        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $4566411.00        | $4485465.41        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $1008.00           | $990.95            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $434688.00         | $431960.74         | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1010.00           | $1005.01           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $1029553.00        | $1028749.95        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.15           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $331288.00         | $345796.43         | Agency Mortgage-Backed Securities  |
| GNMA          | 2066-03-20      | 6.0000%  | 0.0000% | $597130.00         | $615022.01         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-15      | 4.5000%  | 0.0000% | $7672787.00        | $2030988.74        | Agency Mortgage-Backed Securities  |
| USTR          | 2036-02-15      | 4.5000%  | 0.0000% | $100.00            | $102.14            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $5483200.00        | $5511217.64        | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | N/A      | 0.0000% | $204.62            | $90.72             | U.S. Treasuries (including strips) |

### Security 161: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBS58, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1HBS58_3.64_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $106.46            | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $102.85            | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $2500.00           | $2524.70           | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $126600.00         | $129610.26         | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $6625000.00        | $6611139.48        | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $241669600.00      | $238511592.52      | U.S. Treasuries (including strips) |
| USTR          | 2036-01-15      | 1.8750%  | 0.0000% | $9701600.00        | $9745001.91        | U.S. Treasuries (including strips) |

### Security 162: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBS66, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1HBS66_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2323943.00        | $2471935.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2778609.00        | $2955271.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2530914.00        | $2672471.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3252777.00        | $2491264.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $2841325.00        | $2912466.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3025629.00        | $3196748.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $880180.00         | $922917.00         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $2803275.00        | $2807066.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2947484.00        | $3130569.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2838465.00        | $3006955.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3149893.00        | $3074533.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $3208578.00        | $3193938.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $3085958.00        | $3141915.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $2374752.00        | $2487334.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2688712.00        | $2928546.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $2447747.00        | $2561618.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $3000010.00        | $2985571.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $2591700.00        | $2681933.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $2856700.00        | $2952885.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $3069982.00        | $3179686.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2832061.00        | $2995058.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $2507684.00        | $2511342.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3026143.00        | $3197484.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $2565839.00        | $2565551.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2868195.00        | $3048328.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $2624884.00        | $2725990.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2612197.00        | $2753186.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $2702435.00        | $2766424.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $3055846.00        | $2962252.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $2806953.00        | $2975856.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $2447735.00        | $2595022.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $2945540.00        | $2968794.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 7.0000%  | 0.0000% | $2400315.00        | $2513007.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $3006779.00        | $3136471.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $2556900.00        | $2576477.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $2672278.00        | $2737680.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $3000489.00        | $3051516.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $3189701.00        | $3243973.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $2508367.00        | $2553649.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $2596354.00        | $2596065.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $2471475.00        | $2471200.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $2791176.00        | $2787629.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $2653058.00        | $2709126.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $3090310.00        | $3086640.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $3125184.00        | $3235838.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $3024338.00        | $3171647.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $2872750.00        | $2924607.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $2971435.00        | $2996641.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $2879397.00        | $2903822.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $2584001.00        | $2643287.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $2708277.00        | $2809085.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $2956326.00        | $3025156.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 7.5000%  | 0.0000% | $2457562.00        | $2659350.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2740998.00        | $2476233.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $2646760.00        | $2703406.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.5000%  | 0.0000% | $2902775.00        | $3118071.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $2628994.00        | $2792442.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2600802.00        | $2694819.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2670023.00        | $2836639.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 6.5000%  | 0.0000% | $3000000.00        | $2645925.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2282468.00        | $2466237.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $3034094.00        | $3238398.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2746610.00        | $2912989.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2327002.00        | $2446009.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $2418309.00        | $2450193.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2822133.00        | $2650296.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2457411.00        | $2587870.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $2486285.00        | $2491885.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $2299801.00        | $2510548.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2334534.00        | $2454771.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2791258.00        | $3050891.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $2534748.00        | $2685817.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2839780.00        | $2993058.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2549902.00        | $2688714.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $3205724.00        | $3242615.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $2593532.00        | $2647215.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 6.5000%  | 0.0000% | $2862436.00        | $2940989.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2540774.00        | $2673512.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $2634696.00        | $2622848.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2687298.00        | $2886757.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2276969.00        | $2447252.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2342918.00        | $2469061.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $2433218.00        | $2566282.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2470499.00        | $2550948.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2776955.00        | $3030350.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2377251.00        | $2589151.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2488289.00        | $2621075.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2726161.00        | $2877298.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.5000%  | 0.0000% | $2629111.00        | $2833336.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.5000%  | 0.0000% | $2299729.00        | $2477755.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2597660.00        | $2742058.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $2783543.00        | $2894010.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $2581013.00        | $2792364.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 7.0000%  | 0.0000% | $2315291.00        | $2457705.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $2851651.00        | $3039884.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $2504079.00        | $2558029.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2367219.00        | $2501324.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2799334.00        | $2939410.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2645988.00        | $2803662.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $2626114.00        | $2664388.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2679703.00        | $2801453.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2543081.00        | $2678598.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $2361825.00        | $2467196.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2514869.00        | $2665227.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2973160.00        | $3152118.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $2521045.00        | $2573599.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2635457.00        | $2717519.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2800722.00        | $2957975.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2983470.00        | $3147690.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2936309.00        | $3099896.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 7.5000%  | 0.0000% | $2387685.00        | $2559265.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2636130.00        | $2709247.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2477600.00        | $2613138.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $2807205.00        | $2994763.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2950266.00        | $3185266.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2719691.00        | $2870066.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2462220.00        | $2594033.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $2920946.00        | $2730590.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $2823969.00        | $2993734.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $2721711.00        | $2846623.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $2354924.00        | $2463327.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2723898.00        | $2904133.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2871340.00        | $2996176.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $3379462.00        | $3266101.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2300252.00        | $2451273.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2804172.00        | $2988674.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2745837.00        | $2927091.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $2585508.00        | $2745302.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $2384631.00        | $2534331.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.5000%  | 0.0000% | $2995439.00        | $3215964.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2334587.00        | $2445843.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $2651148.00        | $2792006.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2955878.00        | $3070233.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2955947.00        | $3188737.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.5000%  | 0.0000% | $2645168.00        | $2858451.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2532676.00        | $2691343.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3203958.00        | $3166943.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $2606645.00        | $2693047.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $2591590.00        | $2685030.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2470973.00        | $2642614.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1993005.00        | $2105955.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2393431.00        | $2486501.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2407117.00        | $2492737.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $3143773.00        | $3254903.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2869823.00        | $2968737.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $2661942.00        | $2668366.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2906846.00        | $3187107.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2342437.00        | $2549219.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $2371274.00        | $2482467.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $3115824.00        | $3239382.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $2405539.00        | $2550294.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $2466864.00        | $2609964.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $2991126.00        | $2981741.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2790684.00        | $2910039.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2572978.00        | $2683722.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $2471598.00        | $2465800.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $2475117.00        | $2562687.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $2864031.00        | $2857325.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $2947720.00        | $2944136.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2912130.00        | $3017698.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3087467.00        | $3197262.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2444374.00        | $2584304.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $2985692.00        | $3001037.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $3117663.00        | $3233722.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $2979207.00        | $2986189.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2916630.00        | $3039348.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $2469187.00        | $2464782.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $2522439.00        | $2625892.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $3114215.00        | $3194812.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2610701.00        | $2710078.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $2642664.00        | $2642370.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $2885446.00        | $3080176.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $2680899.00        | $2839561.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $2397754.00        | $2490502.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $2894237.00        | $2998821.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $2483461.00        | $2549554.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $2793735.00        | $2963532.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $2374796.00        | $2567867.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-04-20      | 5.0000%  | 0.0000% | $3134023.00        | $2499670.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 4.5000%  | 0.0000% | $2898815.00        | $2791915.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.5000%  | 0.0000% | $2349921.00        | $2480772.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3747223.00        | $2806814.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $2588871.00        | $2729278.85        | Agency Mortgage-Backed Securities |

### Security 163: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBS82, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1HBS82_3.64_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2047-11-15      | N/A      | 0.0000% | $1912800.00        | $634131.46         | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | N/A      | 0.0000% | $2300.00           | $704.72            | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | N/A      | 0.0000% | $1907900.00        | $528316.59         | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | N/A      | 0.0000% | $100.00            | $25.00             | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | N/A      | 0.0000% | $9063800.00        | $2102439.05        | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 2.7500%  | 0.0000% | $91617400.00       | $69958821.90       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.41             | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $94.15             | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.71             | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $500.00            | $482.54            | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $97.24             | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $47500.00          | $47364.88          | U.S. Treasuries (including strips) |
| USTR          | 2056-02-15      | 2.3750%  | 0.0000% | $200.00            | $188.20            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $400.00            | $375.80            | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $17877800.00       | $18222859.12       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $102.03            | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $400.00            | $402.90            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $400.00            | $405.91            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $13294000.00       | $13539141.36       | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $148796400.00      | $150497377.14      | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $24999800.00       | $25512558.26       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $1000.00           | $991.17            | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $1000.00           | $1009.88           | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $18589500.00       | $18838713.30       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $300.00            | $298.15            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.8332%  | 0.0000% | $13542400.00       | $13554588.16       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $3318300.00        | $3339839.02        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $136746000.00      | $137444734.28      | U.S. Treasuries (including strips) |
| USTR          | 2033-03-31      | 4.2500%  | 0.0000% | $1200.00           | $1205.12           | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | N/A      | 0.0000% | $91474213.57       | $55650167.31       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | N/A      | 0.0000% | $0.96              | $0.24              | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | N/A      | 0.0000% | $271816.99         | $122083.34         | U.S. Treasuries (including strips) |

### Security 164: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBS90, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1HBS90_3.65_0501
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2032-09-01      | 3.0000%  | 0.0000% | $2507280.00        | $259300.47         | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-02-01      | 4.0000%  | 0.0000% | $3450000.00        | $163110.97         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $11300000.00       | $2290601.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-01-01      | 4.0000%  | 0.0000% | $4800000.00        | $898116.99         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $18976704.00       | $11062185.65       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $650.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $4000000.00        | $2149000.96        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $9123073.00        | $6002273.71        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $16400998.00       | $11469740.86       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $19080000.00       | $10424653.20       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $344995.00         | $286894.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $732.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-05-01      | 4.0000%  | 0.0000% | $100000000.00      | $20813860.31       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $881.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 2.5000%  | 0.0000% | $33420701.00       | $18564295.42       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $2001.00           | $1340.25           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $50000.00          | $34378.17          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $638.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $764.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $48888636.00       | $35755516.11       | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-11-01      | 3.0000%  | 0.0000% | $37000000.00       | $4590715.42        | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-05-01      | 4.1900%  | 0.0000% | $20500000.00       | $20367903.70       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $20878432.00       | $12521576.09       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $21596800.00       | $10638422.25       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $1043.00           | $439.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 1.5000%  | 0.0000% | $21532512.00       | $11116375.82       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 2.0000%  | 0.0000% | $13005579.00       | $7345420.86        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $741.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $578.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-01-01      | 6.0000%  | 0.0000% | $16017248.00       | $11038933.28       | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $2003.00           | $334.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 4.0000%  | 0.0000% | $1000.00           | $124.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-03-01      | 3.2900%  | 0.0000% | $1040.00           | $1027.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $178.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $11584.00          | $11198.68          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1016.00           | $1011.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $694.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $812.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1532814.00        | $1486929.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $12673376.00       | $10103130.42       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $1000.00           | $983.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $1010.00           | $1095.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1432960.00        | $1266710.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 7.0000%  | 0.0000% | $517876.00         | $549474.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1261264.00        | $995793.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $615502.00         | $662872.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 7.0000%  | 0.0000% | $207700.00         | $219172.94         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $216276.00         | $231527.21         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $682402.00         | $558100.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 7.0000%  | 0.0000% | $20940.00          | $22603.92          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $200554.00         | $211227.31         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $807181.00         | $786514.94         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $10831081.00       | $9979566.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 7.0000%  | 0.0000% | $372207.00         | $252918.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $558.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 4.0000%  | 0.0000% | $757551.00         | $76898.60          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $1730000.00        | $477645.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $21743000.00       | $11815021.30       | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 4.7000%  | 0.0000% | $10703499.00       | $10806318.00       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $6003.00           | $4261.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $18732224.00       | $10436802.66       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $17017664.00       | $11118629.74       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $657293.00         | $425737.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 7.0000%  | 0.0000% | $1000.00           | $787.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $249188.00         | $264475.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-09-01      | 4.2500%  | 0.0000% | $1024.00           | $1025.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $29893000.00       | $11739146.80       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $4310122.00        | $1859886.17        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.0000%  | 0.0000% | $24456000.00       | $10844662.73       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $1200.00           | $756.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $20368000.00       | $11105192.97       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $636.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $721.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $758.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $719.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $88414.00          | $83926.15          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 7.0000%  | 0.0000% | $10863466.00       | $6622361.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $902.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $898.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1850000.00        | $1616349.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $909.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $902.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $1024339.00        | $883559.26         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $823198.00         | $854544.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 6.5000%  | 0.0000% | $676007.00         | $707576.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 6.5000%  | 0.0000% | $369127.00         | $387933.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $2301139.00        | $2422431.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $994.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 2.5000%  | 0.0000% | $114304.00         | $90704.33          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $14814880.00       | $11178170.35       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $756.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1937.00           | $1751.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $30800281.00       | $28354116.85       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $24146357.00       | $22802824.76       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $13430064.00       | $10704184.44       | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 4.0000%  | 0.0000% | $1965.00           | $1919.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $57800000.00       | $28468913.13       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $21924448.00       | $10054948.57       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $12723520.00       | $6797609.68        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $19164960.00       | $11143717.16       | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-01-01      | 5.0000%  | 0.0000% | $1000.00           | $436.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $5442400.00        | $3055229.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $169000.00         | $101132.07         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $20593504.00       | $12899461.75       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $699.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $3150000.00        | $1996591.76        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $4290226.00        | $3202974.39        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $17549472.00       | $12373911.21       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.5000%  | 0.0000% | $15893920.00       | $10236672.54       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $6017568.00        | $5354508.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 6.5000%  | 0.0000% | $7444963.00        | $7940454.44        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $93.47             | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $6959000.00        | $3890883.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $19035831.00       | $7844814.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $631.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $24843000.00       | $18799561.51       | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 6.0000%  | 0.0000% | $22116256.00       | $11340818.37       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $100000.00         | $67416.87          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $888.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-10-01      | 5.5000%  | 0.0000% | $1248.00           | $1102.89           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $11010625.00       | $6821282.61        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $458.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1132575.00        | $1131859.92        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.92           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 7.0000%  | 0.0000% | $362544.00         | $385079.43         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $308224.00         | $285169.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $1056.00           | $881.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $11693808.00       | $10039480.18       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $946.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $23513715.00       | $23538312.20       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $12548368.00       | $9860881.16        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $377076.00         | $367381.18         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1148.00           | $1124.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $897.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 7.5000%  | 0.0000% | $12635960.00       | $7270036.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $11839520.00       | $10145652.75       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 7.0000%  | 0.0000% | $3243089.00        | $3211261.54        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $13504880.00       | $10812543.90       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.73           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $1832518.00        | $1913245.62        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $1740635.00        | $1829982.03        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 7.0000%  | 0.0000% | $857188.00         | $920729.80         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1265952.00        | $1319904.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $999.56            | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-09-20      | 4.0000%  | 0.0000% | $1588826.00        | $99536.29          | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $1024.00           | $116.48            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-10-20      | 4.0000%  | 0.0000% | $1024.00           | $89.12             | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 3.0000%  | 0.0000% | $2100.00           | $1334.29           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $1024.00           | $632.58            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $706.58            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 3.5000%  | 0.0000% | $1016.00           | $710.95            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $1025.00           | $668.28            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $1063.00           | $694.56            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $373.90            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-01-20      | 2.5000%  | 0.0000% | $18876384.00       | $11892883.80       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 6.0000%  | 0.0000% | $1000.00           | $552.08            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 2.5000%  | 0.0000% | $10195041.00       | $7068648.42        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 3.5000%  | 0.0000% | $1024.00           | $730.15            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $1024.00           | $543.59            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $1002.00           | $397.83            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 7.0000%  | 0.0000% | $1000.00           | $326.72            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $323.01            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $26906016.00       | $15449437.34       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $1024.00           | $921.19            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.5000%  | 0.0000% | $2000.00           | $1647.54           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $1012.00           | $1055.24           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $2004.00           | $1522.48           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $828.97            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $934.63            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $814.96            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.19           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $2000.00           | $1587.96           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $8316784.00        | $6882642.91        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $1008.00           | $609.10            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $2000.00           | $1006.18           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.98           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $967.34            | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-05-20      | 7.0000%  | 0.0000% | $1024.00           | $888.13            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1000.00           | $1056.02           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2274.00           | $2411.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 7.5000%  | 0.0000% | $1008.00           | $1060.41           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.97           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $1016.00           | $1063.61           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1008.00           | $1076.72           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.59           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1006.62           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $4692448.00        | $4977636.74        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $4146152.00        | $4396895.15        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1008.00           | $1075.84           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1008.00           | $570.74            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $111657.00         | $95769.84          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 3.5000%  | 0.0000% | $1280.00           | $1137.45           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 5.0000%  | 0.0000% | $1000.00           | $975.39            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $83327336.00       | $80235635.42       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $982.27            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-11-20      | 4.5000%  | 0.0000% | $1133.00           | $1086.19           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 4.5000%  | 0.0000% | $1231.00           | $1185.60           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $995.06            | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1024.00           | $1022.08           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $5296.00           | $4803.05           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $10056430.00       | $10171950.85       | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $1024.00           | $537.76            | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.52           | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-01-20      | 3.5000%  | 0.0000% | $1008.00           | $66.90             | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-12-20      | 4.0000%  | 0.0000% | $1000.00           | $47.58             | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-12-15      | 3.5000%  | 0.0000% | $1024.00           | $43.92             | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $1000.00           | $82.86             | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-09-15      | 5.0000%  | 0.0000% | $2048.00           | $106.67            | Agency Mortgage-Backed Securities  |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $164.96            | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $62.95             | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $168.79            | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $94.15             | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $50351800.00       | $49489270.88       | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $97.64             | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $800.00            | $1104.80           | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $20233200.00       | $22403234.79       | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $1700.00           | $1759.25           | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $15239400.00       | $15504067.96       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $1000.00           | $986.21            | U.S. Treasuries (including strips) |

### Security 165: FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST) 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBST6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HBST6_3.64_0501
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 3.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST)

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $1148200.00        | $1380710.45        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $69437493.75       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $69437493.75       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $69437493.75       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $69437493.75       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $69437493.75       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $28123800.00       | $39056923.75       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $60124994.58       | U.S. Treasuries (including strips) |

### Security 166: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** MIZUHO SECURITIES USA INC. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBT24, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1HBT24_3.65_0501
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $269800.00         | $236325.84         | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $212708000.00      | $202414302.55      | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $125000100.00      | $117389417.68      | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $37529800.00       | $36959956.13       | U.S. Treasuries (including strips) |

### Security 167: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBT32, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1HBT32_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2048.00           | $1505.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2548.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $3072.00           | $2387.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1895.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $721.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1136.00           | $809.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $581.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $848.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4048.00           | $2549.85           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $4000.00           | $3468.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $1477244.00        | $1250346.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1493.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $117782.00         | $105029.08         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $805.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2949.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $2020.00           | $1810.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-08-01      | 4.1800%  | 0.0000% | $11749644.00       | $11722117.19       | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-10-01      | 3.9100%  | 0.0000% | $1546372.00        | $1525820.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $1008.00           | $263.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $218.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $254.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $118.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $175.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $4072.00           | $1129.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $1008.00           | $272.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $1651424.00        | $462679.00         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $6286.00           | $1160.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $1040.00           | $334.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $191.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $286.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $2024.00           | $948.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $2008.00           | $939.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $142485.00         | $57629.67          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $3028.00           | $1142.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $361.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $386.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $491.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1008.00           | $689.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $676.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1023.00           | $704.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $696.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1008.00           | $729.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $658.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $6144.00           | $4042.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1040.00           | $836.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2048.00           | $1400.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $711.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $721.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $12030.00          | $9186.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $822.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $7096.00           | $4921.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1298120.00        | $946594.13         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $682.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $722.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $2048.00           | $1335.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $5168.00           | $4510.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1802.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2260471.00        | $2037248.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $750.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-04-01      | 4.0000%  | 0.0000% | $1000.00           | $147.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 4.0000%  | 0.0000% | $1008.00           | $98.86             | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $333.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 3.0000%  | 0.0000% | $1008.00           | $65.44             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $84.67             | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $3088.00           | $689.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $300871.00         | $42536.43          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1024.00           | $241.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $4080.00           | $1017.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $4064.00           | $791.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $3024.00           | $642.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $137.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $17185.00          | $3278.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $1024.00           | $176.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-08-01      | 3.5000%  | 0.0000% | $1000.00           | $43.17             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 4.0000%  | 0.0000% | $1988094.00        | $196758.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-07-01      | 5.0000%  | 0.0000% | $1010.00           | $8.94              | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $699.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $13000.00          | $13499.03          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $745.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $900.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1247863.00        | $1014141.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $483032.00         | $458358.88         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $3024.00           | $2969.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $996.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1024.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-11-01      | 8.0000%  | 0.0000% | $1209.00           | $21.99             | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $1494.00           | $78.49             | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $123.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-12-01      | 4.0000%  | 0.0000% | $2000.00           | $89.12             | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 2.5000%  | 0.0000% | $1000.00           | $56.31             | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 3.0000%  | 0.0000% | $1000.00           | $136.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-08-01      | 3.0000%  | 0.0000% | $1054.00           | $110.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $323.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $750.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $23867984.00       | $17311959.94       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $740.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2024.00           | $1444.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $563.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1575.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $626.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $812.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $714.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1228.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $534.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-01-01      | 5.5000%  | 0.0000% | $1000.00           | $691.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $904.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1040.00           | $951.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $942.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $864.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1965.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.63           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $999.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $619.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $846.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $581.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $783.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $925.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1495.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $949.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $806.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $833.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $767.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $860.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $785.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1851.20           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2029.84           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $930.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $702.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.0000%  | 0.0000% | $2016.00           | $1935.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $974.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1022.00           | $796.96            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $807.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1001.00           | $891.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $824.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $469.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1028.00           | $978.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $939.53            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $803.73            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $936.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1996.49           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $929.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $998.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $895.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.26           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1939.77           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $978.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1003.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $751.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $621.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1942.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1515.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $847.52            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2075.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $4000.00           | $4158.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3030305.00        | $2752358.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $2234342.00        | $2014696.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $819.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2623.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $3000.00           | $3053.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $742.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $698.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2058.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2061.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2009.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1074.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1087.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $931.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2115.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $990.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1069.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $874.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.31           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $935.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1973.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2016.00           | $1988.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $1024.00           | $239.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $279.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 4.5000%  | 0.0000% | $1008.00           | $319.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-08-01      | 3.5000%  | 0.0000% | $2024.00           | $563.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2057-01-01      | 4.0000%  | 0.0000% | $4283140.00        | $1409095.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $9207.00           | $3104.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 4.0000%  | 0.0000% | $2064.00           | $623.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $30806.00          | $11860.38          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1710.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2062-12-01      | 2.5000%  | 0.0000% | $1000.00           | $654.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2063-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1391.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2063-06-01      | 2.5000%  | 0.0000% | $4096.00           | $2465.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $11827.00          | $2311.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $1024.00           | $450.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $311.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $4172770.00        | $1165362.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-07-01      | 2.9800%  | 0.0000% | $3120938.00        | $2787405.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-12-01      | 3.0000%  | 0.0000% | $1001.00           | $83.12             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 4.5000%  | 0.0000% | $1000.00           | $250.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1363.00           | $344.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $5377.00           | $1366.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $2304.00           | $330.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $1290.00           | $352.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $974.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-07-01      | 4.3602%  | 0.0000% | $4697959.00        | $4632010.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $506.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $632.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $3048.00           | $900.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $3313585.00        | $1125720.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $526.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $4096.00           | $1909.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $869.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1016.00           | $1015.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $632.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4056.00           | $2889.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $6923764.00        | $5756385.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1475.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $749.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $3674953.00        | $2754779.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $818.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $4072.00           | $2888.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2490.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1281790.00        | $1003157.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $790.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $30835173.00       | $28295916.87       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $52125680.00       | $47955367.33       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $950.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $846.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $3004.00           | $2931.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $992.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $966.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $992.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $991.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $7254738.00        | $6577420.10        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $615800.00         | $577146.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1945.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $831.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $814.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1959.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $947.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1004.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $801.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $936.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1120.00           | $1110.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $371152.00         | $351015.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1120.00           | $1040.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1040.00           | $1049.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1006.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $942.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $873.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $540.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 3.0000%  | 0.0000% | $2304.00           | $1188.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1040.00           | $646.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $58283111.00       | $43012835.16       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1731.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $47988400.00       | $35442600.61       | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $43007344.00       | $30040047.21       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $532.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $39008000.00       | $31099822.31       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $1040.00           | $895.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $183178632.00      | $150436109.95      | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $848.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-25      | 6.5000%  | 0.0000% | $1000.00           | $705.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $949.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $59293988.00       | $52943025.18       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $5048.00           | $5134.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $3357160.00        | $3304144.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1055.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $983.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1005.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.1320%  | 0.0000% | $4087.00           | $3983.50           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-11-01      | 3.5000%  | 0.0000% | $2005.00           | $232.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-05-01      | 5.0000%  | 0.0000% | $2382612.00        | $73098.86          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1008.00           | $271.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-01-01      | 2.5000%  | 0.0000% | $1000.00           | $810.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1059.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $724.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1991577.00        | $1475471.55        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1675.83           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $2016.00           | $1494.43           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $217211.00         | $153640.55         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1044010.00        | $685221.92         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1008.00           | $636.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $746.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $2279.00           | $1823.46           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $5819.00           | $4582.76           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $1008.00           | $808.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $804.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $796.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $959.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $838.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $889.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $198.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1088.00           | $867.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $5039937.00        | $4567795.63        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $30001.00          | $18527.49          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $692.53            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $3512451.00        | $2670209.88        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $880.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $764.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $2016.00           | $1225.92           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $2008.00           | $1518.38           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1279.35           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $676.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $896.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $514.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $886.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $2040.00           | $1544.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-07-01      | 5.0000%  | 0.0000% | $1000.00           | $72.19             | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $1120.00           | $261.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-05-01      | 4.0000%  | 0.0000% | $1008.00           | $186.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-05-01      | 4.0000%  | 0.0000% | $10041.00          | $1307.41           | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1008.00           | $157.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-07-01      | 4.0000%  | 0.0000% | $3024.00           | $448.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $6144.00           | $952.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $187.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-02-01      | 3.5000%  | 0.0000% | $3032.00           | $698.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $3000.00           | $783.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-05-01      | 4.5000%  | 0.0000% | $1007.00           | $210.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-05-01      | 3.5000%  | 0.0000% | $1024.00           | $241.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $5088.00           | $3368.23           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $4159.00           | $2703.25           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $8168.00           | $5663.06           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $4248.00           | $2827.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $4300.00           | $2774.42           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $5024.00           | $3386.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $6155.00           | $4125.34           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $659.98            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $6040.00           | $4454.36           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $7168.00           | $4792.51           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $3008.00           | $2094.44           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $4024.00           | $2799.13           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $8176.00           | $5912.26           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1252.26           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1695.98           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $635.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $660.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 4.0000%  | 0.0000% | $3280.00           | $2288.23           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1544590.00        | $1037560.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $999.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $343.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $2008.00           | $1930.44           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1190.09           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $815.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $907.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1602.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2109.39           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $993.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 7.0000%  | 0.0000% | $2000.00           | $2140.39           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1474.15           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $952.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1733.55           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2078.91           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1654.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $5180470.00        | $3687152.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3154174.00        | $2299145.29        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2041.86           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1473.44           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $60746.00          | $49799.15          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $850.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-04-01      | 4.5000%  | 0.0000% | $1008.00           | $978.61            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $633.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.5000%  | 0.0000% | $1000.00           | $280.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $2016.00           | $1074.64           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $689.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $731.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $745.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $800.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $677.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1722.09           | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1020.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $2000.00           | $48.86             | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $71.77             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-03-01      | 5.0000%  | 0.0000% | $1000.00           | $103.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2042.06           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $930.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.74           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.86           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $970.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $831.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $859.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $850.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $909.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $905.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $879.73            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1843.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $942.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $966.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $902.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $922.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $2016.00           | $1617.75           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $779.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $864.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $997.98            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $728.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $2080.00           | $2036.44           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $2024.00           | $2023.16           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $14743.00          | $14816.25          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.0000%  | 0.0000% | $246546.00         | $229436.60         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $2064.00           | $1917.50           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $991.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.93           | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-08-20      | 4.0000%  | 0.0000% | $1000.00           | $89.11             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-20      | 3.0000%  | 0.0000% | $1000.00           | $127.01            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-20      | 3.5000%  | 0.0000% | $2048.00           | $720.53            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.5000%  | 0.0000% | $1000.00           | $173.88            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 3.5000%  | 0.0000% | $1120.00           | $420.41            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 3.0000%  | 0.0000% | $1000.00           | $463.11            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $2048.00           | $979.98            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.36           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2000.00           | $2094.54           | Agency Mortgage-Backed Securities  |
| GNMA          | 2031-11-20      | 7.0000%  | 0.0000% | $25024.00          | $47.02             | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-03-20      | 3.5000%  | 0.0000% | $1000.00           | $24.65             | Agency Mortgage-Backed Securities  |
| GNMA          | 2032-11-15      | 7.0000%  | 0.0000% | $1000.00           | $20.50             | Agency Mortgage-Backed Securities  |
| GNMA          | 2031-12-20      | 4.5000%  | 0.0000% | $1000.00           | $24.94             | Agency Mortgage-Backed Securities  |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $8000.00           | $8243.96           | U.S. Treasuries (including strips) |

### Security 168: SOCIETE' GENERALE NY

- **C.1 - Title:** SOCIETE' GENERALE NY 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBT40, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: ARP1HBT40_3.65_0501
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $367109700.00      | $326280225.66      | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $409083400.00      | $386233379.95      | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $53442600.00       | $52486435.12       | U.S. Treasuries (including strips) |

### Security 169: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBT57, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HBT57_3.65_0501
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $534535431.00      | $295348080.62      | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $457687071.00      | $469651919.49      | Agency Mortgage-Backed Securities |

### Security 170: FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST) 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBXB9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HBXB9_3.65_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST)

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $50000000.00       | $47834932.37       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $50000000.00       | $47834932.37       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $50000000.00       | $47834932.37       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $50000000.00       | $47834932.37       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $16815200.00       | $16087079.08       | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $50000000.00       | $23786595.72       | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $50000000.00       | $23786595.72       | U.S. Treasuries (including strips) |

### Security 171: Bank of America

- **C.1 - Title:** Bank of America 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCQ17, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1HCQ17_3.60_0501
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $30595400.00       | $29750047.41       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $112845600.00      | $113049956.52      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** The HSBC Funds

**Date:** 2026-05-07

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

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

**Title of Signing Officer:** Vice President