# EDGAR Filing Document

**Accession Number:** 0000798290
**File Stem:** 0001410368-26-010391
**Filing Date:** 2026-2
**Character Count:** 282482
**Document Hash:** 708cdedb4cc046004221154896df88a1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010391.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010391

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26605283

**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):** 2026-01-31

**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:** 46 days

- **WAL:** 100 days

- **Total Value of Portfolio Securities:** $45183424646.42

- **Amortized Cost of Portfolio Securities:** $45179010153.20

- **Cash:** $363319.31

- **Total Other Assets:** $84353515.94

- **Total Liabilities:** $630376662.46

- **Net Assets of Series:** $44633350325.99

- **Number of Shares Outstanding (Series):** 44633776700.2660

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $35638616335.22           | $35871829485.00            | 72.3200%                  | 72.7900%                   |
| 2026-01-05 | $35646415033.00           | $35879696796.78            | 71.8800%                  | 72.3500%                   |
| 2026-01-06 | $34523025791.11           | $34756333114.33            | 71.2300%                  | 71.7100%                   |
| 2026-01-07 | $38839916817.41           | $39073246278.63            | 73.5800%                  | 74.0300%                   |
| 2026-01-08 | $38465881121.26           | $38699233772.22            | 73.3900%                  | 73.8400%                   |
| 2026-01-09 | $37431300491.43           | $37864672347.65            | 72.2900%                  | 73.1300%                   |
| 2026-01-12 | $36056132916.35           | $36639576936.35            | 71.2000%                  | 72.3500%                   |
| 2026-01-13 | $33569996472.80           | $34153462333.06            | 69.7200%                  | 70.9300%                   |
| 2026-01-14 | $33685178867.68           | $34268668135.20            | 69.3100%                  | 70.5100%                   |
| 2026-01-15 | $32897903023.00           | $33281413710.28            | 68.9500%                  | 69.7500%                   |
| 2026-01-16 | $31936253339.84           | $32169780778.36            | 68.3700%                  | 68.8700%                   |
| 2026-01-20 | $32025159841.00           | $32283139559.83            | 68.4400%                  | 68.9900%                   |
| 2026-01-21 | $31512242851.51           | $32499131757.74            | 68.4600%                  | 70.6000%                   |
| 2026-01-22 | $32283645008.12           | $32582675262.66            | 69.2600%                  | 69.9000%                   |
| 2026-01-23 | $31643955255.28           | $31943012056.62            | 68.8200%                  | 69.4700%                   |
| 2026-01-26 | $30787185546.33           | $31086318391.15            | 68.2300%                  | 68.8900%                   |
| 2026-01-27 | $30626831452.20           | $30925991562.74            | 68.4100%                  | 69.0800%                   |
| 2026-01-28 | $31186449332.50           | $31444637111.98            | 68.8100%                  | 69.3800%                   |
| 2026-01-29 | $32406944471.13           | $32631156960.72            | 69.6800%                  | 70.1600%                   |
| 2026-01-30 | $31060726829.39           | $31184996652.09            | 68.6100%                  | 68.8900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8300%             |
| 2026-01-05 | 3.8200%             |
| 2026-01-06 | 3.8100%             |
| 2026-01-07 | 3.8000%             |
| 2026-01-08 | 3.7900%             |
| 2026-01-09 | 3.7500%             |
| 2026-01-12 | 3.7500%             |
| 2026-01-13 | 3.7500%             |
| 2026-01-14 | 3.7500%             |
| 2026-01-15 | 3.7500%             |
| 2026-01-16 | 3.7500%             |
| 2026-01-20 | 3.7400%             |
| 2026-01-21 | 3.7400%             |
| 2026-01-22 | 3.7400%             |
| 2026-01-23 | 3.7400%             |
| 2026-01-26 | 3.7400%             |
| 2026-01-27 | 3.7400%             |
| 2026-01-28 | 3.7500%             |
| 2026-01-29 | 3.7500%             |
| 2026-01-30 | 3.7500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0002                      |
|  |  |
| 2026-01-06 | 1.0002                      |
|  |  |
| 2026-01-07 | 1.0002                      |
|  |  |
| 2026-01-08 | 1.0002                      |
|  |  |
| 2026-01-09 | 1.0002                      |
|  |  |
| 2026-01-12 | 1.0002                      |
|  |  |
| 2026-01-13 | 1.0002                      |
|  |  |
| 2026-01-14 | 1.0002                      |
|  |  |
| 2026-01-15 | 1.0001                      |
|  |  |
| 2026-01-16 | 1.0001                      |
|  |  |
| 2026-01-20 | 1.0001                      |
|  |  |
| 2026-01-21 | 1.0001                      |
|  |  |
| 2026-01-22 | 1.0001                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0001                      |
|  |  |
| 2026-01-28 | 1.0001                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0001                      |
|  |  |

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

### Class: Class Y

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2642047525.49

- **Number of Shares Outstanding:** 2642015050.0210

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $52194881.50              | $408037167.86           |
| 2026-01-05 | $185839580.29             | $82665184.36            |
| 2026-01-06 | $16982084.85              | $270590140.61           |
| 2026-01-07 | $4242560572.05            | $62742942.55            |
| 2026-01-08 | $35425253.62              | $60299202.21            |
| 2026-01-09 | $120948367.73             | $401793256.16           |
| 2026-01-12 | $386784393.46             | $933759311.26           |
| 2026-01-13 | $96752683.51              | $1790100163.32          |
| 2026-01-14 | $241778138.91             | $185540568.03           |
| 2026-01-15 | $317608779.41             | $335915303.74           |
| 2026-01-16 | $52386325.41              | $83397944.20            |
| 2026-01-20 | $261171292.57             | $84234858.16            |
| 2026-01-21 | $23861478.96              | $378206590.40           |
| 2026-01-22 | $97197439.50              | $913090098.74           |
| 2026-01-23 | $239116682.22             | $253240159.46           |
| 2026-01-26 | $89657282.52              | $1073203515.40          |
| 2026-01-27 | $34835057.73              | $130693696.75           |
| 2026-01-28 | $133384739.00             | $11522723.53            |
| 2026-01-29 | $977128500.47             | $76321164.30            |
| 2026-01-30 | $72409964.71              | $678184651.02           |

**Total Gross Subscriptions (Month):** $7678023498.42

**Total Gross Redemptions (Month):** $8213538642.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6000%           |
| 2026-01-05 | 3.5900%           |
| 2026-01-06 | 3.5800%           |
| 2026-01-07 | 3.5700%           |
| 2026-01-08 | 3.5600%           |
| 2026-01-09 | 3.5200%           |
| 2026-01-12 | 3.5200%           |
| 2026-01-13 | 3.5200%           |
| 2026-01-14 | 3.5200%           |
| 2026-01-15 | 3.5200%           |
| 2026-01-16 | 3.5200%           |
| 2026-01-20 | 3.5100%           |
| 2026-01-21 | 3.5100%           |
| 2026-01-22 | 3.5100%           |
| 2026-01-23 | 3.5100%           |
| 2026-01-26 | 3.5100%           |
| 2026-01-27 | 3.5200%           |
| 2026-01-28 | 3.5200%           |
| 2026-01-29 | 3.5200%           |
| 2026-01-30 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                                               | PARTNERSHIPS     | 5.9800%          | 0.0000%              |
| Other                                               | PARTNERSHIPS     | 7.3200%          | 0.0000%              |
| Other                                               | PARTNERSHIPS     | 19.1200%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.7900%         | 0.0000%              |
| Non-financial corporation                           |  | 6.6600%          | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1827041087.59

- **Number of Shares Outstanding:** 1826741453.8550

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0004          |
|  |  |
| 2026-01-05 | 1.0004          |
|  |  |
| 2026-01-06 | 1.0004          |
|  |  |
| 2026-01-07 | 1.0004          |
|  |  |
| 2026-01-08 | 1.0004          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0003          |
|  |  |
| 2026-01-20 | 1.0003          |
|  |  |
| 2026-01-21 | 1.0003          |
|  |  |
| 2026-01-22 | 1.0003          |
|  |  |
| 2026-01-23 | 1.0003          |
|  |  |
| 2026-01-26 | 1.0003          |
|  |  |
| 2026-01-27 | 1.0003          |
|  |  |
| 2026-01-28 | 1.0003          |
|  |  |
| 2026-01-29 | 1.0003          |
|  |  |
| 2026-01-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $27437405.01              | $1153216.34             |
| 2026-01-05 | $9156529.39               | $1334822.26             |
| 2026-01-06 | $150344.85                | $7485854.88             |
| 2026-01-07 | $16221737.83              | $304694.97              |
| 2026-01-08 | $1446.58                  | $4510171.43             |
| 2026-01-09 | $16419334.54              | $166695.11              |
| 2026-01-12 | $11189704.10              | $11214727.61            |
| 2026-01-13 | $4138347.36               | $4847877.78             |
| 2026-01-14 | $115832.52                | $3911283.02             |
| 2026-01-15 | $33444640.83              | $14438300.64            |
| 2026-01-16 | $4330.15                  | $27190575.63            |
| 2026-01-20 | $13612490.57              | $12669679.77            |
| 2026-01-21 | $14150723.13              | $5680512.81             |
| 2026-01-22 | $5336.25                  | $34867837.32            |
| 2026-01-23 | $22385148.67              | $12527610.51            |
| 2026-01-26 | $5576813.36               | $0.00                   |
| 2026-01-27 | $1597983.14               | $72405757.99            |
| 2026-01-28 | $1136907.80               | $2826695.27             |
| 2026-01-29 | $1511015.82               | $2760503.18             |
| 2026-01-30 | $5462.45                  | $12030201.90            |

**Total Gross Subscriptions (Month):** $178261534.35

**Total Gross Redemptions (Month):** $232327018.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3500%           |
| 2026-01-05 | 3.3400%           |
| 2026-01-06 | 3.3300%           |
| 2026-01-07 | 3.3200%           |
| 2026-01-08 | 3.3100%           |
| 2026-01-09 | 3.2700%           |
| 2026-01-12 | 3.2700%           |
| 2026-01-13 | 3.2700%           |
| 2026-01-14 | 3.2700%           |
| 2026-01-15 | 3.2700%           |
| 2026-01-16 | 3.2700%           |
| 2026-01-20 | 3.2600%           |
| 2026-01-21 | 3.2600%           |
| 2026-01-22 | 3.2600%           |
| 2026-01-23 | 3.2600%           |
| 2026-01-26 | 3.2600%           |
| 2026-01-27 | 3.2700%           |
| 2026-01-28 | 3.2700%           |
| 2026-01-29 | 3.2700%           |
| 2026-01-30 | 3.2700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 89.9700%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.3400%          | 0.0000%              |

### Class: Class I

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $33462294307.20

- **Number of Shares Outstanding:** 33463361634.4800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $2468761496.06            | $1416761776.25          |
| 2026-01-05 | $810752466.81             | $1493945477.80          |
| 2026-01-06 | $1269384125.59            | $1972131048.57          |
| 2026-01-07 | $815782708.77             | $785229756.09           |
| 2026-01-08 | $1318711405.57            | $802481200.34           |
| 2026-01-09 | $1492096330.36            | $1677159821.61          |
| 2026-01-12 | $740418031.19             | $1199908432.14          |
| 2026-01-13 | $1053754367.63            | $1320377919.69          |
| 2026-01-14 | $902784198.93             | $1258880935.69          |
| 2026-01-15 | $886815773.32             | $1655042841.79          |
| 2026-01-16 | $739095037.04             | $1814226643.89          |
| 2026-01-20 | $1624832868.67            | $1635016063.19          |
| 2026-01-21 | $687420487.26             | $1001087397.09          |
| 2026-01-22 | $2176896794.58            | $957230595.72           |
| 2026-01-23 | $749182132.89             | $885308494.41           |
| 2026-01-26 | $1092909773.19            | $1237088121.61          |
| 2026-01-27 | $1506255390.62            | $1332586518.17          |
| 2026-01-28 | $1824482400.87            | $1327085643.06          |
| 2026-01-29 | $2044743626.25            | $1332825841.21          |
| 2026-01-30 | $1680332583.90            | $2247201774.95          |

**Total Gross Subscriptions (Month):** $25885411999.50

**Total Gross Redemptions (Month):** $27351576303.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7000%           |
| 2026-01-05 | 3.6900%           |
| 2026-01-06 | 3.6800%           |
| 2026-01-07 | 3.6700%           |
| 2026-01-08 | 3.6600%           |
| 2026-01-09 | 3.6200%           |
| 2026-01-12 | 3.6200%           |
| 2026-01-13 | 3.6200%           |
| 2026-01-14 | 3.6200%           |
| 2026-01-15 | 3.6200%           |
| 2026-01-16 | 3.6200%           |
| 2026-01-20 | 3.6100%           |
| 2026-01-21 | 3.6100%           |
| 2026-01-22 | 3.6100%           |
| 2026-01-23 | 3.6100%           |
| 2026-01-26 | 3.6100%           |
| 2026-01-27 | 3.6200%           |
| 2026-01-28 | 3.6200%           |
| 2026-01-29 | 3.6200%           |
| 2026-01-30 | 3.6200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | PARTNERSHIPS     | 7.1300%          | 0.0000%              |
| Non-financial corporation |  | 6.2700%          | 0.0000%              |
| Non-financial corporation |  | 6.8200%          | 0.0000%              |
| Non-financial corporation |  | 9.8600%          | 0.0000%              |

### Class: Intermediary Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $2135053252.21

- **Number of Shares Outstanding:** 2135028869.1700

- **Expense Reimbursement/Waiver:** 301225.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $50575251.92              | $78829282.19            |
| 2026-01-05 | $138165103.78             | $2589833.28             |
| 2026-01-06 | $167289428.22             | $0.00                   |
| 2026-01-07 | $152887186.49             | $109270043.26           |
| 2026-01-08 | $5307491.25               | $5294462.30             |
| 2026-01-09 | $3757807.26               | $587764132.41           |
| 2026-01-12 | $256078797.03             | $325000000.00           |
| 2026-01-13 | $3659623.87               | $156125987.79           |
| 2026-01-14 | $580111365.94             | $32181069.26            |
| 2026-01-15 | $523209219.49             | $350185475.61           |
| 2026-01-16 | $414454626.81             | $4000000.00             |
| 2026-01-20 | $19135191.00              | $805000000.00           |
| 2026-01-21 | $152430589.54             | $159800000.00           |
| 2026-01-22 | $332628063.98             | $122755269.35           |
| 2026-01-23 | $1492704.58               | $310114609.47           |
| 2026-01-26 | $114643606.41             | $0.00                   |
| 2026-01-27 | $58443797.31              | $588996854.82           |
| 2026-01-28 | $26791094.65              | $4862942.54             |
| 2026-01-29 | $368926950.27             | $386274483.14           |
| 2026-01-30 | $7652519.35               | $317164431.53           |

**Total Gross Subscriptions (Month):** $3377640419.15

**Total Gross Redemptions (Month):** $4346208876.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6700%           |
| 2026-01-05 | 3.6600%           |
| 2026-01-06 | 3.6500%           |
| 2026-01-07 | 3.6400%           |
| 2026-01-08 | 3.6300%           |
| 2026-01-09 | 3.5900%           |
| 2026-01-12 | 3.5900%           |
| 2026-01-13 | 3.5900%           |
| 2026-01-14 | 3.5900%           |
| 2026-01-15 | 3.5900%           |
| 2026-01-16 | 3.5900%           |
| 2026-01-20 | 3.5800%           |
| 2026-01-21 | 3.5800%           |
| 2026-01-22 | 3.5800%           |
| 2026-01-23 | 3.5800%           |
| 2026-01-26 | 3.5800%           |
| 2026-01-27 | 3.5800%           |
| 2026-01-28 | 3.5900%           |
| 2026-01-29 | 3.5900%           |
| 2026-01-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 43.6600%         | 0.0000%              |
| Non-financial corporation |  | 33.0700%         | 0.0000%              |

### Class: Intermediary Service Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $4116855585.70

- **Number of Shares Outstanding:** 4116609313.7600

- **Expense Reimbursement/Waiver:** 518450.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $152502431.44             | $111430402.04           |
| 2026-01-05 | $115453818.15             | $76108878.74            |
| 2026-01-06 | $76076925.98              | $22469292.79            |
| 2026-01-07 | $43858577.93              | $41108800.83            |
| 2026-01-08 | $62990006.81              | $55541153.67            |
| 2026-01-09 | $53337706.10              | $63116717.58            |
| 2026-01-12 | $127846926.90             | $189139993.43           |
| 2026-01-13 | $52008033.91              | $88053212.12            |
| 2026-01-14 | $43046726.31              | $170483388.90           |
| 2026-01-15 | $200570397.80             | $202948598.81           |
| 2026-01-16 | $85749811.83              | $379502132.55           |
| 2026-01-20 | $286368398.73             | $91479080.85            |
| 2026-01-21 | $57413890.69              | $25885626.20            |
| 2026-01-22 | $99034512.56              | $55513198.70            |
| 2026-01-23 | $206344965.94             | $65274736.62            |
| 2026-01-26 | $69495236.99              | $111049439.39           |
| 2026-01-27 | $231613587.49             | $46241444.38            |
| 2026-01-28 | $51136510.14              | $214587387.13           |
| 2026-01-29 | $140931379.97             | $166416709.39           |
| 2026-01-30 | $147393075.42             | $105006862.89           |

**Total Gross Subscriptions (Month):** $2303172921.09

**Total Gross Redemptions (Month):** $2281357057.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6500%           |
| 2026-01-05 | 3.6400%           |
| 2026-01-06 | 3.6300%           |
| 2026-01-07 | 3.6200%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5700%           |
| 2026-01-12 | 3.5700%           |
| 2026-01-13 | 3.5700%           |
| 2026-01-14 | 3.5700%           |
| 2026-01-15 | 3.5700%           |
| 2026-01-16 | 3.5700%           |
| 2026-01-20 | 3.5600%           |
| 2026-01-21 | 3.5600%           |
| 2026-01-22 | 3.5600%           |
| 2026-01-23 | 3.5600%           |
| 2026-01-26 | 3.5600%           |
| 2026-01-27 | 3.5700%           |
| 2026-01-28 | 3.5700%           |
| 2026-01-29 | 3.5700%           |
| 2026-01-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 13.2900%         | 0.0000%              |
| Non-financial corporation                           |  | 9.3900%          | 0.0000%              |
| Non-financial corporation                           |  | 7.4000%          | 0.0000%              |
| Non-financial corporation                           |  | 9.8400%          | 0.0000%              |
| Non-financial corporation                           |  | 12.7600%         | 0.0000%              |

### Class: Class P

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $450058567.80

- **Number of Shares Outstanding:** 450020378.9800

- **Expense Reimbursement/Waiver:** 38574.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $21078530.51              | $1145710.84             |
| 2026-01-05 | $6963985.53               | $3326841.32             |
| 2026-01-06 | $14049384.42              | $2506419.18             |
| 2026-01-07 | $2730000.90               | $4879928.32             |
| 2026-01-08 | $25341407.56              | $3927083.77             |
| 2026-01-09 | $3129426.50               | $2357608.38             |
| 2026-01-12 | $4948690.62               | $1436011.50             |
| 2026-01-13 | $2873175.77               | $4864904.53             |
| 2026-01-14 | $2612816.62               | $6908001.50             |
| 2026-01-15 | $3196493.06               | $4506716.42             |
| 2026-01-16 | $2629381.39               | $8746992.36             |
| 2026-01-20 | $24623463.21              | $8560149.03             |
| 2026-01-21 | $4328213.15               | $8516465.55             |
| 2026-01-22 | $6699459.90               | $2938202.97             |
| 2026-01-23 | $4739834.41               | $3827451.68             |
| 2026-01-26 | $2540239.06               | $8645398.91             |
| 2026-01-27 | $3050426.19               | $19847576.51            |
| 2026-01-28 | $1877455.00               | $9547729.44             |
| 2026-01-29 | $8320629.58               | $2708487.40             |
| 2026-01-30 | $12295535.96              | $12385074.97            |

**Total Gross Subscriptions (Month):** $158028549.34

**Total Gross Redemptions (Month):** $121582754.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6500%           |
| 2026-01-05 | 3.6400%           |
| 2026-01-06 | 3.6300%           |
| 2026-01-07 | 3.6200%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5700%           |
| 2026-01-12 | 3.5700%           |
| 2026-01-13 | 3.5700%           |
| 2026-01-14 | 3.5700%           |
| 2026-01-15 | 3.5700%           |
| 2026-01-16 | 3.5700%           |
| 2026-01-20 | 3.5600%           |
| 2026-01-21 | 3.5600%           |
| 2026-01-22 | 3.5600%           |
| 2026-01-23 | 3.5600%           |
| 2026-01-26 | 3.5600%           |
| 2026-01-27 | 3.5600%           |
| 2026-01-28 | 3.5700%           |
| 2026-01-29 | 3.5700%           |
| 2026-01-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 9.0200%          | 0.0000%              |
| Non-financial corporation |  | 5.8100%          | 0.0000%              |
| Non-financial corporation |  | 7.3900%          | 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 3.576900%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 05999F9K6, C.3 - LEI: 549300T8K043VZEOVK74
- **C.18 - Value (incl. sponsor support):** $7051397.68
- **C.18.a - Value (excl. sponsor support):** $7051397.68
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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: 3130B75T7, C.4 - ISIN: US3130B75T78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000449.00
- **C.18.a - Value (excl. sponsor support):** $100000449.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B76Y5, C.4 - ISIN: US3130B76Y54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159999166.40
- **C.18.a - Value (excl. sponsor support):** $159999166.40
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **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):** $150003739.50
- **C.18.a - Value (excl. sponsor support):** $150003739.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B82P6, C.4 - ISIN: US3130B82P65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250000655.00
- **C.18.a - Value (excl. sponsor support):** $250000655.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: 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: 3130B83L4, C.4 - ISIN: US3130B83L43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250000575.00
- **C.18.a - Value (excl. sponsor support):** $250000575.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: 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: 3130B84Q2, C.4 - ISIN: US3130B84Q21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999750.00
- **C.18.a - Value (excl. sponsor support):** $249999750.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **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 8: 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: 3130B84T6, C.4 - ISIN: US3130B84T69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150001395.00
- **C.18.a - Value (excl. sponsor support):** $150001395.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 9: 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: 3130B86Q0, C.4 - ISIN: US3130B86Q03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $324998693.50
- **C.18.a - Value (excl. sponsor support):** $324998693.50
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: 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: 3130B87K2, C.4 - ISIN: US3130B87K24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999832.00
- **C.18.a - Value (excl. sponsor support):** $149999832.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **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):** $200002290.00
- **C.18.a - Value (excl. sponsor support):** $200002290.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DC3, C.4 - ISIN: US3130B8DC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999869.50
- **C.18.a - Value (excl. sponsor support):** $149999869.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DT6, C.4 - ISIN: US3130B8DT68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150001090.50
- **C.18.a - Value (excl. sponsor support):** $150001090.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8E99, C.4 - ISIN: US3130B8E992, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999605.50
- **C.18.a - Value (excl. sponsor support):** $149999605.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KF8, C.4 - ISIN: US3130B8KF81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200002882.00
- **C.18.a - Value (excl. sponsor support):** $200002882.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **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):** $200006402.00
- **C.18.a - Value (excl. sponsor support):** $200006402.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 17: 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: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200003876.00
- **C.18.a - Value (excl. sponsor support):** $200003876.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3130B8QL9, C.4 - ISIN: US3130B8QL95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150000405.00
- **C.18.a - Value (excl. sponsor support):** $150000405.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: 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: 3130B8QU9, C.4 - ISIN: US3130B8QU94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200011186.00
- **C.18.a - Value (excl. sponsor support):** $200011186.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 20: 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: 3130B8QW5, C.4 - ISIN: US3130B8QW50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000480.00
- **C.18.a - Value (excl. sponsor support):** $100000480.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: 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: 3130B8RT1, C.4 - ISIN: US3130B8RT13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998397.50
- **C.18.a - Value (excl. sponsor support):** $249998397.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 22: 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: 3130B8RW4, C.4 - ISIN: US3130B8RW42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300005085.00
- **C.18.a - Value (excl. sponsor support):** $300005085.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: 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: 3130B8SU7, C.4 - ISIN: US3130B8SU76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500003890.00
- **C.18.a - Value (excl. sponsor support):** $500003890.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.655000%
- **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):** $250012715.00
- **C.18.a - Value (excl. sponsor support):** $250012715.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 25: 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: 3130B8ZF2, C.4 - ISIN: US3130B8ZF27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500016855.00
- **C.18.a - Value (excl. sponsor support):** $500016855.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 26: 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: 3130B8ZL9, C.4 - ISIN: US3130B8ZL94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500012275.00
- **C.18.a - Value (excl. sponsor support):** $500012275.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 27: 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: 3130B8ZT2, C.4 - ISIN: US3130B8ZT21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250006762.50
- **C.18.a - Value (excl. sponsor support):** $250006762.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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? 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 3.640000%
- **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):** $250006815.00
- **C.18.a - Value (excl. sponsor support):** $250006815.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **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):** $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:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **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 30: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.475000%
- **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):** $441486252.00
- **C.18.a - Value (excl. sponsor support):** $441486252.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **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 31: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99971083.00
- **C.18.a - Value (excl. sponsor support):** $99971083.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 32: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99884333.00
- **C.18.a - Value (excl. sponsor support):** $99884333.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24385489.70
- **C.18.a - Value (excl. sponsor support):** $24385489.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZA7, C.4 - ISIN: US313385ZA76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246143265.00
- **C.18.a - Value (excl. sponsor support):** $246143265.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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? 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 3.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $295342626.00
- **C.18.a - Value (excl. sponsor support):** $295342626.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.515000%
- **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):** $98398722.00
- **C.18.a - Value (excl. sponsor support):** $98398722.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 37: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.515000%
- **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):** $98359667.00
- **C.18.a - Value (excl. sponsor support):** $98359667.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 38: 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):** $250330320.00
- **C.18.a - Value (excl. sponsor support):** $250330320.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 39: 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):** $50072523.50
- **C.18.a - Value (excl. sponsor support):** $50072523.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 40: 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):** $250024445.00
- **C.18.a - Value (excl. sponsor support):** $250024445.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 41: 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):** $49967715.00
- **C.18.a - Value (excl. sponsor support):** $49967715.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 42: 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):** $100008843.00
- **C.18.a - Value (excl. sponsor support):** $100008843.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 43: 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):** $100007950.00
- **C.18.a - Value (excl. sponsor support):** $100007950.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **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):** $10009420.00
- **C.18.a - Value (excl. sponsor support):** $10009420.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **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):** $40038451.60
- **C.18.a - Value (excl. sponsor support):** $40038451.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 46: 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):** $125008035.00
- **C.18.a - Value (excl. sponsor support):** $125008035.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.880000%
- **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):** $164042596.69
- **C.18.a - Value (excl. sponsor support):** $164042596.69
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 48: 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: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50026394.00
- **C.18.a - Value (excl. sponsor support):** $50026394.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 49: 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):** $174985847.75
- **C.18.a - Value (excl. sponsor support):** $174985847.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **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):** $15026764.35
- **C.18.a - Value (excl. sponsor support):** $15026764.35
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 51: 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):** $150009874.50
- **C.18.a - Value (excl. sponsor support):** $150009874.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **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):** $60026623.20
- **C.18.a - Value (excl. sponsor support):** $60026623.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **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):** $50030412.00
- **C.18.a - Value (excl. sponsor support):** $50030412.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 54: 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):** $199995646.00
- **C.18.a - Value (excl. sponsor support):** $199995646.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 55: 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):** $249984612.50
- **C.18.a - Value (excl. sponsor support):** $249984612.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **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):** $10005134.50
- **C.18.a - Value (excl. sponsor support):** $10005134.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 57: 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):** $279978302.80
- **C.18.a - Value (excl. sponsor support):** $279978302.80
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 58: 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: 3133ERUU3, C.4 - ISIN: US3133ERUU31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100001696.00
- **C.18.a - Value (excl. sponsor support):** $100001696.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: 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):** $175010620.75
- **C.18.a - Value (excl. sponsor support):** $175010620.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 60: 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: 3133ERW80, C.4 - ISIN: US3133ERW803, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150034380.00
- **C.18.a - Value (excl. sponsor support):** $150034380.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 61: 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: 3133ERW98, C.4 - ISIN: US3133ERW985, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60004411.20
- **C.18.a - Value (excl. sponsor support):** $60004411.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: 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):** $350009800.00
- **C.18.a - Value (excl. sponsor support):** $350009800.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 63: 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: 3133ERX48, C.4 - ISIN: US3133ERX488, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175139088.25
- **C.18.a - Value (excl. sponsor support):** $175139088.25
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 64: 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):** $240831023.43
- **C.18.a - Value (excl. sponsor support):** $240831023.43
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 65: 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):** $250023252.50
- **C.18.a - Value (excl. sponsor support):** $250023252.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **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):** $15008722.50
- **C.18.a - Value (excl. sponsor support):** $15008722.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 67: 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):** $85089839.90
- **C.18.a - Value (excl. sponsor support):** $85089839.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 68: 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: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25000322.75
- **C.18.a - Value (excl. sponsor support):** $25000322.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.655000%
- **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):** $140003060.40
- **C.18.a - Value (excl. sponsor support):** $140003060.40
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.655000%
- **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):** $90002272.50
- **C.18.a - Value (excl. sponsor support):** $90002272.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.650000%
- **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):** $60002020.80
- **C.18.a - Value (excl. sponsor support):** $60002020.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 72: 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):** $100011190.00
- **C.18.a - Value (excl. sponsor support):** $100011190.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 73: 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):** $75006625.50
- **C.18.a - Value (excl. sponsor support):** $75006625.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 74: 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):** $99989403.00
- **C.18.a - Value (excl. sponsor support):** $99989403.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 75: 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):** $49999756.00
- **C.18.a - Value (excl. sponsor support):** $49999756.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 76: 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):** $50018989.00
- **C.18.a - Value (excl. sponsor support):** $50018989.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP68, C.4 - ISIN: US3133ETP688, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250000087.50
- **C.18.a - Value (excl. sponsor support):** $250000087.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: 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):** $90011035.80
- **C.18.a - Value (excl. sponsor support):** $90011035.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 79: 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):** $40006848.40
- **C.18.a - Value (excl. sponsor support):** $40006848.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 80: 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):** $125017783.75
- **C.18.a - Value (excl. sponsor support):** $125017783.75
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 81: 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: 3133ETSC2, C.4 - ISIN: US3133ETSC27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25000599.50
- **C.18.a - Value (excl. sponsor support):** $25000599.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETTH0, C.4 - ISIN: US3133ETTH05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100000721.00
- **C.18.a - Value (excl. sponsor support):** $100000721.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 83: 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):** $115004609.20
- **C.18.a - Value (excl. sponsor support):** $115004609.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETX51, C.4 - ISIN: US3133ETX518, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150023890.50
- **C.18.a - Value (excl. sponsor support):** $150023890.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 85: 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: 3133ETY68, C.4 - ISIN: US3133ETY680, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $300004341.00
- **C.18.a - Value (excl. sponsor support):** $300004341.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 86: 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: 3133ETYS0, C.4 - ISIN: US3133ETYS05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999814.50
- **C.18.a - Value (excl. sponsor support):** $24999814.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: 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):** $335060598.15
- **C.18.a - Value (excl. sponsor support):** $335060598.15
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 88: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.621000%
- **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):** $35001744.75
- **C.18.a - Value (excl. sponsor support):** $35001744.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.770000%
- **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):** $73067184.82
- **C.18.a - Value (excl. sponsor support):** $73067184.82
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 90: 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 3.642800%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 7839989D1, C.3 - LEI: 549300BZ5TGIFZUZDZ37
- **C.18 - Value (incl. sponsor support):** $1625914529.84
- **C.18.a - Value (excl. sponsor support):** $1625914529.84
- **C.19 - Percentage of Net Assets:** 3.6400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 91: FIXED INCOME CLEARING CORPORATION (STATE STREET BANK)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (STATE STREET BANK) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1875000000.00
- **C.18.a - Value (excl. sponsor support):** $1875000000.00
- **C.19 - Percentage of Net Assets:** 4.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $555049500.00      | $389542681.00      | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $700000000.00      | $477873655.00      | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 1.8750%  | 0.0000% | $215831300.00      | $152583716.00      | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $46000000.00       | $44616013.64       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $831302600.00      | $847884094.20      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill 3.652000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $608964152.90
- **C.18.a - Value (excl. sponsor support):** $608964152.90
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.656000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397096020.00
- **C.18.a - Value (excl. sponsor support):** $397096020.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.641000%
- **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):** $674830638.51
- **C.18.a - Value (excl. sponsor support):** $674830638.51
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 95: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.619000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $784958156.25
- **C.18.a - Value (excl. sponsor support):** $784958156.25
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: 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: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196925416.00
- **C.18.a - Value (excl. sponsor support):** $196925416.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.624000%
- **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):** $490977395.00
- **C.18.a - Value (excl. sponsor support):** $490977395.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 98: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.637000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399880432.00
- **C.18.a - Value (excl. sponsor support):** $399880432.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.641000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399601332.00
- **C.18.a - Value (excl. sponsor support):** $399601332.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: 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: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249397777.50
- **C.18.a - Value (excl. sponsor support):** $249397777.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.691000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198953752.00
- **C.18.a - Value (excl. sponsor support):** $198953752.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.651000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $141207739.28
- **C.18.a - Value (excl. sponsor support):** $141207739.28
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.646000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396828224.00
- **C.18.a - Value (excl. sponsor support):** $396828224.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.656000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247840002.50
- **C.18.a - Value (excl. sponsor support):** $247840002.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: 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: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $495353040.00
- **C.18.a - Value (excl. sponsor support):** $495353040.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.622000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399682624.00
- **C.18.a - Value (excl. sponsor support):** $399682624.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.665000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $374435936.25
- **C.18.a - Value (excl. sponsor support):** $374435936.25
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: 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: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399115520.00
- **C.18.a - Value (excl. sponsor support):** $399115520.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.522000%
- **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):** $194371938.00
- **C.18.a - Value (excl. sponsor support):** $194371938.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 110: 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: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395721800.00
- **C.18.a - Value (excl. sponsor support):** $395721800.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.645000%
- **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):** $815631093.75
- **C.18.a - Value (excl. sponsor support):** $815631093.75
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.637000%
- **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):** $296395917.00
- **C.18.a - Value (excl. sponsor support):** $296395917.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 113: 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: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398551800.00
- **C.18.a - Value (excl. sponsor support):** $398551800.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $796536712.00
- **C.18.a - Value (excl. sponsor support):** $796536712.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.704000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397980464.00
- **C.18.a - Value (excl. sponsor support):** $397980464.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.709000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397696248.00
- **C.18.a - Value (excl. sponsor support):** $397696248.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.505000%
- **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):** $193900382.00
- **C.18.a - Value (excl. sponsor support):** $193900382.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 118: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.632000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $838648726.00
- **C.18.a - Value (excl. sponsor support):** $838648726.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.634000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394384336.00
- **C.18.a - Value (excl. sponsor support):** $394384336.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: 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: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394101248.00
- **C.18.a - Value (excl. sponsor support):** $394101248.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 121: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.656000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397451468.00
- **C.18.a - Value (excl. sponsor support):** $397451468.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **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? 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 3.474000%
- **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):** $193445476.00
- **C.18.a - Value (excl. sponsor support):** $193445476.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 123: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.632000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TN7, C.4 - ISIN: US912797TN70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393576668.00
- **C.18.a - Value (excl. sponsor support):** $393576668.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.629000%
- **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):** $393312000.00
- **C.18.a - Value (excl. sponsor support):** $393312000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 3.630000%
- **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):** $393040696.00
- **C.18.a - Value (excl. sponsor support):** $393040696.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 3.654000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99018594.00
- **C.18.a - Value (excl. sponsor support):** $99018594.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **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? 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 3.656000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $207649081.50
- **C.18.a - Value (excl. sponsor support):** $207649081.50
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **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? 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 3.678000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247037395.00
- **C.18.a - Value (excl. sponsor support):** $247037395.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 129: 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):** $128538319.00
- **C.18.a - Value (excl. sponsor support):** $128538319.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 130: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99909145.00
- **C.18.a - Value (excl. sponsor support):** $99909145.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99686247.00
- **C.18.a - Value (excl. sponsor support):** $99686247.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $219835554.40
- **C.18.a - Value (excl. sponsor support):** $219835554.40
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.728000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399072676.00
- **C.18.a - Value (excl. sponsor support):** $399072676.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.657000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398183508.00
- **C.18.a - Value (excl. sponsor support):** $398183508.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200172932.00
- **C.18.a - Value (excl. sponsor support):** $200172932.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400072988.00
- **C.18.a - Value (excl. sponsor support):** $400072988.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: 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):** $100418672.00
- **C.18.a - Value (excl. sponsor support):** $100418672.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 138: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100277922.00
- **C.18.a - Value (excl. sponsor support):** $100277922.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: 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):** $100356243.00
- **C.18.a - Value (excl. sponsor support):** $100356243.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: 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):** $201212198.00
- **C.18.a - Value (excl. sponsor support):** $201212198.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 141: Federated Govt Oblg Pr Shares

- **C.1 - Title:** Federated Govt Oblg Pr Shares 3.584800%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 927XCDII9, C.3 - LEI: 254900VAJ9169N7JRF45
- **C.18 - Value (incl. sponsor support):** $451810058.44
- **C.18.a - Value (excl. sponsor support):** $451810058.44
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 142: Dreyfus Government Cash Management, Institutional Shares

- **C.1 - Title:** Dreyfus Government Cash Management, Institutional Shares 3.558100%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 975LFWII1, C.3 - LEI: 549300F7IDB6WRO7VJ11
- **C.18 - Value (incl. sponsor support):** $8379835.28
- **C.18.a - Value (excl. sponsor support):** $8379835.28
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 143: Fixed Income Clearing Corporation (Bank of New York)

- **C.1 - Title:** Fixed Income Clearing Corporation (Bank of New York) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EP829, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EP829_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 3.3600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-04-15      | 3.8750%  | 0.0000% | $173324900.00      | $374947177.88      | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $574660000.00      | $568298482.05      | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $262659700.00      | $269883033.69      | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $307522300.00      | $316871379.04      | U.S. Treasuries (including strips) |

### Security 144: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.670000%
- **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: ARP1EPA18, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1EPA18_3.67_0202
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2032-02-01      | 2.5000%  | 0.0000% | $100000000.00      | $16821217.48       | Agency Mortgage-Backed Securities |
| FMAC          | 2033-01-01      | 3.0000%  | 0.0000% | $33682995.00       | $6433482.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $17823603.00       | $16730130.66       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $18519373.00       | $16272465.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2041-06-01      | 2.0000%  | 0.0000% | $26000000.00       | $15829161.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $22726636.00       | $16620368.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $9327834.00        | $7981398.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 4.5000%  | 0.0000% | $17195281.00       | $16994285.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $18777127.00       | $16178111.03       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $16107632.00       | $16271585.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-07-01      | 1.5000%  | 0.0000% | $22552559.00       | $16096422.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $19165000.00       | $16226993.87       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $17215024.00       | $16273510.61       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $15466686.00       | $15247447.53       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 4.0000%  | 0.0000% | $16298820.00       | $15618113.94       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $15218699.00       | $15664450.91       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $15410675.00       | $15836526.75       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $15539028.00       | $15940223.26       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $15486617.00       | $15861184.93       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $16666028.00       | $17102920.52       | Agency Mortgage-Backed Securities |

### Security 145: BNP PARIBAS FORTIS SA

- **C.1 - Title:** BNP PARIBAS FORTIS SA 3.670000%
- **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: ARP1EPAQ3, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1EPAQ3_3.67_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.55           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $6938432.00        | $6819197.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.2500%  | 0.0000% | $11928448.00       | $11619045.03       | Agency Mortgage-Backed Securities |
| FMAC          | 2034-01-01      | 3.7500%  | 0.0000% | $13854200.00       | $13117355.85       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1284278.00        | $1292539.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 4.5000%  | 0.0000% | $15839400.00       | $14409139.97       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $22527605.00       | $18827826.20       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $819.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $11476666.00       | $11962877.58       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1009.00           | $1010.85           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1036.65           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $58658810.00       | $36323135.46       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $7294152.00        | $3293579.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $4705947.00        | $4929876.35        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 4.2690%  | 0.0000% | $9272000.00        | $8152234.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 5.7350%  | 0.0000% | $2000000.00        | $292686.91         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 6.2580%  | 0.0000% | $641606.00         | $562447.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-01-01      | 6.3010%  | 0.0000% | $203316.00         | $190893.46         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.0390%  | 0.0000% | $4854792.00        | $4939569.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2030-12-01      | 4.2060%  | 0.0000% | $2718420.00        | $9127.02           | Agency Mortgage-Backed Securities |
| FMAC          | 2034-01-01      | 6.4870%  | 0.0000% | $8500297.00        | $12406.81          | Agency Mortgage-Backed Securities |
| FMAC          | 2034-10-01      | 6.3200%  | 0.0000% | $41758410.00       | $454350.07         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-07-01      | 6.4470%  | 0.0000% | $5000096.00        | $36281.45          | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 3.5000%  | 0.0000% | $196000.00         | $23931.14          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $1001.00           | $70.58             | Agency Mortgage-Backed Securities |
| FMAC          | 2045-08-01      | 3.5000%  | 0.0000% | $54000.00          | $5207.51           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-06-01      | 6.3280%  | 0.0000% | $22732782.00       | $148762.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 6.4150%  | 0.0000% | $1647000.00        | $170220.55         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 6.1060%  | 0.0000% | $750000.00         | $6551.34           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 6.8590%  | 0.0000% | $5384206.00        | $29975.95          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 6.4030%  | 0.0000% | $54791994.00       | $1729173.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2038-05-01      | 6.4720%  | 0.0000% | $12317658.00       | $124233.04         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 6.5500%  | 0.0000% | $20593222.00       | $1840661.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-09-01      | 6.2110%  | 0.0000% | $1023263.00        | $695481.48         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-06-01      | 6.4960%  | 0.0000% | $316867.00         | $19777.74          | Agency Mortgage-Backed Securities |
| FMAC          | 2038-07-01      | 5.5000%  | 0.0000% | $4737988.00        | $39306.43          | Agency Mortgage-Backed Securities |
| FMAC          | 2034-02-01      | 5.5000%  | 0.0000% | $514286.00         | $4786.46           | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 3.0000%  | 0.0000% | $4687940.00        | $806306.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $180000.00         | $33716.41          | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $151.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $333.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 5.0000%  | 0.0000% | $1090300.00        | $239599.42         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $539043.00         | $88467.55          | Agency Mortgage-Backed Securities |
| FMAC          | 2046-05-01      | 6.5520%  | 0.0000% | $1000000.00        | $65069.40          | Agency Mortgage-Backed Securities |
| FMAC          | 2034-04-01      | 4.5000%  | 0.0000% | $3100000.00        | $292699.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2029-12-01      | 6.5000%  | 0.0000% | $1000.00           | $4.38              | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $49626.00          | $5333.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2039-09-01      | 6.5000%  | 0.0000% | $14753306.00       | $427309.06         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-01-01      | 4.0000%  | 0.0000% | $80999.00          | $13151.37          | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 3.5000%  | 0.0000% | $158980.00         | $36601.62          | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $89.92             | Agency Mortgage-Backed Securities |
| FMAC          | 2048-12-15      | 4.5000%  | 0.0000% | $1000.00           | $875.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $945000.00         | $567473.48         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 3.5000%  | 0.0000% | $4700000.00        | $1424692.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $427.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 3.0000%  | 0.0000% | $302000.00         | $183091.81         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $21000.00          | $15049.50          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $4512799.00        | $2955222.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $797.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $3405980.00        | $2391401.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $721.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 4.0000%  | 0.0000% | $571137.00         | $437009.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $763.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $473378.00         | $348675.40         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 3.5000%  | 0.0000% | $35596.00          | $25663.94          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $688000.00         | $467039.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $868.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $275000.00         | $203033.19         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $6980.00           | $5290.95           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $840.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $3280812.00        | $2949198.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $787.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 4.5000%  | 0.0000% | $43500000.00       | $39487916.30       | Agency Mortgage-Backed Securities |
| FMAC          | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $195.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 2.5000%  | 0.0000% | $454074.00         | $221187.19         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $8796687.00        | $5045462.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1056.00           | $668.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $708.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1610022.00        | $1083117.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $709.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $13000.00          | $9315.54           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $767.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $701.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 4.0000%  | 0.0000% | $1000.00           | $802.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $761.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 3.5000%  | 0.0000% | $1000.00           | $800.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 3.5000%  | 0.0000% | $94987.00          | $72811.28          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.0000%  | 0.0000% | $2797724.00        | $1799593.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $353223.00         | $304379.06         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 4.5000%  | 0.0000% | $226799.00         | $210997.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $17000.00          | $11808.58          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $214287.00         | $176963.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2032-11-01      | 1.2200%  | 0.0000% | $973345.00         | $785402.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-02-01      | 3.2600%  | 0.0000% | $587196.00         | $515820.73         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $2303713.00        | $1108341.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $533614.00         | $315401.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $9060256.00        | $6052993.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $197609.00         | $159742.68         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $213999.00         | $133006.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1188126.00        | $826375.95         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $99103.00          | $84448.15          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 7.0000%  | 0.0000% | $1593582.00        | $1429848.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $3085692.00        | $2924799.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 3.0000%  | 0.0000% | $2168970.00        | $1688052.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $758610.00         | $428382.67         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $65000.00          | $37654.88          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $5511.00           | $3802.89           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $227270.00         | $167323.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $1976746.00        | $1619037.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $13800064.00       | $2734384.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 5.0000%  | 0.0000% | $1057802.00        | $526988.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 4.5000%  | 0.0000% | $2819297.00        | $1870204.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-03-01      | 3.5110%  | 0.0000% | $3911306.00        | $497669.92         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-03-01      | 6.5000%  | 0.0000% | $5000000.00        | $10720.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 4.8300%  | 0.0000% | $1452700.00        | $1104440.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.4800%  | 0.0000% | $900000.00         | $594723.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 4.1900%  | 0.0000% | $1666000.00        | $1229223.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-07-01      | 6.5000%  | 0.0000% | $64095338.00       | $87035.32          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 5.2020%  | 0.0000% | $2672101.00        | $5004.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 6.1170%  | 0.0000% | $22521005.00       | $617295.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.0870%  | 0.0000% | $14369215.00       | $653266.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 5.8650%  | 0.0000% | $14610000.00       | $253816.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 6.2050%  | 0.0000% | $1055000.00        | $88875.65          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 7.0000%  | 0.0000% | $12053040.00       | $1751851.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.2400%  | 0.0000% | $2370000.00        | $1825729.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-08-01      | 3.6300%  | 0.0000% | $75000.00          | $64432.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $440743.00         | $85214.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $867000.00         | $184746.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 3.0000%  | 0.0000% | $97439.00          | $7337.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $8882950.00        | $1742120.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 5.2280%  | 0.0000% | $17523019.00       | $26057.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 5.9130%  | 0.0000% | $2000000.00        | $9758.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 5.2280%  | 0.0000% | $1500000.00        | $9558.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-10-01      | 6.4360%  | 0.0000% | $70005647.00       | $218131.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.8350%  | 0.0000% | $100003682.00      | $158614.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.5070%  | 0.0000% | $350000.00         | $5050.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $2112888.00        | $2071624.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1489268.00        | $1017316.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1362814.00        | $1389821.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1522570.00        | $1566911.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $2823515.00        | $2598529.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $6570019.00        | $6496916.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $2321680.00        | $2414118.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $26864.00          | $28047.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $14180832.00       | $14051152.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $4638061.00        | $4541399.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $239744.00         | $245331.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $10324380.00       | $10506498.16       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $4526400.00        | $4622565.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $14257040.00       | $13814643.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $4149456.00        | $4256945.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $5917097.00        | $6160561.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $4440661.00        | $4561129.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1195519.00        | $1249170.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1131403.00        | $1143600.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $706345.00         | $696336.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 4.5000%  | 0.0000% | $75000.00          | $18005.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 6.2740%  | 0.0000% | $2771220.00        | $80533.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.8310%  | 0.0000% | $2812000.00        | $349129.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-11-01      | 3.0000%  | 0.0000% | $51000.00          | $8334.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 6.5300%  | 0.0000% | $345038.00         | $23202.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 5.0000%  | 0.0000% | $1339938.00        | $598582.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-12-01      | 3.8100%  | 0.0000% | $325000.00         | $325727.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 2.8900%  | 0.0000% | $5860599.00        | $5270132.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 2.8000%  | 0.0000% | $3328768.00        | $2750482.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 5.9690%  | 0.0000% | $4880000.00        | $702778.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 4.5000%  | 0.0000% | $1080000.00        | $218679.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 3.3390%  | 0.0000% | $2415707.00        | $1998264.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $748000.00         | $142521.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 4.5000%  | 0.0000% | $199000.00         | $52063.46          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 4.1850%  | 0.0000% | $10143424.00       | $9431260.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 6.4190%  | 0.0000% | $17517344.00       | $16261907.48       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 6.1190%  | 0.0000% | $2000000.00        | $168708.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $1799232.00        | $375268.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 5.0880%  | 0.0000% | $1998000.00        | $433015.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 3.7250%  | 0.0000% | $717917.00         | $218246.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $275000.00         | $155521.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 2.0000%  | 0.0000% | $55000.00          | $30889.62          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $28365.00          | $16060.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $620000.00         | $349043.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 4.9400%  | 0.0000% | $31610.00          | $32648.59          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 3.6500%  | 0.0000% | $4341230.00        | $4204760.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-03-01      | 4.7900%  | 0.0000% | $348133.00         | $352642.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 5.3500%  | 0.0000% | $196497.00         | $201998.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-11-01      | 5.7600%  | 0.0000% | $74402.00          | $78169.05          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $60945.65          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $7001.00           | $7180.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 2.5000%  | 0.0000% | $499866.00         | $345432.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $545000.00         | $334807.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $291287.00         | $245676.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $200000.00         | $104713.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-09-01      | 5.3700%  | 0.0000% | $45443.00          | $47255.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 5.1300%  | 0.0000% | $258256.00         | $263336.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 4.8000%  | 0.0000% | $36039699.00       | $36984972.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-10-01      | 4.1650%  | 0.0000% | $1528679.00        | $1523501.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $353994.00         | $26970.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $51947968.00       | $5883121.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $300000.00         | $21498.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $169739.00         | $56793.34          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 4.0000%  | 0.0000% | $911415.00         | $494210.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $16356416.00       | $9684093.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1448006.00        | $1024913.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1653338.00        | $1232484.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $4911952.00        | $3365601.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 5.0000%  | 0.0000% | $2281000.00        | $1236377.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $16422000.00       | $11888951.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $60069.00          | $48879.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $12984324.00       | $10961941.50       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $10261728.00       | $9006146.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 4.5000%  | 0.0000% | $59992.00          | $16621.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $98996.00          | $38094.65          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $40000.00          | $23547.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 2.5000%  | 0.0000% | $257850.00         | $174188.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1500000.00        | $1013437.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 5.0000%  | 0.0000% | $18000.00          | $12296.54          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $201980.00         | $138148.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1994000.00        | $1564511.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $50000.00          | $34309.32          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-10-01      | 6.1990%  | 0.0000% | $1831762.00        | $6696.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2038-08-01      | 5.5000%  | 0.0000% | $4748068.00        | $78852.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2031-02-01      | 2.5000%  | 0.0000% | $10000000.00       | $986169.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $6910072.00        | $4188701.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 2.5000%  | 0.0000% | $1400000.00        | $605036.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-03-01      | 2.5000%  | 0.0000% | $500000.00         | $223311.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $9603488.00        | $7064342.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $780060.00         | $608469.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 4.0000%  | 0.0000% | $278000.00         | $224774.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $577387.00         | $487930.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $2200000.00        | $1584834.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.0000%  | 0.0000% | $36010.00          | $32553.79          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1057907.00        | $1000230.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-01-01      | 5.5000%  | 0.0000% | $4895952.00        | $35129.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 5.0000%  | 0.0000% | $4172992.00        | $262473.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 4.5000%  | 0.0000% | $2772880.00        | $75682.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 4.0000%  | 0.0000% | $2203646.00        | $145071.42         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $9405.00           | $7897.57           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $487522.00         | $474680.61         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 4.5000%  | 0.0000% | $2613310.00        | $2557529.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $4157976.00        | $3183920.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $919.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $4743870.00        | $4776632.02        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $7000.00           | $6510.64           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $5024610.00        | $4859963.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1928052.00        | $1989299.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $959.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $2619124.00        | $2713206.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $53137.00          | $53229.91          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $279459.00         | $269062.48         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $26926.00          | $28048.65          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $938.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $6022783.00        | $6174039.56        | Agency Mortgage-Backed Securities |

### Security 146: Bank of America

- **C.1 - Title:** Bank of America 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPAS9, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1EPAS9_3.66_0202
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $30276900.00       | $21199359.13       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 0.5000%  | 0.0000% | $24998900.00       | $24984986.80       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $184240000.00      | $187432678.94      | U.S. Treasuries (including strips) |
| USTR          | 2036-01-15      | 1.8750%  | 0.0000% | $174809600.00      | $174383015.40      | U.S. Treasuries (including strips) |

### Security 147: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPAU4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1EPAU4_3.66_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-11-15      | 5.2500%  | 0.0000% | $100.00            | $105.40            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $2000.00           | $1891.91           | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.75            | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $4869500.00        | $4901968.53        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $78900.00          | $79834.71          | U.S. Treasuries (including strips) |
| USTR          | 2028-12-15      | 3.5000%  | 0.0000% | $95900.00          | $96024.97          | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 3.5000%  | 0.0000% | $250398300.00      | $249920108.42      | U.S. Treasuries (including strips) |

### Security 148: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 3.670000%
- **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: ARP1EPAV2, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1EPAV2_3.67_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2053-01-20      | 5.5000%  | 0.0000% | $21955806.00       | $14278905.99       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $14534814.00       | $14714330.94       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $12091318.00       | $12488588.86       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $13104447.00       | $13675721.53       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $12219748.00       | $12490593.91       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $4123264.00        | $4354792.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $12748807.00       | $13489726.38       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $13577210.00       | $14475933.11       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $12826224.00       | $13256092.54       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $13344625.00       | $13875310.16       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $15142471.00       | $15673841.45       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $11802490.00       | $12591289.14       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.5000%  | 0.0000% | $12664363.00       | $13710580.83       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $12868949.00       | $13499763.25       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $12836095.00       | $13296729.97       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $13153596.00       | $13966160.85       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $6006117.00        | $6227846.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $12263456.00       | $12831215.52       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $12537044.00       | $12623810.10       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $12593566.00       | $13070954.50       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $12174676.00       | $13145859.58       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $14750927.00       | $15751765.15       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $11882368.00       | $12692885.84       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $13801379.00       | $14324538.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $14305121.00       | $15008190.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $14532661.00       | $15246928.37       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $14475453.00       | $15003308.44       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $13236814.00       | $13588682.35       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $12747141.00       | $13152379.70       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $13625869.00       | $14595653.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 3.0000%  | 0.0000% | $14805509.00       | $13397839.71       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 3.0000%  | 0.0000% | $15482731.00       | $13981209.00       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.5000%  | 0.0000% | $15533101.00       | $15452338.53       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $13450143.00       | $14238949.95       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $12094720.00       | $12558560.20       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $12876886.00       | $13793376.90       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $14113607.00       | $14195956.25       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $14949834.00       | $15279390.29       | Agency Mortgage-Backed Securities |

### Security 149: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPAZ3, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: ARP1EPAZ3_3.66_0202
- **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:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-03-19      | N/A      | 0.0000% | $454600.00         | $452541.57         | U.S. Treasuries (including strips) |
| USTR          | 2026-08-06      | N/A      | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| USTR          | 2026-03-12      | N/A      | 0.0000% | $5685200.00        | $5663374.52        | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $126.98            | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $189800.00         | $154512.67         | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.41             | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $184.13            | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $29377500.00       | $27883904.24       | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $98.92             | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $399400.00         | $399978.24         | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $132.13            | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $127.74            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $300.00            | $296.06            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.49             | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $118.59            | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $470000.00         | $409864.32         | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $7571000.00        | $7987929.08        | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $280200.00         | $295630.40         | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $949100.00         | $915121.87         | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $9082000.00        | $10053791.66       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $111321300.00      | $113954188.36      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $1981100.00        | $2007925.77        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $103.06            | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $3337500.00        | $3517710.50        | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $23495800.00       | $24135507.04       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $4870600.00        | $5056576.14        | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $214400.00         | $216066.39         | U.S. Treasuries (including strips) |
| USTR          | 2028-12-15      | 3.5000%  | 0.0000% | $300.00            | $300.49            | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 3.5000%  | 0.0000% | $895000.00         | $893576.30         | U.S. Treasuries (including strips) |

### Security 150: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPB25, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1EPB25_3.66_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $162886900.00      | $164041661.03      | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $12000000.00       | $12264113.70       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $224255000.00      | $231593111.11      | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $100000600.00      | $102100118.12      | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $1000.00           | $1016.47           | U.S. Treasuries (including strips) |

### Security 151: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 3.670000%
- **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: ARP1EPB33, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1EPB33_3.67_0202
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $65927879.00       | $42348006.16       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $360000000.00      | $361262237.06      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $456472308.00      | $463389757.63      | Agency Mortgage-Backed Securities |

### Security 152: FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPB41, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EPB41_3.66_0202
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 5.6000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49856452.14       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $24888100.00       | $24816647.34       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49856452.14       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-21      | N/A      | 0.0000% | $50000000.00       | $48374996.26       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $50000000.00       | $51338141.53       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $50000000.00       | $51338141.54       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-01      | 1.8750%  | 0.0000% | $43000000.00       | $42586032.70       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $4000000.00        | $4094336.68        | U.S. Treasuries (including strips) |
| USTR          | 2027-03-01      | 4.1250%  | 0.0000% | $42720000.00       | $43726925.81       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-21      | N/A      | 0.0000% | $42888400.00       | $41494523.79       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $51179208.54       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $50000000.00       | $51338141.53       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-21      | N/A      | 0.0000% | $7111600.00        | $6880472.43        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66312494.57       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $29355000.00       | $38932065.56       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66312494.57       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66312494.57       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66312494.57       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66312494.57       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66312494.57       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66312494.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50366234.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50366234.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50366234.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50366234.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50366234.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50366234.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50366234.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $12855000.00       | $12949158.85       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50366234.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50366234.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $46016700.00       | $43754731.52       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $48855423.68       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $18026000.00       | $18635119.47       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $48855423.68       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $48855423.68       | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49447166.16       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $50000000.00       | $48965181.18       | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52743204.00       | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49447166.15       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $25758000.00       | $26560136.35       | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49447166.16       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $51557062.56       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $51689558.05       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $51689558.05       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $51557062.56       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $50000000.00       | $48965181.18       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $11000000.00       | $10772339.85       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-02      | 4.2500%  | 0.0000% | $50000000.00       | $51113602.58       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $21131400.00       | $20647669.98       | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49447166.16       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-02      | 4.2500%  | 0.0000% | $19431000.00       | $19863768.23       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50636047.10       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $18739100.00       | $18977479.00       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50636047.10       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50636047.10       | U.S. Treasuries (including strips) |

### Security 153: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** MIZUHO SECURITIES USA INC. 3.670000%
- **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: ARP1EPB58, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1EPB58_3.67_0202
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $16297056.00       | $16730289.70       | Agency Mortgage-Backed Securities  |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $3501200.00        | $3298285.67        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $7160900.00        | $7201607.14        | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $200000000.00      | $205399016.57      | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $51888600.00       | $52927657.81       | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $1859000.00        | $1869159.28        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $69037300.00       | $69574295.77       | U.S. Treasuries (including strips) |

### Security 154: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 3.670000%
- **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: ARP1EPB66, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1EPB66_3.67_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2038-07-01      | 6.0500%  | 0.0000% | $3645.00           | $133.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2032-02-01      | 3.0000%  | 0.0000% | $1000.00           | $152.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 3.5000%  | 0.0000% | $2005.00           | $242.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 3.0000%  | 0.0000% | $1988.00           | $376.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1008.00           | $283.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $918.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $754.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $781.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1769.72           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $1008.00           | $829.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $752.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1008.00           | $660.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $786.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $872.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $855.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $1008.00           | $824.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $207.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1001.00           | $942.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1088.00           | $975.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $122825.00         | $115910.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2113.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $784.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1012.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1014.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $1024.00           | $250.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-01-01      | 4.0000%  | 0.0000% | $15552.00          | $5375.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $7159.00           | $2533.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 4.0000%  | 0.0000% | $1024.00           | $326.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $28806.00          | $11988.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2063-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1457.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $11827.00          | $2411.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $1024.00           | $463.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 2.9800%  | 0.0000% | $3118990.00        | $2802757.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 4.5000%  | 0.0000% | $1000.00           | $269.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $3377.00           | $891.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $1024.00           | $155.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $1290.00           | $370.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 4.3601%  | 0.0000% | $1024.00           | $1021.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2059-01-01      | 4.5000%  | 0.0000% | $1000.00           | $948.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $649.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1024.00           | $324.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $3072.00           | $1484.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $880.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2032.00           | $1520.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2048.00           | $1544.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2087.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $2048.00           | $1669.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1934.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $739.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1136.00           | $825.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $615.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $955.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $854.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3048.00           | $2106.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1799.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1522.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $857.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $833.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1995.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 4.1800%  | 0.0000% | $717676.00         | $722547.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 3.9100%  | 0.0000% | $496320.00         | $494205.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $228.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $2048.00           | $594.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $3064.00           | $900.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $2214.00           | $429.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $487.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $489.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $141461.00         | $59218.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $2304.00           | $940.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1167526.00        | $485441.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $492.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $631.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $5120.00           | $3531.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $12030.00          | $9511.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $777.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $2597.00           | $2121.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1048.00           | $702.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $4024.00           | $2920.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $3040.00           | $2318.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $3144.00           | $2817.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1968527.00        | $1816905.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $6923764.00        | $5972588.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $3671905.00        | $2944801.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $2024.00           | $1533.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1711.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1001.00           | $830.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1279782.00        | $1058899.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $30833133.00       | $29466395.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $832.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $52125680.00       | $49471181.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $23304570.00       | $21749660.52       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $974.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $712899.00         | $733091.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $855.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $963.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $933.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $380288.00         | $378977.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $370128.00         | $363273.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $937.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $891.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1040.00           | $1051.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $2381.00           | $1512.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $58288982.00       | $44941667.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $755.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $47988400.00       | $36887828.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $43007344.00       | $31555966.04       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $39008000.00       | $32254380.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $802.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $897.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $183897302.00      | $158376600.46      | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $59298215.00       | $57168369.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2075.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $3356160.00        | $3416987.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $1494.00           | $81.05             | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $27710894.00       | $21014787.57       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $6032.00           | $3857.81           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $3168.00           | $2498.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $2040.00           | $1636.29           | Agency Mortgage-Backed Securities |
| FMAC          | 2044-05-01      | 4.0000%  | 0.0000% | $10041.00          | $1351.54           | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1008.00           | $170.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 4.0000%  | 0.0000% | $2024.00           | $314.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $4096.00           | $686.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $192.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 3.5000%  | 0.0000% | $3032.00           | $735.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $270.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.5000%  | 0.0000% | $1007.00           | $216.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $4064.00           | $2755.59           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $681.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $5096.00           | $3618.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $1200.00           | $817.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $3300.00           | $2181.24           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $3000.00           | $2070.71           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $4155.00           | $2852.56           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $3016.00           | $2273.08           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $5120.00           | $3542.41           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $1008.00           | $719.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3016.00           | $2203.36           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3072.00           | $2317.44           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1192.70           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $647.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $674.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1544570.00        | $1051766.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2124.66           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3048.00           | $2279.86           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $4040.00           | $3074.02           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $697.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1605.85           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $2016.00           | $1097.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 5.0000%  | 0.0000% | $1000.00           | $106.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $87.29             | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $3088.00           | $727.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $300866.00         | $44063.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $4080.00           | $1071.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $2024.00           | $449.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $152.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $1024.00           | $184.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1247881.00        | $1076628.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $483032.00         | $496444.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $954.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2089.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3064918.00        | $2890186.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $3000.00           | $3072.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $746.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.77           | Agency Mortgage-Backed Securities |

### Security 155: SOCIETE' GENERALE NY

- **C.1 - Title:** SOCIETE' GENERALE NY 3.670000%
- **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: ARP1EPB74, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: ARP1EPB74_3.67_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2030-06-01      | 5.1780%  | 0.0000% | $67563765.00       | $22816.25          | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-01-01      | 6.2420%  | 0.0000% | $13785124.00       | $177568.51         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 4.0000%  | 0.0000% | $500000.00         | $60782.26          | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-02-01      | 4.0000%  | 0.0000% | $500000.00         | $56966.28          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1080100.00        | $678768.34         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1060356.00        | $628280.61         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1120488.00        | $597738.67         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1117494.00        | $877906.00         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1119890.00        | $913524.80         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1066942.00        | $877604.93         | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-06-01      | 4.2410%  | 0.0000% | $35285000.00       | $13043.49          | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-11-01      | 5.4500%  | 0.0000% | $32000000.00       | $4015.89           | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-11-01      | 5.3480%  | 0.0000% | $27000000.00       | $21212.98          | Agency Mortgage-Backed Securities  |
| FNMA          | 2026-11-01      | 4.1710%  | 0.0000% | $30000000.00       | $538.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1128118.00        | $572333.31         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1005407.00        | $908072.25         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1057479.00        | $892766.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1003950.00        | $932172.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $699060.00         | $624587.84         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 4.0000%  | 0.0000% | $550000.00         | $105817.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-01-01      | 4.0000%  | 0.0000% | $500000.00         | $128191.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2062-10-01      | 2.5000%  | 0.0000% | $115989272.00      | $90869381.01       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1618129.00        | $681032.34         | Agency Mortgage-Backed Securities  |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $71208200.00       | $71863663.74       | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $33672600.00       | $34115147.26       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $47820300.00       | $48376111.91       | U.S. Treasuries (including strips) |

### Security 156: STANDARD CHARTERED BANK

- **C.1 - Title:** STANDARD CHARTERED BANK 3.670000%
- **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: ARP1EPCS7, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: ARP1EPCS7_3.67_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2041-01-01      | 4.0000%  | 0.0000% | $2371.00           | $195.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $644192.00         | $426110.09         | Agency Mortgage-Backed Securities  |
| USTR          | 2026-03-05      | N/A      | 0.0000% | $17600.00          | $17545.14          | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $33327200.00       | $27377205.15       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 3.6250%  | 0.0000% | $72658200.00       | $63438667.34       | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $2144200.00        | $2090760.64        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $200.00            | $200.29            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $200.00            | $198.18            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $200.00            | $189.42            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $49999500.00       | $47516055.81       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 0.7500%  | 0.0000% | $62346000.00       | $61524415.09       | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $423900.00         | $411390.36         | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $20715100.00       | $20281132.50       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $80355800.00       | $82717802.84       | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $1000.00           | $1000.31           | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $6000.00           | $6134.23           | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $1711100.00        | $1749261.12        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $200.00            | $206.13            | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $71744000.00       | $72683774.26       | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $20999700.00       | $21108935.59       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $32100.00          | $32794.27          | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $3354800.00        | $3541788.21        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $496800.00         | $513214.86         | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $13326100.00       | $13548201.28       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $6900500.00        | $6982629.60        | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $14999700.00       | $15116282.56       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $8149000.00        | $8218622.31        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.3750%  | 0.0000% | $59932000.00       | $60097526.59       | U.S. Treasuries (including strips) |
| USTR          | 2032-12-31      | 3.8750%  | 0.0000% | $599900.00         | $596601.95         | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 3.5000%  | 0.0000% | $1000.00           | $998.41            | U.S. Treasuries (including strips) |

### Security 157: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPCT5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EPCT5_3.66_0202
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $2762715.00        | $2855807.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $5013784.00        | $5236062.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2322888.00        | $2407595.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1073098.00        | $1129138.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $8064982.00        | $8134661.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 7.5000%  | 0.0000% | $2423217.00        | $2610900.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $5230630.00        | $5502827.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 3.5000%  | 0.0000% | $3210255.00        | $702949.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $5044577.00        | $1146377.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 3.5000%  | 0.0000% | $488122.00         | $121614.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-09-20      | 4.0000%  | 0.0000% | $68432698.00       | $7393857.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 4.5000%  | 0.0000% | $42509799.00       | $38556349.85       | Agency Mortgage-Backed Securities |
| GNMA          | 2031-05-20      | 2.5000%  | 0.0000% | $94778.00          | $60059.01          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.0000%  | 0.0000% | $6588819.00        | $5087327.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $1142198.00        | $848792.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.0000%  | 0.0000% | $3295218.00        | $2702572.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 1.5000%  | 0.0000% | $3781982.00        | $2143488.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 5.0000%  | 0.0000% | $1976675.00        | $657585.25         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 2.5000%  | 0.0000% | $4968029.00        | $2371277.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 5.5000%  | 0.0000% | $111000.00         | $63276.65          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 5.5000%  | 0.0000% | $50000.00          | $25352.37          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.0000%  | 0.0000% | $76089302.00       | $34150060.85       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $2500000.00        | $620991.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 6.0000%  | 0.0000% | $75000.00          | $15094.80          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 3.5000%  | 0.0000% | $65000.00          | $7419.20           | Agency Mortgage-Backed Securities |
| GNMA          | 2049-06-20      | 6.0000%  | 0.0000% | $407677.00         | $41451.43          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-04-20      | 4.0000%  | 0.0000% | $702721.00         | $78965.51          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-04-20      | 3.5000%  | 0.0000% | $42976208.00       | $3915466.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-02-20      | 4.0000%  | 0.0000% | $400000.00         | $31333.83          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-12-20      | 3.0000%  | 0.0000% | $1055003.00        | $139091.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 5.0000%  | 0.0000% | $6400000.00        | $471000.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 5.5000%  | 0.0000% | $13435381.00       | $1435878.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2026-12-20      | 4.0000%  | 0.0000% | $575511.00         | $24692.61          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $12852115.00       | $13610375.94       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1085298.00        | $1139930.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $5120815.00        | $5298774.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1460411.00        | $1528259.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1933411.00        | $2004389.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $8289186.00        | $8643643.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $3696831.00        | $3801801.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $1801859.00        | $1926835.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $4036592.00        | $3166557.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $1663285.00        | $1740491.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 7.0000%  | 0.0000% | $1170460.00        | $519406.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $3488522.00        | $3320194.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $32940826.00       | $31032534.97       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $3560840.00        | $2529327.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 7.0000%  | 0.0000% | $2543342.00        | $1478156.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 6.5000%  | 0.0000% | $2282646.00        | $2092891.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1016714.00        | $538543.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.0000%  | 0.0000% | $2229694.00        | $1427382.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.0000%  | 0.0000% | $1477281.00        | $1252577.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 7.0000%  | 0.0000% | $18021077.00       | $15141371.28       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $300000.00         | $136484.97         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 2.5000%  | 0.0000% | $3530990.00        | $2691302.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $1055147.00        | $767358.25         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-06-20      | 4.5000%  | 0.0000% | $3095039.00        | $383934.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 4.0000%  | 0.0000% | $300000.00         | $153776.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 3.5000%  | 0.0000% | $800000.00         | $203902.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-20      | 3.0000%  | 0.0000% | $255438640.00      | $33731956.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 3.0000%  | 0.0000% | $765000.00         | $109931.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-06-20      | 5.5000%  | 0.0000% | $104000.00         | $8264.39           | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-20      | 3.0000%  | 0.0000% | $103320360.00      | $9508724.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-11-20      | 2.5000%  | 0.0000% | $30000.00          | $3710.60           | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-20      | 3.0000%  | 0.0000% | $412504000.00      | $33055467.74       | Agency Mortgage-Backed Securities |
| GNMA          | 2042-06-20      | 4.0000%  | 0.0000% | $262527.00         | $14612.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-05-20      | 3.5000%  | 0.0000% | $30000.00          | $2106.11           | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-20      | 2.5000%  | 0.0000% | $61000.00          | $8061.98           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1528311.00        | $1568937.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $7754809.00        | $7960951.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $1864879.00        | $1877783.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1455810.00        | $1494509.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 3.0000%  | 0.0000% | $2321114.00        | $2103942.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-12-20      | 6.0000%  | 0.0000% | $232294.00         | $178288.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 4.0000%  | 0.0000% | $119974603.00      | $111466164.44      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $188190894.00      | $182879692.34      | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $123904137.00      | $128295168.76      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $8068635.00        | $7615953.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1413805.00        | $1483798.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1100120.00        | $1130031.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-06-20      | 3.5000%  | 0.0000% | $23832708.00       | $2673041.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-06-20      | 3.0000%  | 0.0000% | $1089505.00        | $170438.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2030-05-20      | 8.0000%  | 0.0000% | $65323870.00       | $24827.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-07-20      | 7.0000%  | 0.0000% | $15060118.00       | $28637.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-20      | 4.0000%  | 0.0000% | $3946101.00        | $150175.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-12-20      | 5.5000%  | 0.0000% | $310000.00         | $2625.09           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-20      | 6.0000%  | 0.0000% | $306059.00         | $8068.33           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-11-20      | 5.0000%  | 0.0000% | $263000.00         | $11084.63          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-09-20      | 4.5000%  | 0.0000% | $1630196.00        | $195615.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-07-20      | 6.5000%  | 0.0000% | $50000.00          | $1082.62           | Agency Mortgage-Backed Securities |
| GNMA          | 2028-08-20      | 6.0000%  | 0.0000% | $1679332.00        | $16819.96          | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** The HSBC Funds

**Date:** 2026-02-06

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

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

**Title of Signing Officer:** Vice President