# EDGAR Filing Document

**Accession Number:** 0001273878
**File Stem:** 0001410368-26-057313
**Filing Date:** 2026-6
**Character Count:** 499908
**Document Hash:** eb326cbf7b8128324350d15c8058dd3f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057313.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057313

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD CMT FUNDS
- **CENTRAL INDEX KEY:** 0001273878

**ORGANIZATION NAME:**
- **EIN:** 200961006

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21478
- **FILM NUMBER:** 261069847

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** MALVERN
- **STATE:** PA
- **ZIP:** 19355
- **BUSINESS PHONE:** 610-669-1000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** MALVERN
- **STATE:** PA
- **ZIP:** 19355

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD CASH MANAGEMENT TRUST
- **DATE OF NAME CHANGE:** 20031218

## Series and Classes Contracts Data

### Vanguard Market Liquidity Fund (Series ID: S000002575)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000007078 | Vanguard Market Liquidity Fund |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001273878

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** Vanguard CMT Funds

**CIK Number of Registrant:** 0001273878

**LEI of Registrant:** 549300RWH3WKT24ASW12

**Name of Series:** Vanguard Market Liquidity Fund

**LEI of Series:** 1I6HV0TLSTR3A4XQ6L78

**EDGAR Series Identifier:** S000002575

**Total number of share classes in the series:** 1

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

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

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

### Service Providers
| Role                          | Details                                                       | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | The Vanguard Group, Inc.                                      | 801-11953         |
| Independent Public Accountant | PRICEWATERHOUSECOOPERS LLC<br>City: Philadelphia<br>State: PA |  |
| Administrator                 | State Street Bank and Trust Company                           |  |
| Transfer Agent                | The Vanguard Group, Inc.<br>CIK: 0000735286                   | 084-00772         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-111362

- **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:** 23 days

- **WAL:** 34 days

- **Total Value of Portfolio Securities:** $146966610389.86

- **Amortized Cost of Portfolio Securities:** $146968075725.15

- **Cash:** $1804841330.40

- **Total Other Assets:** $206609494.68

- **Total Liabilities:** $573974775.36

- **Net Assets of Series:** $148404086439.58

- **Number of Shares Outstanding (Series):** 1484148814.1100

- **Does the fund seek to maintain a stable price per share?:** No

- **Stable Price Per Share:** $0.00

- **Is cash management vehicle an affiliated fund?:** Yes

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $75441666146.52           | $100766480900.90           | 60.1700%                  | 80.3600%                   |
| 2026-05-04 | $76180578297.92           | $99553658320.77            | 61.5200%                  | 80.3900%                   |
| 2026-05-05 | $74949034003.17           | $96063228146.16            | 62.2800%                  | 79.8200%                   |
| 2026-05-06 | $73644652840.71           | $97366143451.56            | 60.5600%                  | 80.0700%                   |
| 2026-05-07 | $75261934568.30           | $98390277027.74            | 61.3300%                  | 80.1800%                   |
| 2026-05-08 | $78074950644.18           | $101499079419.45           | 62.0200%                  | 80.6300%                   |
| 2026-05-11 | $85349798366.43           | $107616526659.69           | 64.7000%                  | 81.5800%                   |
| 2026-05-12 | $93908048300.70           | $114663802104.18           | 67.7500%                  | 82.7200%                   |
| 2026-05-13 | $91458383522.22           | $114963795309.10           | 65.9400%                  | 82.8800%                   |
| 2026-05-14 | $89446168409.55           | $114127090069.73           | 64.9300%                  | 82.8500%                   |
| 2026-05-15 | $86050902796.38           | $110725041259.94           | 64.1100%                  | 82.5000%                   |
| 2026-05-18 | $88003809687.46           | $111516338806.34           | 65.8900%                  | 83.4900%                   |
| 2026-05-19 | $83741293175.78           | $104956682267.29           | 65.9400%                  | 82.6400%                   |
| 2026-05-20 | $78891038533.11           | $102042404719.91           | 63.2900%                  | 81.8700%                   |
| 2026-05-21 | $83040721497.70           | $105400577899.23           | 64.8800%                  | 82.3400%                   |
| 2026-05-22 | $88048757638.78           | $106738217215.48           | 68.0600%                  | 82.5100%                   |
| 2026-05-26 | $89452503534.14           | $110201458335.71           | 67.5100%                  | 83.1700%                   |
| 2026-05-27 | $93184006330.98           | $116367608842.00           | 67.1900%                  | 83.9100%                   |
| 2026-05-28 | $96292057868.68           | $119062570964.35           | 67.9100%                  | 83.9700%                   |
| 2026-05-29 | $98779451294.13           | $124928379210.31           | 66.0800%                  | 83.5700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.6900%             |
| 2026-05-04 | 3.6800%             |
| 2026-05-05 | 3.6800%             |
| 2026-05-06 | 3.6800%             |
| 2026-05-07 | 3.6800%             |
| 2026-05-08 | 3.6700%             |
| 2026-05-11 | 3.6600%             |
| 2026-05-12 | 3.6600%             |
| 2026-05-13 | 3.6600%             |
| 2026-05-14 | 3.6600%             |
| 2026-05-15 | 3.6500%             |
| 2026-05-18 | 3.6500%             |
| 2026-05-19 | 3.6400%             |
| 2026-05-20 | 3.6500%             |
| 2026-05-21 | 3.6400%             |
| 2026-05-22 | 3.6300%             |
| 2026-05-26 | 3.6400%             |
| 2026-05-27 | 3.6400%             |
| 2026-05-28 | 3.6500%             |
| 2026-05-29 | 3.6700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 99.9900                     |
|  |  |
| 2026-05-04 | 99.9900                     |
|  |  |
| 2026-05-05 | 99.9900                     |
|  |  |
| 2026-05-06 | 99.9900                     |
|  |  |
| 2026-05-07 | 99.9900                     |
|  |  |
| 2026-05-08 | 99.9900                     |
|  |  |
| 2026-05-11 | 99.9900                     |
|  |  |
| 2026-05-12 | 99.9900                     |
|  |  |
| 2026-05-13 | 99.9900                     |
|  |  |
| 2026-05-14 | 99.9900                     |
|  |  |
| 2026-05-15 | 99.9900                     |
|  |  |
| 2026-05-18 | 99.9900                     |
|  |  |
| 2026-05-19 | 99.9900                     |
|  |  |
| 2026-05-20 | 99.9900                     |
|  |  |
| 2026-05-21 | 99.9900                     |
|  |  |
| 2026-05-22 | 99.9900                     |
|  |  |
| 2026-05-26 | 99.9900                     |
|  |  |
| 2026-05-27 | 99.9900                     |
|  |  |
| 2026-05-28 | 99.9900                     |
|  |  |
| 2026-05-29 | 99.9900                     |
|  |  |

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

### Class: Vanguard Market Liquidity Fund

- **Minimum Initial Investment:** $3000.00

- **Net Assets of Class:** $148404086439.58

- **Number of Shares Outstanding:** 1484148814.1100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 99.9900         |
|  |  |
| 2026-05-04 | 99.9900         |
|  |  |
| 2026-05-05 | 99.9900         |
|  |  |
| 2026-05-06 | 99.9900         |
|  |  |
| 2026-05-07 | 99.9900         |
|  |  |
| 2026-05-08 | 99.9900         |
|  |  |
| 2026-05-11 | 99.9900         |
|  |  |
| 2026-05-12 | 99.9900         |
|  |  |
| 2026-05-13 | 99.9900         |
|  |  |
| 2026-05-14 | 99.9900         |
|  |  |
| 2026-05-15 | 99.9900         |
|  |  |
| 2026-05-18 | 99.9900         |
|  |  |
| 2026-05-19 | 99.9900         |
|  |  |
| 2026-05-20 | 99.9900         |
|  |  |
| 2026-05-21 | 99.9900         |
|  |  |
| 2026-05-22 | 99.9900         |
|  |  |
| 2026-05-26 | 99.9900         |
|  |  |
| 2026-05-27 | 99.9900         |
|  |  |
| 2026-05-28 | 99.9900         |
|  |  |
| 2026-05-29 | 99.9900         |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $6570219953.51            | $4511231862.60          |
| 2026-05-04 | $4987367189.85            | $6296363958.50          |
| 2026-05-05 | $1760121240.01            | $4224569598.95          |
| 2026-05-06 | $3146174526.26            | $1833453796.53          |
| 2026-05-07 | $4139789493.58            | $2905907233.52          |
| 2026-05-08 | $6844015235.39            | $3757945535.80          |
| 2026-05-11 | $4844886350.59            | $3135963218.43          |
| 2026-05-12 | $8853620735.64            | $2415565438.84          |
| 2026-05-13 | $1378896261.93            | $4354409410.68          |
| 2026-05-14 | $4198398908.67            | $1747722263.68          |
| 2026-05-15 | $5636275226.55            | $9164918852.33          |
| 2026-05-18 | $2694529934.94            | $4936358124.94          |
| 2026-05-19 | $1174219641.07            | $3383590398.48          |
| 2026-05-20 | $1520126825.55            | $4219772776.24          |
| 2026-05-21 | $5814002734.15            | $1908940401.74          |
| 2026-05-22 | $3451603044.80            | $2393322142.34          |
| 2026-05-26 | $5078636930.80            | $2413829268.09          |
| 2026-05-27 | $9075200801.65            | $2914713354.39          |
| 2026-05-28 | $7436038243.77            | $2799287810.63          |
| 2026-05-29 | $9240170584.72            | $1830059982.24          |

**Total Gross Subscriptions (Month):** $97844293863.43

**Total Gross Redemptions (Month):** $71147925428.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6800%           |
| 2026-05-04 | 3.6800%           |
| 2026-05-05 | 3.6700%           |
| 2026-05-06 | 3.6700%           |
| 2026-05-07 | 3.6700%           |
| 2026-05-08 | 3.6600%           |
| 2026-05-11 | 3.6600%           |
| 2026-05-12 | 3.6600%           |
| 2026-05-13 | 3.6600%           |
| 2026-05-14 | 3.6500%           |
| 2026-05-15 | 3.6400%           |
| 2026-05-18 | 3.6400%           |
| 2026-05-19 | 3.6400%           |
| 2026-05-20 | 3.6400%           |
| 2026-05-21 | 3.6300%           |
| 2026-05-22 | 3.6300%           |
| 2026-05-26 | 3.6300%           |
| 2026-05-27 | 3.6300%           |
| 2026-05-28 | 3.6500%           |
| 2026-05-29 | 3.6700%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 98.4800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NZ1, C.4 - ISIN: US3130B8NZ19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $91329269.36
- **C.18.a - Value (excl. sponsor support):** $91329269.36
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RC8, C.4 - ISIN: US3130B8RC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $43300000.00
- **C.18.a - Value (excl. sponsor support):** $43300000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RJ3, C.4 - ISIN: US3130B8RJ31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $173317746.84
- **C.18.a - Value (excl. sponsor support):** $173317746.84
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RR5, C.4 - ISIN: US3130B8RR56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30439665.16
- **C.18.a - Value (excl. sponsor support):** $30439665.16
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VD1, C.4 - ISIN: US3130B8VD15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $536209607.83
- **C.18.a - Value (excl. sponsor support):** $536209607.83
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **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 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8XU1, C.4 - ISIN: US3130B8XU12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101998062.00
- **C.18.a - Value (excl. sponsor support):** $101998062.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZA3, C.4 - ISIN: US3130B8ZA30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45514044.19
- **C.18.a - Value (excl. sponsor support):** $45514044.19
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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? 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 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZE5, C.4 - ISIN: US3130B8ZE51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $182065448.26
- **C.18.a - Value (excl. sponsor support):** $182065448.26
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.615000%
- **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):** $91034635.86
- **C.18.a - Value (excl. sponsor support):** $91034635.86
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZG0, C.4 - ISIN: US3130B8ZG00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $91142994.81
- **C.18.a - Value (excl. sponsor support):** $91142994.81
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.615000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZH8, C.4 - ISIN: US3130B8ZH82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $273604179.19
- **C.18.a - Value (excl. sponsor support):** $273604179.19
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZW5, C.4 - ISIN: US3130B8ZW59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $63128295.49
- **C.18.a - Value (excl. sponsor support):** $63128295.49
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZX3, C.4 - ISIN: US3130B8ZX33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $156086097.75
- **C.18.a - Value (excl. sponsor support):** $156086097.75
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92D1, C.4 - ISIN: US3130B92D18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $58258834.80
- **C.18.a - Value (excl. sponsor support):** $58258834.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.615000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92H2, C.4 - ISIN: US3130B92H22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $358397491.20
- **C.18.a - Value (excl. sponsor support):** $358397491.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92K5, C.4 - ISIN: US3130B92K50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242757572.40
- **C.18.a - Value (excl. sponsor support):** $242757572.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92N9, C.4 - ISIN: US3130B92N99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $171455542.04
- **C.18.a - Value (excl. sponsor support):** $171455542.04
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B93A6, C.4 - ISIN: US3130B93A69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83517912.00
- **C.18.a - Value (excl. sponsor support):** $83517912.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95H9, C.4 - ISIN: US3130B95H94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $458075827.80
- **C.18.a - Value (excl. sponsor support):** $458075827.80
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95P1, C.4 - ISIN: US3130B95P11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101791795.86
- **C.18.a - Value (excl. sponsor support):** $101791795.86
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97M6, C.4 - ISIN: US3130B97M61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $776339814.64
- **C.18.a - Value (excl. sponsor support):** $776339814.64
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9A67, C.4 - ISIN: US3130B9A675, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $186784769.88
- **C.18.a - Value (excl. sponsor support):** $186784769.88
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9AA8, C.4 - ISIN: US3130B9AA87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $186784956.67
- **C.18.a - Value (excl. sponsor support):** $186784956.67
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9AE0, C.4 - ISIN: US3130B9AE00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98258034.80
- **C.18.a - Value (excl. sponsor support):** $98258034.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **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 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9AJ9, C.4 - ISIN: US3130B9AJ96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $491296734.63
- **C.18.a - Value (excl. sponsor support):** $491296734.63
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B74, C.4 - ISIN: US3130B9B749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $433122203.66
- **C.18.a - Value (excl. sponsor support):** $433122203.66
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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? 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 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BA7, C.4 - ISIN: US3130B9BA78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $295464977.01
- **C.18.a - Value (excl. sponsor support):** $295464977.01
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BF6, C.4 - ISIN: US3130B9BF65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $766599301.27
- **C.18.a - Value (excl. sponsor support):** $766599301.27
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BG4, C.4 - ISIN: US3130B9BG49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $486110763.73
- **C.18.a - Value (excl. sponsor support):** $486110763.73
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BU3, C.4 - ISIN: US3130B9BU33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $327046169.52
- **C.18.a - Value (excl. sponsor support):** $327046169.52
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CE8, C.4 - ISIN: US3130B9CE81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249993250.00
- **C.18.a - Value (excl. sponsor support):** $249993250.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CP3, C.4 - ISIN: US3130B9CP39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $94198587.00
- **C.18.a - Value (excl. sponsor support):** $94198587.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DT4, C.4 - ISIN: US3130B9DT42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1611243106.59
- **C.18.a - Value (excl. sponsor support):** $1611243106.59
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H29, C.4 - ISIN: US3130B9H290, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47998992.00
- **C.18.a - Value (excl. sponsor support):** $47998992.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H45, C.4 - ISIN: US3130B9H456, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $42999527.00
- **C.18.a - Value (excl. sponsor support):** $42999527.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JX9, C.4 - ISIN: US3130B9JX99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $191727507.51
- **C.18.a - Value (excl. sponsor support):** $191727507.51
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JY7, C.4 - ISIN: US3130B9JY72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $182597626.20
- **C.18.a - Value (excl. sponsor support):** $182597626.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KM1, C.4 - ISIN: US3130B9KM16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $208362291.26
- **C.18.a - Value (excl. sponsor support):** $208362291.26
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KN9, C.4 - ISIN: US3130B9KN98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145998102.00
- **C.18.a - Value (excl. sponsor support):** $145998102.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KP4, C.4 - ISIN: US3130B9KP47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145998102.00
- **C.18.a - Value (excl. sponsor support):** $145998102.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KS8, C.4 - ISIN: US3130B9KS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72999124.00
- **C.18.a - Value (excl. sponsor support):** $72999124.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9LC2, C.4 - ISIN: US3130B9LC25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $443314236.84
- **C.18.a - Value (excl. sponsor support):** $443314236.84
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9LJ7, C.4 - ISIN: US3130B9LJ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88663758.69
- **C.18.a - Value (excl. sponsor support):** $88663758.69
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9M72, C.4 - ISIN: US3130B9M720, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445444209.15
- **C.18.a - Value (excl. sponsor support):** $445444209.15
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: 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: 3130B9N22, C.4 - ISIN: US3130B9N223, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45000135.00
- **C.18.a - Value (excl. sponsor support):** $45000135.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **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 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N71, C.4 - ISIN: US3130B9N710, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $90208376.22
- **C.18.a - Value (excl. sponsor support):** $90208376.22
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N89, C.4 - ISIN: US3130B9N892, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45104413.64
- **C.18.a - Value (excl. sponsor support):** $45104413.64
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: 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: 3130B9NN6, C.4 - ISIN: US3130B9NN61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $542166341.80
- **C.18.a - Value (excl. sponsor support):** $542166341.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: 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: 3130B9NS5, C.4 - ISIN: US3130B9NS58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $273519598.40
- **C.18.a - Value (excl. sponsor support):** $273519598.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: 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: 3130B9P61, C.4 - ISIN: US3130B9P616, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $274565786.71
- **C.18.a - Value (excl. sponsor support):** $274565786.71
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.741000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9PC8, C.4 - ISIN: US3130B9PC88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $639432442.26
- **C.18.a - Value (excl. sponsor support):** $639432442.26
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.742000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9PK0, C.4 - ISIN: US3130B9PK05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $228364086.54
- **C.18.a - Value (excl. sponsor support):** $228364086.54
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.743000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9PQ7, C.4 - ISIN: US3130B9PQ74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $235376593.49
- **C.18.a - Value (excl. sponsor support):** $235376593.49
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: 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: 3130B9PT1, C.4 - ISIN: US3130B9PT14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48460484.60
- **C.18.a - Value (excl. sponsor support):** $48460484.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9PV6, C.4 - ISIN: US3130B9PV69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $824581393.44
- **C.18.a - Value (excl. sponsor support):** $824581393.44
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **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 56: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RY8, C.4 - ISIN: US3130B9RY80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8459873.10
- **C.18.a - Value (excl. sponsor support):** $8459873.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.752000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9TH3, C.4 - ISIN: US3130B9TH30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $271877328.00
- **C.18.a - Value (excl. sponsor support):** $271877328.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6G7, C.4 - ISIN: US3130BA6G77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184470572.60
- **C.18.a - Value (excl. sponsor support):** $184470572.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6H5, C.4 - ISIN: US3130BA6H50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119398447.80
- **C.18.a - Value (excl. sponsor support):** $119398447.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6J1, C.4 - ISIN: US3130BA6J17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $91843346.79
- **C.18.a - Value (excl. sponsor support):** $91843346.79
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6U6, C.4 - ISIN: US3130BA6U61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184470941.55
- **C.18.a - Value (excl. sponsor support):** $184470941.55
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6V4, C.4 - ISIN: US3130BA6V45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $137201432.67
- **C.18.a - Value (excl. sponsor support):** $137201432.67
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA7A9, C.4 - ISIN: US3130BA7A98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $137766280.21
- **C.18.a - Value (excl. sponsor support):** $137766280.21
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BABL0, C.4 - ISIN: US3130BABL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98062548.38
- **C.18.a - Value (excl. sponsor support):** $98062548.38
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAD46, C.4 - ISIN: US3130BAD462, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197362434.26
- **C.18.a - Value (excl. sponsor support):** $197362434.26
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAD53, C.4 - ISIN: US3130BAD538, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197362828.99
- **C.18.a - Value (excl. sponsor support):** $197362828.99
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAD61, C.4 - ISIN: US3130BAD611, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197363026.35
- **C.18.a - Value (excl. sponsor support):** $197363026.35
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: 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: 3130BAEF0, C.4 - ISIN: US3130BAEF01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197258550.59
- **C.18.a - Value (excl. sponsor support):** $197258550.59
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: 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: 3130BAEH6, C.4 - ISIN: US3130BAEH66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49310808.23
- **C.18.a - Value (excl. sponsor support):** $49310808.23
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEJ2, C.4 - ISIN: US3130BAEJ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98820395.28
- **C.18.a - Value (excl. sponsor support):** $98820395.28
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **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 71: 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: 3130BAEN3, C.4 - ISIN: US3130BAEN35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $78963869.05
- **C.18.a - Value (excl. sponsor support):** $78963869.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAF36, C.4 - ISIN: US3130BAF368, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29749553.75
- **C.18.a - Value (excl. sponsor support):** $29749553.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAF44, C.4 - ISIN: US3130BAF442, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29749524.00
- **C.18.a - Value (excl. sponsor support):** $29749524.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: 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: 3130BAJT5, C.4 - ISIN: US3130BAJT59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $105220003.15
- **C.18.a - Value (excl. sponsor support):** $105220003.15
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal 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: 3130BAKA4, C.4 - ISIN: US3130BAKA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185515185.52
- **C.18.a - Value (excl. sponsor support):** $185515185.52
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALJ4, C.4 - ISIN: US3130BALJ40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197951238.86
- **C.18.a - Value (excl. sponsor support):** $197951238.86
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: 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: 3130BALK1, C.4 - ISIN: US3130BALK13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $252891770.23
- **C.18.a - Value (excl. sponsor support):** $252891770.23
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: 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: 3130BALL9, C.4 - ISIN: US3130BALL95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $253019948.55
- **C.18.a - Value (excl. sponsor support):** $253019948.55
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 79: 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: 3130BALU9, C.4 - ISIN: US3130BALU94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $252866481.23
- **C.18.a - Value (excl. sponsor support):** $252866481.23
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **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 80: 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: 3130BAWC7, C.4 - ISIN: US3130BAWC77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220089339.73
- **C.18.a - Value (excl. sponsor support):** $220089339.73
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: 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: 3130BAWG8, C.4 - ISIN: US3130BAWG81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220862027.96
- **C.18.a - Value (excl. sponsor support):** $220862027.96
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313XP8, C.4 - ISIN: US313313XP86, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $649934350.00
- **C.18.a - Value (excl. sponsor support):** $649934350.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A97, C.4 - ISIN: US313385A970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74492250.00
- **C.18.a - Value (excl. sponsor support):** $74492250.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B62, C.4 - ISIN: US313385B622, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $875533813.75
- **C.18.a - Value (excl. sponsor support):** $875533813.75
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **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):** $601322044.59
- **C.18.a - Value (excl. sponsor support):** $601322044.59
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 86: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $68813185.90
- **C.18.a - Value (excl. sponsor support):** $68813185.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D45, C.4 - ISIN: US313385D453, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $867327849.61
- **C.18.a - Value (excl. sponsor support):** $867327849.61
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99110800.00
- **C.18.a - Value (excl. sponsor support):** $99110800.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E36, C.4 - ISIN: US313385E360, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7526586.40
- **C.18.a - Value (excl. sponsor support):** $7526586.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E51, C.4 - ISIN: US313385E519, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $161141716.19
- **C.18.a - Value (excl. sponsor support):** $161141716.19
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **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 91: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F27, C.4 - ISIN: US313385F276, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75524647.44
- **C.18.a - Value (excl. sponsor support):** $75524647.44
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-09
- **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 92: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54548275.96
- **C.18.a - Value (excl. sponsor support):** $54548275.96
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G83, C.4 - ISIN: US313385G837, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $590609630.00
- **C.18.a - Value (excl. sponsor support):** $590609630.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-23
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385L20, C.4 - ISIN: US313385L209, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184838812.50
- **C.18.a - Value (excl. sponsor support):** $184838812.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-19
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385L61, C.4 - ISIN: US313385L613, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80479262.12
- **C.18.a - Value (excl. sponsor support):** $80479262.12
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385M37, C.4 - ISIN: US313385M371, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $464984459.61
- **C.18.a - Value (excl. sponsor support):** $464984459.61
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385N44, C.4 - ISIN: US313385N445, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $61548353.18
- **C.18.a - Value (excl. sponsor support):** $61548353.18
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **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 98: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385P26, C.4 - ISIN: US313385P267, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $31989919.28
- **C.18.a - Value (excl. sponsor support):** $31989919.28
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385P34, C.4 - ISIN: US313385P341, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35921470.96
- **C.18.a - Value (excl. sponsor support):** $35921470.96
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-11-13
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385P83, C.4 - ISIN: US313385P838, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $161528374.95
- **C.18.a - Value (excl. sponsor support):** $161528374.95
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-11-18
- **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 101: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385Q74, C.4 - ISIN: US313385Q745, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245498750.00
- **C.18.a - Value (excl. sponsor support):** $245498750.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-11-25
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385Q90, C.4 - ISIN: US313385Q901, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183473782.95
- **C.18.a - Value (excl. sponsor support):** $183473782.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XS0, C.4 - ISIN: US313385XS03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $828384513.60
- **C.18.a - Value (excl. sponsor support):** $828384513.60
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 104: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XX9, C.4 - ISIN: US313385XX97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $745899338.64
- **C.18.a - Value (excl. sponsor support):** $745899338.64
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XY7, C.4 - ISIN: US313385XY70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193502915.61
- **C.18.a - Value (excl. sponsor support):** $193502915.61
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XZ4, C.4 - ISIN: US313385XZ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $85024114.86
- **C.18.a - Value (excl. sponsor support):** $85024114.86
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $532074579.87
- **C.18.a - Value (excl. sponsor support):** $532074579.87
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **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? Yes, C.23 Categorized at Level 3? No

### Security 108: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123289062.00
- **C.18.a - Value (excl. sponsor support):** $123289062.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YK6, C.4 - ISIN: US313385YK67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $503709913.08
- **C.18.a - Value (excl. sponsor support):** $503709913.08
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **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? Yes, C.23 Categorized at Level 3? No

### Security 110: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YL4, C.4 - ISIN: US313385YL41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99778600.00
- **C.18.a - Value (excl. sponsor support):** $99778600.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **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? Yes, C.23 Categorized at Level 3? No

### Security 111: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $603073645.02
- **C.18.a - Value (excl. sponsor support):** $603073645.02
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $886882193.33
- **C.18.a - Value (excl. sponsor support):** $886882193.33
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YT7, C.4 - ISIN: US313385YT76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83617868.45
- **C.18.a - Value (excl. sponsor support):** $83617868.45
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YU4, C.4 - ISIN: US313385YU40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $336928039.19
- **C.18.a - Value (excl. sponsor support):** $336928039.19
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YV2, C.4 - ISIN: US313385YV23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101759006.25
- **C.18.a - Value (excl. sponsor support):** $101759006.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YZ3, C.4 - ISIN: US313385YZ37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128403260.12
- **C.18.a - Value (excl. sponsor support):** $128403260.12
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **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):** $30894270.68
- **C.18.a - Value (excl. sponsor support):** $30894270.68
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 118: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZC3, C.4 - ISIN: US313385ZC33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $62260437.50
- **C.18.a - Value (excl. sponsor support):** $62260437.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZH2, C.4 - ISIN: US313385ZH20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185979518.19
- **C.18.a - Value (excl. sponsor support):** $185979518.19
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $957448967.64
- **C.18.a - Value (excl. sponsor support):** $957448967.64
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **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? Yes, C.23 Categorized at Level 3? No

### Security 121: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185941599.82
- **C.18.a - Value (excl. sponsor support):** $185941599.82
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **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):** $189480139.95
- **C.18.a - Value (excl. sponsor support):** $189480139.95
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 123: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $422290943.45
- **C.18.a - Value (excl. sponsor support):** $422290943.45
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $484510457.34
- **C.18.a - Value (excl. sponsor support):** $484510457.34
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $135451575.00
- **C.18.a - Value (excl. sponsor support):** $135451575.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: Freddie Mac Discount Notes

- **C.1 - Title:** Freddie Mac Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397XY2, C.4 - ISIN: US313397XY27, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $254197039.10
- **C.18.a - Value (excl. sponsor support):** $254197039.10
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: Freddie Mac Discount Notes

- **C.1 - Title:** Freddie Mac Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397ZP9, C.4 - ISIN: US313397ZP91, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $25555946.20
- **C.18.a - Value (excl. sponsor support):** $25555946.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.630000%
- **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):** $30064939.87
- **C.18.a - Value (excl. sponsor support):** $30064939.87
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.620000%
- **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):** $9517781.09
- **C.18.a - Value (excl. sponsor support):** $9517781.09
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBM1, C.4 - ISIN: US3133EWBM11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999962.00
- **C.18.a - Value (excl. sponsor support):** $1999962.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEK2, C.4 - ISIN: US3133EWEK28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15000015.00
- **C.18.a - Value (excl. sponsor support):** $15000015.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWQA1, C.4 - ISIN: US3133EWQA18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56349858.62
- **C.18.a - Value (excl. sponsor support):** $56349858.62
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **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 133: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCWS4, C.4 - ISIN: US3134HCWS44, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $346588570.04
- **C.18.a - Value (excl. sponsor support):** $346588570.04
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **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 134: Fannie Mae Discount Notes

- **C.1 - Title:** Fannie Mae Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589D42, C.4 - ISIN: US313589D427, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $99131000.00
- **C.18.a - Value (excl. sponsor support):** $99131000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: Fannie Mae Discount Notes

- **C.1 - Title:** Fannie Mae Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589ZB2, C.4 - ISIN: US313589ZB20, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5233395.80
- **C.18.a - Value (excl. sponsor support):** $5233395.80
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 136: Fannie Mae Discount Notes

- **C.1 - Title:** Fannie Mae Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589ZJ5, C.4 - ISIN: US313589ZJ55, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $20170045.60
- **C.18.a - Value (excl. sponsor support):** $20170045.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **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? Yes, C.23 Categorized at Level 3? No

### Security 137: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $2607240656.10
- **C.18.a - Value (excl. sponsor support):** $2607240656.10
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 138: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $498086805.00
- **C.18.a - Value (excl. sponsor support):** $498086805.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 139: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $490975415.00
- **C.18.a - Value (excl. sponsor support):** $490975415.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 140: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $238755352.94
- **C.18.a - Value (excl. sponsor support):** $238755352.94
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 141: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $2165963300.95
- **C.18.a - Value (excl. sponsor support):** $2165963300.95
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 142: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $548369517.37
- **C.18.a - Value (excl. sponsor support):** $548369517.37
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 143: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $1104362907.66
- **C.18.a - Value (excl. sponsor support):** $1104362907.66
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 144: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $1689085608.79
- **C.18.a - Value (excl. sponsor support):** $1689085608.79
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 145: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $576554237.40
- **C.18.a - Value (excl. sponsor support):** $576554237.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 146: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $1316593604.82
- **C.18.a - Value (excl. sponsor support):** $1316593604.82
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 147: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2505677173.44
- **C.18.a - Value (excl. sponsor support):** $2505677173.44
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1012299749.39
- **C.18.a - Value (excl. sponsor support):** $1012299749.39
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $991324170.00
- **C.18.a - Value (excl. sponsor support):** $991324170.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3187271304.58
- **C.18.a - Value (excl. sponsor support):** $3187271304.58
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **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 151: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $998489580.00
- **C.18.a - Value (excl. sponsor support):** $998489580.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1366236075.71
- **C.18.a - Value (excl. sponsor support):** $1366236075.71
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3114675046.21
- **C.18.a - Value (excl. sponsor support):** $3114675046.21
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2353227821.91
- **C.18.a - Value (excl. sponsor support):** $2353227821.91
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UU9, C.4 - ISIN: US912797UU94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $595333002.00
- **C.18.a - Value (excl. sponsor support):** $595333002.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UV7, C.4 - ISIN: US912797UV77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2438855615.47
- **C.18.a - Value (excl. sponsor support):** $2438855615.47
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UW5, C.4 - ISIN: US912797UW50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1334719338.20
- **C.18.a - Value (excl. sponsor support):** $1334719338.20
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UZ8, C.4 - ISIN: US912797UZ81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $483335862.65
- **C.18.a - Value (excl. sponsor support):** $483335862.65
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **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 159: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2916433346.34
- **C.18.a - Value (excl. sponsor support):** $2916433346.34
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **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 160: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 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):** $90744993.47
- **C.18.a - Value (excl. sponsor support):** $90744993.47
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 161: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 2.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286X3, C.4 - ISIN: US9128286X38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $68754000.00
- **C.18.a - Value (excl. sponsor support):** $68754000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 2.1100%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $168674229.38
- **C.18.a - Value (excl. sponsor support):** $168674229.38
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $191811000.00
- **C.18.a - Value (excl. sponsor support):** $191811000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $640068233.50
- **C.18.a - Value (excl. sponsor support):** $640068233.50
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44529436.65
- **C.18.a - Value (excl. sponsor support):** $44529436.65
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **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 166: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **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 167: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1186594758.51
- **C.18.a - Value (excl. sponsor support):** $1186594758.51
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $834320512.49
- **C.18.a - Value (excl. sponsor support):** $834320512.49
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 170: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 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):** $287403602.34
- **C.18.a - Value (excl. sponsor support):** $287403602.34
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.833000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1426327658.79
- **C.18.a - Value (excl. sponsor support):** $1426327658.79
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.726000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $129547332.93
- **C.18.a - Value (excl. sponsor support):** $129547332.93
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.788000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $41715538.94
- **C.18.a - Value (excl. sponsor support):** $41715538.94
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.787000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $551253174.81
- **C.18.a - Value (excl. sponsor support):** $551253174.81
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **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 175: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 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: ARP1GIJ88, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1GIJ88_3.66_0602
- **C.18 - Value (incl. sponsor support):** $182000000.00
- **C.18.a - Value (excl. sponsor support):** $182000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $149819100.00      | $163692099.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $16042500.00       | $15878837.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $6100400.00        | $6069112.84        | U.S. Treasuries (including strips) |

### Security 176: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GOYX3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1GOYX3_3.63_0609
- **C.18 - Value (incl. sponsor support):** $198000000.00
- **C.18.a - Value (excl. sponsor support):** $198000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $406900.00         | $353277.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-11-15      | 4.2500%  | 0.0000% | $122164300.00      | $121325012.67      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-01-31      | 3.7616%  | 0.0000% | $3687900.00        | $3700101.07        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-01-15      | 2.1250%  | 0.0000% | $63373500.00       | $67580239.39       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2041-02-15      | 2.1250%  | 0.0000% | $6125800.00        | $9001253.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-11-15      | 4.1250%  | 0.0000% | $200.00            | $198.97            | U.S. Treasuries (including strips) |

### Security 177: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GY7P8, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1GY7P8_3.65_0617
- **C.18 - Value (incl. sponsor support):** $347000000.00
- **C.18.a - Value (excl. sponsor support):** $347000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill | 2027-02-18      | 0.0000%  | 0.0000% | $16280600.00       | $15858509.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-08-15      | 6.7500%  | 0.0000% | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-06-30      | 4.0000%  | 0.0000% | $271600.00         | $276022.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2033-11-15      | 4.5000%  | 0.0000% | $177241500.00      | $179711352.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-01-31      | 4.0000%  | 0.0000% | $150470800.00      | $151587244.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-03-31      | 4.1250%  | 0.0000% | $100.00            | $100.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2033-02-28      | 3.7500%  | 0.0000% | $6644200.00        | $6506706.23        | U.S. Treasuries (including strips) |

### Security 178: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1H7KU0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1H7KU0_3.65_0629
- **C.18 - Value (incl. sponsor support):** $402000000.00
- **C.18.a - Value (excl. sponsor support):** $402000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $81106600.00       | $81640249.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $479700.00         | $486384.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $2470800.00        | $2497630.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $19076700.00       | $17660025.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $75.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $800.00            | $611.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $15614100.00       | $15249466.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $80241200.00       | $80722774.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $1230300.00        | $917171.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $140704400.00      | $138310547.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $73302800.00       | $72554979.18       | U.S. Treasuries (including strips) |

### Security 179: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 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: ARP1H7L39, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1H7L39_3.66_0724
- **C.18 - Value (incl. sponsor support):** $288000000.00
- **C.18.a - Value (excl. sponsor support):** $288000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $70820200.00       | $71923446.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $74165500.00       | $74786790.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $9582000.00        | $9372744.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $109354400.00      | $110912326.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $26766300.00       | $26764758.17       | U.S. Treasuries (including strips) |

### Security 180: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 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: ARP1H8Z73, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1H8Z73_3.66_0727
- **C.18 - Value (incl. sponsor support):** $472000000.00
- **C.18.a - Value (excl. sponsor support):** $472000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $95956300.00       | $97743377.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $42623300.00       | $40518947.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $66133000.00       | $62865965.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $798400.00         | $743210.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $73813000.00       | $72201038.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $69323300.00       | $69916769.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $10172900.00       | $10172314.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $26729600.00       | $26198712.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $102324300.00      | $101079737.37      | U.S. Treasuries (including strips) |

### Security 181: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBZS0, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: ARP1HBZS0_3.65_0618
- **C.18 - Value (incl. sponsor support):** $1187000000.00
- **C.18.a - Value (excl. sponsor support):** $1187000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-11-15      | 1.8750%  | 0.0000% | $1898400.00        | $1034856.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-08-15      | 2.0000%  | 0.0000% | $1200200.00        | $684129.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $53781100.00       | $33392982.54       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $700.00            | $473.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 1.7500%  | 0.0000% | $2508100.00        | $1683723.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 2.0000%  | 0.0000% | $7300.00           | $5034.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $371300.00         | $360275.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 0.5000%  | 0.0000% | $162900.00         | $157908.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 4.0000%  | 0.0000% | $3409000.00        | $3442679.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.5000%  | 0.0000% | $38700.00          | $37968.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $2427000.00        | $2298446.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $100.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 4.1250%  | 0.0000% | $1000.00           | $1021.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-15      | 4.0000%  | 0.0000% | $39854000.00       | $40596235.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $1998600.00        | $2045273.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-04-30      | 4.1250%  | 0.0000% | $2320400.00        | $2306947.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 3.8750%  | 0.0000% | $1300.00           | $1295.88           | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-11      | 0.0000%  | 0.0000% | $6457900.00        | $6451416.27        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-08-06      | 0.0000%  | 0.0000% | $900.00            | $894.06            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-09-03      | 0.0000%  | 0.0000% | $38600.00          | $38238.16          | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-23      | 0.0000%  | 0.0000% | $1900.00           | $1890.04           | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-08-13      | 0.0000%  | 0.0000% | $1400.00           | $1389.84           | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-16      | 0.0000%  | 0.0000% | $47936500.00       | $47864115.89       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 3.6250%  | 0.0000% | $300.00            | $639.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $4999700.00        | $3015618.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 2.3750%  | 0.0000% | $18291900.00       | $13400894.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $68.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-11-15      | 4.0000%  | 0.0000% | $100000000.00      | $85121673.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 4.0000%  | 0.0000% | $42800.00          | $38569.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $95.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $173.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $1407100.00        | $1338836.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $190.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $1263600.00        | $1284175.31        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $400.00            | $425.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $171100.00         | $172823.03         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $56972600.00       | $60754447.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $77947000.00       | $80330504.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-29      | 4.1250%  | 0.0000% | $200.00            | $201.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $18543000.00       | $18599798.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2037-02-15      | 4.7500%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2038-02-15      | 4.3750%  | 0.0000% | $89800.00          | $89982.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-08-15      | 4.5000%  | 0.0000% | $900.00            | $895.96            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-05-15      | 3.6250%  | 0.0000% | $4851400.00        | $3854355.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $40489800.00       | $35606927.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $1600.00           | $1519.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $2831600.00        | $2727705.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 1.2500%  | 0.0000% | $1000.00           | $953.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $22426000.00       | $21386113.53       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $114.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $1200.00           | $1224.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $16210000.00       | $16581074.65       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $800.00            | $886.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-15      | 3.7500%  | 0.0000% | $3599100.00        | $3599233.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $1000.00           | $990.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 3.7500%  | 0.0000% | $805500.00         | $802853.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-31      | 4.1250%  | 0.0000% | $12050100.00       | $12238688.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 4.0000%  | 0.0000% | $11905100.00       | $12096084.23       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $200.00            | $293.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $95.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $75.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $12365800.00       | $11107462.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 4.5000%  | 0.0000% | $8877000.00        | $8536441.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-05-15      | 4.6250%  | 0.0000% | $500.00            | $472.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $1500.00           | $1368.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $1300.00           | $1223.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $21500.00          | $18668.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $2997300.00        | $2820439.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 4.0000%  | 0.0000% | $2668500.00        | $2700003.44        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $1000.00           | $1070.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $6000.00           | $5942.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $1931500.00        | $1945518.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.7500%  | 0.0000% | $2119500.00        | $2148598.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-15      | 3.8750%  | 0.0000% | $800.00            | $809.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $1651900.00        | $1658103.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 3.6250%  | 0.0000% | $302400.00         | $259619.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 3.7500%  | 0.0000% | $59900.00          | $51653.48          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $800.00            | $942.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 3.0000%  | 0.0000% | $1933600.00        | $1472922.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $95.66             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $429300.00         | $420193.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 4.7500%  | 0.0000% | $400.00            | $395.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $16446700.00       | $15865408.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-05-15      | 5.0000%  | 0.0000% | $63500.00          | $63927.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-08-15      | 4.7500%  | 0.0000% | $26803500.00       | $26177563.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $37570000.00       | $32476864.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 1.3750%  | 0.0000% | $949900.00         | $893691.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $34249300.00       | $30414266.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-15      | 4.5000%  | 0.0000% | $15403700.00       | $15568886.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 4.6250%  | 0.0000% | $75897200.00       | $77349318.44       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $1275600.00        | $1309145.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-31      | 3.8750%  | 0.0000% | $924700.00         | $915270.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 3.0000%  | 0.0000% | $305100.00         | $229341.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-05-15      | 2.5000%  | 0.0000% | $8411700.00        | $5748085.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-11-15      | 2.8750%  | 0.0000% | $34278900.00       | $24910330.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 4.6250%  | 0.0000% | $397600.00         | $380883.51         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $400.00            | $528.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 2.5000%  | 0.0000% | $41082500.00       | $40801908.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $29862100.00       | $27797874.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 2.6250%  | 0.0000% | $3245600.00        | $3247004.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $192700.00         | $193525.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $38994000.00       | $40341583.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $3847900.00        | $3933289.11        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-06-30      | 4.6250%  | 0.0000% | $5200.00           | $5302.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 3.6250%  | 0.0000% | $1949500.00        | $1916332.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-10-31      | 3.7500%  | 0.0000% | $2275400.00        | $2218874.88        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $27081100.00       | $27251362.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.5000%  | 0.0000% | $4059900.00        | $4014727.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-08-15      | 2.7500%  | 0.0000% | $69700.00          | $49516.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-02-15      | 3.0000%  | 0.0000% | $119900.00         | $88727.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-05-15      | 3.1250%  | 0.0000% | $19090000.00       | $14275976.55       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $93.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $10100.00          | $9897.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.12             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $1200.00           | $1496.33           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $1200.00           | $1284.16           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $1800.00           | $2023.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $779400.00         | $788134.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $8914000.00        | $9023081.80        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $105.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $64661300.00       | $63249197.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $1588500.00        | $1602098.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 3.7500%  | 0.0000% | $108800.00         | $109797.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $857900.00         | $849147.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.3750%  | 0.0000% | $700.00            | $705.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-30      | 3.7500%  | 0.0000% | $93800.00          | $92898.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 3.5000%  | 0.0000% | $2000.00           | $1984.02           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2036-01-15      | 1.8750%  | 0.0000% | $800.00            | $805.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 3.7500%  | 0.0000% | $12500.00          | $12453.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-02-15      | 2.0000%  | 0.0000% | $500.00            | $291.64            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $40879800.00       | $29860785.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-05-15      | 1.2500%  | 0.0000% | $900.00            | $424.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 1.3750%  | 0.0000% | $300.00            | $192.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-15      | 1.6250%  | 0.0000% | $4998100.00        | $4659816.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.6250%  | 0.0000% | $600.00            | $598.49            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $600.00            | $732.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $1946200.00        | $1926143.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $3998900.00        | $3978390.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.8750%  | 0.0000% | $307900.00         | $313340.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $1415000.00        | $1427561.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $34603300.00       | $35096278.88       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $1100.00           | $1174.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $2393000.00        | $2345471.62        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $5405000.00        | $5723193.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $96961200.00       | $96295061.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.7626%  | 0.0000% | $184800.00         | $185397.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-15      | 3.5000%  | 0.0000% | $5954600.00        | $5931481.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-15      | 3.8750%  | 0.0000% | $199000.00         | $199012.43         | U.S. Treasuries (including strips) |

### Security 182: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 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: ARP1HCYO8, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1HCYO8_3.66_0731
- **C.18 - Value (incl. sponsor support):** $508000000.00
- **C.18.a - Value (excl. sponsor support):** $508000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $75714400.00       | $73109110.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $79049000.00       | $80280435.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $2900.00           | $1993.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $22281500.00       | $22518415.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $39376400.00       | $37432349.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $458400.00         | $463811.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $231346400.00      | $233466735.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $70560200.00       | $70887216.51       | U.S. Treasuries (including strips) |

### Security 183: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HOX21, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1HOX21_3.63_0713
- **C.18 - Value (incl. sponsor support):** $635000000.00
- **C.18.a - Value (excl. sponsor support):** $635000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $543000.00         | $555844.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $388135700.00      | $368973073.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $186102400.00      | $178968259.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $47602800.00       | $41332684.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $57817300.00       | $57798456.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $101900.00         | $71704.00          | U.S. Treasuries (including strips) |

### Security 184: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HSMQ1, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: ARP1HSMQ1_3.61_0615
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-08-15      | 2.0000%  | 0.0000% | $400.00            | $228.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 1.7500%  | 0.0000% | $35860100.00       | $24073397.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 0.6250%  | 0.0000% | $200.00            | $174.87            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-08-06      | 0.0000%  | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-21      | 0.0000%  | 0.0000% | $4868300.00        | $4843909.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-08-15      | 3.0000%  | 0.0000% | $400.00            | $284.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $86.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $192.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-05-15      | 3.6250%  | 0.0000% | $1300.00           | $1032.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 2.7500%  | 0.0000% | $112900.00         | $85503.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $128800.00         | $115693.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $261200.00         | $238291.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $92.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $184600.00         | $185293.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 3.6250%  | 0.0000% | $200.00            | $171.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $400.00            | $382.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $1221900.00        | $1178713.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-08-15      | 4.7500%  | 0.0000% | $900.00            | $878.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 4.1250%  | 0.0000% | $13243100.00       | $13356680.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $89200.00          | $89659.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-08-15      | 2.2500%  | 0.0000% | $1000.00           | $654.00            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $900.00            | $963.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $1000.00           | $966.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.3750%  | 0.0000% | $1000.00           | $1008.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.6250%  | 0.0000% | $500.00            | $497.08            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2036-01-15      | 1.8750%  | 0.0000% | $728700.00         | $733696.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 3.7500%  | 0.0000% | $1200.00           | $1195.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-08-15      | 2.2500%  | 0.0000% | $322500.00         | $200996.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-05-15      | 1.2500%  | 0.0000% | $1800.00           | $848.41            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $200.00            | $272.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $761200.00         | $772044.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $23638000.00       | $23475603.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 3.3750%  | 0.0000% | $200.00            | $199.62            | U.S. Treasuries (including strips) |

### Security 185: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HSMW8, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1HSMW8_3.61_0629
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-08-15      | 2.0000%  | 0.0000% | $14499800.00       | $8265068.81        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-25      | 0.0000%  | 0.0000% | $8474600.00        | $8454184.69        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $78600.00          | $48701.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-05-15      | 2.8750%  | 0.0000% | $136871500.00      | $94089814.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $12812100.00       | $11300889.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $792100.00         | $761735.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-08-15      | 2.2500%  | 0.0000% | $76015000.00       | $49713500.90       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $928600.00         | $1226424.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 2.3750%  | 0.0000% | $328700.00         | $315375.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-05-15      | 3.1250%  | 0.0000% | $18682300.00       | $13971088.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-08-15      | 3.0000%  | 0.0000% | $15510400.00       | $11422260.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-12-31      | 3.8750%  | 0.0000% | $400.00            | $397.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 3.8750%  | 0.0000% | $19765600.00       | $20012355.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-10-31      | 4.1250%  | 0.0000% | $25183800.00       | $25206986.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-15      | 3.5000%  | 0.0000% | $10900.00          | $10857.68          | U.S. Treasuries (including strips) |

### Security 186: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HUBH8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1HUBH8_3.59_0618
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY           | 2051-11-15      | 1.8750%  | 0.0000% | $20610700.00       | $11235311.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2042-02-15      | 2.3750%  | 0.0000% | $28200.00          | $20659.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-08-15      | 6.1250%  | 0.0000% | $1693200.00        | $1826028.98        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-05-31      | 0.7500%  | 0.0000% | $20500.00          | $20576.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-08-31      | 4.1250%  | 0.0000% | $76312300.00       | $77080788.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2045-11-15      | 3.0000%  | 0.0000% | $39504200.00       | $29695042.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2047-02-15      | 3.0000%  | 0.0000% | $61709300.00       | $46172188.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2040-05-15      | 1.1250%  | 0.0000% | $68459600.00       | $43049449.52       | U.S. Treasuries (including strips) |

### Security 187: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.550000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HZ2T1, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: ARP1HZ2T1_3.55_0603
- **C.18 - Value (incl. sponsor support):** $139000000.00
- **C.18.a - Value (excl. sponsor support):** $139000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2040-11-15      | 1.3750%  | 0.0000% | $400.00            | $257.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-05-15      | 2.2500%  | 0.0000% | $500.00            | $363.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $9202500.00        | $5713883.16        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $202.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $134.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $68.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 4.1250%  | 0.0000% | $44667000.00       | $45642140.98       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-02      | 0.0000%  | 0.0000% | $300.00            | $299.07            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-30      | 0.0000%  | 0.0000% | $4400.00           | $4373.87           | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-16      | 0.0000%  | 0.0000% | $100.00            | $99.85             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-30      | 0.0000%  | 0.0000% | $3100.00           | $3090.97           | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-28      | 0.0000%  | 0.0000% | $73700.00          | $73276.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $90.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 0.5000%  | 0.0000% | $23300.00          | $22207.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $877700.00         | $891991.67         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $14900.00          | $15889.06          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $171.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $79.45             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $110.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $3700100.00        | $3323579.83        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $7500.00           | $7158.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-05-15      | 4.6250%  | 0.0000% | $300.00            | $283.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $832700.00         | $759669.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $484500.00         | $448520.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.17             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $900.00            | $1031.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $188.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $16271000.00       | $16113711.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $6775800.00        | $6824975.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $99000.00          | $69663.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $900.00            | $860.94            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $97.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 4.8750%  | 0.0000% | $200.00            | $200.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $1000.00           | $990.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $47843000.00       | $42485825.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 4.2500%  | 0.0000% | $1000.00           | $1015.62           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $274200.00         | $298277.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 4.6250%  | 0.0000% | $800.00            | $815.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $32700.00          | $32868.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 2.5000%  | 0.0000% | $700.00            | $484.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-11-15      | 2.8750%  | 0.0000% | $1442600.00        | $1048331.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $95.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.89             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $224900.00         | $297030.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 3.6250%  | 0.0000% | $1000.00           | $982.99            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $43000.00          | $43270.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-11-15      | 2.7500%  | 0.0000% | $22104700.00       | $15503378.82       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $411800.00         | $398528.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.1250%  | 0.0000% | $38300.00          | $37536.06          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $127700.00         | $159234.39         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $900.00            | $963.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $1000.00           | $966.22            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $1800.00           | $2023.40           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2036-01-15      | 1.8750%  | 0.0000% | $1510800.00        | $1521159.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.7626%  | 0.0000% | $100.00            | $100.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $1100.00           | $776.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.8750%  | 0.0000% | $200.00            | $203.53            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $106.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1004.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 4.1250%  | 0.0000% | $24700.00          | $24811.39          | U.S. Treasuries (including strips) |

### Security 188: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I1HH5, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1I1HH5_3.64_0817
- **C.18 - Value (incl. sponsor support):** $142000000.00
- **C.18.a - Value (excl. sponsor support):** $142000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $964000.00         | $765881.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $74764000.00       | $75805833.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $1292000.00        | $1220943.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $67584800.00       | $67047400.76       | U.S. Treasuries (including strips) |

### Security 189: 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: ARP1I34X0, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: ARP1I34X0_3.66_0603
- **C.18 - Value (incl. sponsor support):** $177000000.00
- **C.18.a - Value (excl. sponsor support):** $177000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-01-31      | 4.1250%  | 0.0000% | $45400.00          | $46107.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-08-15      | 2.0000%  | 0.0000% | $1142700.00        | $651353.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $12936900.00       | $8032592.78        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $2200.00           | $1488.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.1250%  | 0.0000% | $6647600.00        | $6533469.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 0.5000%  | 0.0000% | $695400.00         | $674089.83         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $200.00            | $243.81            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $400.00            | $439.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $10168700.00       | $9630083.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $9600.00           | $9772.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $34400.00          | $35203.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $32800.00          | $19783.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $338800.00         | $294517.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $1326200.00        | $1260707.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $35832700.00       | $31401089.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.88            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $229900.00         | $245160.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $491300.00         | $506323.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 4.1250%  | 0.0000% | $400.00            | $404.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-05-15      | 3.6250%  | 0.0000% | $271400.00         | $215622.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $26200.00          | $23040.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $300.00            | $286.09            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-06-30      | 0.8750%  | 0.0000% | $300.00            | $300.38            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $114.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $512100.00         | $522710.51         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $400.00            | $443.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $34300.00          | $33982.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 4.0000%  | 0.0000% | $45895100.00       | $46631359.28       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $4300.00           | $6318.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $357100.00         | $320761.70         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $200.00            | $190.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $148900.00         | $137842.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $132300.00         | $124535.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $539600.00         | $468525.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $222000.00         | $219853.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $1000.00           | $1015.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $583000.00         | $585189.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $77200.00          | $77258.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $95.66             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $66300.00          | $64893.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-08-15      | 4.7500%  | 0.0000% | $1938000.00        | $1892742.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $16206700.00       | $14009656.51       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $200.00            | $218.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $7956800.00        | $7065844.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $300.00            | $303.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 4.6250%  | 0.0000% | $2372000.00        | $2417382.77        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $190300.00         | $195304.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-09-30      | 3.8750%  | 0.0000% | $13571000.00       | $13382873.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-05-15      | 2.5000%  | 0.0000% | $116600.00         | $79677.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $4333500.00        | $4278831.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $6486000.00        | $6037653.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $175500.00         | $176251.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $70000.00          | $72419.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $594100.00         | $607283.73         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-06-30      | 4.6250%  | 0.0000% | $110700.00         | $112887.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-15      | 4.3750%  | 0.0000% | $39100.00          | $39923.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $98.30             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $1813300.00        | $1824700.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-08-15      | 2.7500%  | 0.0000% | $23400.00          | $16624.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-11-15      | 2.7500%  | 0.0000% | $508800.00         | $356852.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-02-15      | 3.0000%  | 0.0000% | $594600.00         | $440011.08         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $371700.00         | $397767.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $1000.00           | $966.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $275700.00         | $269900.01         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $112.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $7139700.00        | $6983780.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.6250%  | 0.0000% | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.3750%  | 0.0000% | $1000.00           | $1004.63           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2036-01-15      | 1.8750%  | 0.0000% | $100.00            | $100.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.7626%  | 0.0000% | $110700.00         | $111057.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $10062700.00       | $7107000.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $116.66            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $136.23            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $400.00            | $521.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.6250%  | 0.0000% | $400.00            | $399.00            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $1467200.00        | $1791228.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $500.00            | $504.44            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $106.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $200.00            | $197.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $2104100.00        | $2089644.51        | U.S. Treasuries (including strips) |

### Security 190: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I4CF8, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1I4CF8_3.62_0602
- **C.18 - Value (incl. sponsor support):** $52000000.00
- **C.18.a - Value (excl. sponsor support):** $52000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-05-31      | 0.5000%  | 0.0000% | $300.00            | $290.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $2048100.00        | $2046634.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 3.5000%  | 0.0000% | $6560400.00        | $6517509.10        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 2.5000%  | 0.0000% | $200.00            | $318.51            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $500.00            | $427.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.8750%  | 0.0000% | $8407400.00        | $7515715.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $95.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $101.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 4.8750%  | 0.0000% | $1000.00           | $1033.85           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $18501600.00       | $20494713.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-15      | 4.6250%  | 0.0000% | $981000.00         | $986216.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $173.66            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $208700.00         | $252665.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 4.1250%  | 0.0000% | $400.00            | $405.46            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $2012500.00        | $2189215.40        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $123500.00         | $165678.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-15      | 4.3750%  | 0.0000% | $1289300.00        | $1316444.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $400.00            | $404.48            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.63            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $88800.00          | $82988.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $2200.00           | $2172.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 1.8750%  | 0.0000% | $742400.00         | $747005.51         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $600.00            | $642.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $100.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.82             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $14673600.00       | $10718379.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.25            | U.S. Treasuries (including strips) |

### Security 191: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I4D91, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1I4D91_3.62_0602
- **C.18 - Value (incl. sponsor support):** $207000000.00
- **C.18.a - Value (excl. sponsor support):** $207000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $92069600.00       | $59174706.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $18721000.00       | $15378859.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $16205900.00       | $14603942.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $80229700.00       | $63741138.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $61470800.00       | $58241422.17       | U.S. Treasuries (including strips) |

### Security 192: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I4DD2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1I4DD2_3.62_0602
- **C.18 - Value (incl. sponsor support):** $311000000.00
- **C.18.a - Value (excl. sponsor support):** $311000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2026-12-31      | 4.2500%  | 0.0000% | $1059800.00        | $1080932.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-08-15      | 2.0000%  | 0.0000% | $190000.00         | $108302.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $782200.00         | $758974.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $5223000.00        | $5187117.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 4.1250%  | 0.0000% | $8293900.00        | $8474967.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 3.8750%  | 0.0000% | $28432800.00       | $28342701.71       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-11      | 0.0000%  | 0.0000% | $1509900.00        | $1508384.06        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2027-01-21      | 0.0000%  | 0.0000% | $970900.00         | $948371.24         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-07      | 0.0000%  | 0.0000% | $41269600.00       | $41120204.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $95.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $972000.00         | $924844.89         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $101.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-15      | 4.5000%  | 0.0000% | $1000.00           | $1017.49           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $193527300.00      | $206373661.92      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $2100.00           | $4514.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 6.2500%  | 0.0000% | $650300.00         | $702282.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 4.3750%  | 0.0000% | $3200.00           | $3089.27           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $169900.00         | $145410.04         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $2200.00           | $2520.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $1681700.00        | $1749928.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 3.7500%  | 0.0000% | $173800.00         | $173229.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 4.0000%  | 0.0000% | $1316400.00        | $1337517.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-06-30      | 4.0000%  | 0.0000% | $354900.00         | $356600.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 3.1250%  | 0.0000% | $2000.00           | $1574.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $97.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-11-15      | 4.6250%  | 0.0000% | $500000.00         | $473033.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $357000.00         | $353610.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-05-15      | 2.5000%  | 0.0000% | $621000.00         | $424356.68         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-07-31      | 4.3750%  | 0.0000% | $13194800.00       | $13398370.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 3.6250%  | 0.0000% | $190100.00         | $187539.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 3.6250%  | 0.0000% | $200.00            | $196.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 3.5000%  | 0.0000% | $3054700.00        | $3030298.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $46700.00          | $46072.38          | U.S. Treasuries (including strips) |

### Security 193: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I4DV2, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1I4DV2_3.62_0602
- **C.18 - Value (incl. sponsor support):** $622000000.00
- **C.18.a - Value (excl. sponsor support):** $622000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $345363100.00      | $350175719.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $295605000.00      | $284264370.58      | U.S. Treasuries (including strips) |

### Security 194: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I4EB5, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1I4EB5_3.64_0727
- **C.18 - Value (incl. sponsor support):** $1660000000.00
- **C.18.a - Value (excl. sponsor support):** $1660000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $10992200.00       | $11064524.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $1385300.00        | $1384308.93        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $3340400.00        | $3936228.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $120000.00         | $120618.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 3.6250%  | 0.0000% | $274903500.00      | $272095220.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $40001000.00       | $38649751.41       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $587420400.00      | $622000338.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $350961000.00      | $349385005.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 3.7500%  | 0.0000% | $154408300.00      | $153829694.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $243698400.00      | $240734315.00      | U.S. Treasuries (including strips) |

### Security 195: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I4EK5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I4EK5_3.61_0602
- **C.18 - Value (incl. sponsor support):** $1037000000.00
- **C.18.a - Value (excl. sponsor support):** $1037000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $776438700.00      | $1057740038.53     | U.S. Treasuries (including strips) |

### Security 196: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 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: ARP1I4HX4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1I4HX4_3.66_0824
- **C.18 - Value (incl. sponsor support):** $799000000.00
- **C.18.a - Value (excl. sponsor support):** $799000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $13851400.00       | $13374781.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $115852000.00      | $116614260.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $3328800.00        | $3279941.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $194562400.00      | $200511832.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $1964200.00        | $1975799.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $226800.00         | $216325.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $6283500.00        | $6413691.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $20520400.00       | $20806350.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $30463900.00       | $30363814.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $57800.00          | $54372.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $115600.00         | $108703.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $24916900.00       | $24908779.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $19188900.00       | $19349647.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $109526400.00      | $111168884.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $8625600.00        | $8657990.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $151500.00         | $151511.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $9292900.00        | $9340781.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $2703700.00        | $1871445.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $19209700.00       | $19344647.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $35117700.00       | $35857059.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $22653700.00       | $22401644.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $1630400.00        | $1583509.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $27145400.00       | $27477581.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $24257900.00       | $24370325.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $11513100.00       | $10733865.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $10773800.00       | $10718544.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $91572100.00       | $91904824.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.8750%  | 0.0000% | $1413200.00        | $1419088.22        | U.S. Treasuries (including strips) |

### Security 197: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I4J61, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: ARP1I4J61_3.62_0602
- **C.18 - Value (incl. sponsor support):** $871000000.00
- **C.18.a - Value (excl. sponsor support):** $871000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $116350600.00      | $118247410.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $450278900.00      | $443186668.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $351394500.00      | $327611283.49      | U.S. Treasuries (including strips) |

### Security 198: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I5Y53, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1I5Y53_3.64_0603
- **C.18 - Value (incl. sponsor support):** $53000000.00
- **C.18.a - Value (excl. sponsor support):** $53000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-08-15      | 2.0000%  | 0.0000% | $404900.00         | $230798.10         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $1200.00           | $811.89            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $61.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.2500%  | 0.0000% | $9280000.00        | $7623301.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $4333100.00        | $3797203.71        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $25700.00          | $27405.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $9863900.00        | $10165523.57       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $627700.00         | $1000265.47        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $11200.00          | $16857.68          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $24993300.00       | $27685741.51       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $2547400.00        | $2883405.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $443500.00         | $417330.55         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $79600.00          | $85223.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $300.00            | $297.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $97.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.8536%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $74.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $300.00            | $293.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-11-15      | 2.3750%  | 0.0000% | $197800.00         | $125165.37         | U.S. Treasuries (including strips) |

### Security 199: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I5Y79, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1I5Y79_3.64_0603
- **C.18 - Value (incl. sponsor support):** $107000000.00
- **C.18.a - Value (excl. sponsor support):** $107000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $46765900.00       | $46732442.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $33936300.00       | $34544857.67       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $213.28            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $11019400.00       | $9431026.40        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2056-02-15      | 2.3750%  | 0.0000% | $1000.00           | $953.61            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $300.00            | $402.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.6250%  | 0.0000% | $29700.00          | $29471.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.0000%  | 0.0000% | $1000200.00        | $1000859.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $17321200.00       | $17399728.77       | U.S. Treasuries (including strips) |

### Security 200: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I5YC8, C.3 - LEI: PT3QB789TSUIDF371261, C.5 - Other ID: ARP1I5YC8_3.64_0603
- **C.18 - Value (incl. sponsor support):** $107000000.00
- **C.18.a - Value (excl. sponsor support):** $107000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $46652600.00       | $47052464.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $62664600.00       | $58926315.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $3235300.00        | $3161259.84        | U.S. Treasuries (including strips) |

### Security 201: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I5YG9, C.3 - LEI: 549300GKFG0RYRRQ1414, C.5 - Other ID: ARP1I5YG9_3.64_0603
- **C.18 - Value (incl. sponsor support):** $171000000.00
- **C.18.a - Value (excl. sponsor support):** $171000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $49286100.00       | $49610383.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $1187400.00        | $1194074.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $3222400.00        | $3228725.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $100000000.00      | $99317005.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $12741900.00       | $12450300.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $8378000.00        | $8569915.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $50200.00          | $49525.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.77            | U.S. Treasuries (including strips) |

### Security 202: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I5YH7, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: ARP1I5YH7_3.61_0626
- **C.18 - Value (incl. sponsor support):** $214000000.00
- **C.18.a - Value (excl. sponsor support):** $214000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $114.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $1000.00           | $620.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-15      | 1.5000%  | 0.0000% | $23800.00          | $21805.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $1600.00           | $1515.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-15      | 4.0000%  | 0.0000% | $9100.00           | $9269.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-04-30      | 4.1250%  | 0.0000% | $5220900.00        | $5190632.77        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-04-15      | 1.2500%  | 0.0000% | $10599800.00       | $10559791.85       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-08-06      | 0.0000%  | 0.0000% | $1000.00           | $993.40            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-09-03      | 0.0000%  | 0.0000% | $300.00            | $297.19            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-16      | 0.0000%  | 0.0000% | $2364700.00        | $2361129.30        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-23      | 0.0000%  | 0.0000% | $1491300.00        | $1487993.79        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-21      | 0.0000%  | 0.0000% | $14272900.00       | $14201392.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $154200.00         | $93007.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 3.6250%  | 0.0000% | $27000.00          | $27287.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-29      | 4.1250%  | 0.0000% | $1300.00           | $1308.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.8750%  | 0.0000% | $105000.00         | $93863.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 1.2500%  | 0.0000% | $900.00            | $858.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $95.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $21000.00          | $21435.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-15      | 4.6250%  | 0.0000% | $1213000.00        | $1223396.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $380000.00         | $388698.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-05-15      | 4.6250%  | 0.0000% | $29611400.00       | $27982847.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $6800.00           | $6398.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $1000.00           | $940.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $95.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $7350000.00        | $7090222.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $100.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $5000.00           | $4952.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 4.6250%  | 0.0000% | $37449600.00       | $38166112.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $1782700.00        | $1254432.97        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.89             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $1500.00           | $1981.09           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $2376100.00        | $2391038.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $300.00            | $293.99            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $1800.00           | $2244.49           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $1300.00           | $1391.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $1000.00           | $966.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $14529600.00       | $13473669.83       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $1300.00           | $1461.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $4125500.00        | $4125262.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.3750%  | 0.0000% | $77552700.00       | $78188365.39       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2036-01-15      | 1.8750%  | 0.0000% | $8182700.00        | $8238808.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.7626%  | 0.0000% | $100.00            | $100.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 1.3750%  | 0.0000% | $1666300.00        | $1661938.91        | U.S. Treasuries (including strips) |

### Security 203: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I5YO2, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1I5YO2_3.64_0603
- **C.18 - Value (incl. sponsor support):** $214000000.00
- **C.18.a - Value (excl. sponsor support):** $214000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $95506600.00       | $54439966.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $83984800.00       | $56380195.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $51060100.00       | $41944667.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $12229600.00       | $9956519.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $78955600.00       | $55558707.55       | U.S. Treasuries (including strips) |

### Security 204: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I5ZX1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I5ZX1_3.64_0603
- **C.18 - Value (incl. sponsor support):** $427000000.00
- **C.18.a - Value (excl. sponsor support):** $427000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $4794300.00        | $3922559.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $364972500.00      | $332963272.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $68300.00          | $65886.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $4925600.00        | $3627339.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.7626%  | 0.0000% | $75928800.00       | $76174293.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $40512300.00       | $19094927.45       | U.S. Treasuries (including strips) |

### Security 205: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I61T5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1I61T5_3.64_0603
- **C.18 - Value (incl. sponsor support):** $1944000000.00
- **C.18.a - Value (excl. sponsor support):** $1944000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2032-03-31      | 4.1250%  | 0.0000% | $140200.00         | $140563.06         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $114.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-04-30      | 4.0000%  | 0.0000% | $7227200.00        | $7171660.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-31      | 4.1250%  | 0.0000% | $360101800.00      | $365737519.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-31      | 3.8750%  | 0.0000% | $320972600.00      | $317699611.00      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $148338400.00      | $158741610.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $343522100.00      | $318556832.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-30      | 3.7500%  | 0.0000% | $459136600.00      | $454725654.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-10-31      | 4.1250%  | 0.0000% | $2800.00           | $2802.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-01-31      | 4.0000%  | 0.0000% | $326992300.00      | $326330034.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-03-31      | 4.2500%  | 0.0000% | $33580000.00       | $33773692.56       | U.S. Treasuries (including strips) |

### Security 206: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I7G67, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1I7G67_3.62_0604
- **C.18 - Value (incl. sponsor support):** $330000000.00
- **C.18.a - Value (excl. sponsor support):** $330000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $600.00            | $405.95            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $237700.00         | $253478.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-15      | 3.8750%  | 0.0000% | $489500.00         | $492390.70         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-04-15      | 3.3750%  | 0.0000% | $100.00            | $204.13            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $159.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 1.2500%  | 0.0000% | $200.00            | $190.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $117253100.00      | $119682537.46      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $26419300.00       | $29265359.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-04-30      | 4.0000%  | 0.0000% | $1000.00           | $992.32            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $475500.00         | $575670.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $18800.00          | $18957.49          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $400.00            | $428.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $400.00            | $406.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $76461900.00       | $76749030.91       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $9769600.00        | $9562358.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $400.00            | $396.20            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $1058600.00        | $1151554.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 2.2500%  | 0.0000% | $200.00            | $197.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $26887200.00       | $25028615.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $11800.00          | $11683.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-15      | 4.3750%  | 0.0000% | $26869800.00       | $27435510.09       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $200.00            | $193.55            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $93.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $27427900.00       | $27081885.68       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $129.19            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $400.00            | $498.78            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $105.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.82             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2036-01-15      | 1.8750%  | 0.0000% | $300.00            | $302.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.7626%  | 0.0000% | $426900.00         | $428280.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 2.2500%  | 0.0000% | $18946600.00       | $18857720.24       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $122.08            | U.S. Treasuries (including strips) |

### Security 207: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I7G75, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1I7G75_3.62_0604
- **C.18 - Value (incl. sponsor support):** $214000000.00
- **C.18.a - Value (excl. sponsor support):** $214000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-11-15      | 1.8750%  | 0.0000% | $139700.00         | $76153.31          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $202.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $194.06            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $121.90            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $70000.00          | $76830.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $94.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.32             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $242300.00         | $258383.90         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $300.00            | $264.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $300.00            | $286.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-08-15      | 4.2500%  | 0.0000% | $804300.00         | $722524.04         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $662400.00         | $801944.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 4.3750%  | 0.0000% | $142000.00         | $146500.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $1642500.00        | $1667131.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $234000.00         | $235698.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $97867600.00       | $98235113.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $600.00            | $594.30            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $49802900.00       | $54414565.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $313900.00         | $278751.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-15      | 3.3750%  | 0.0000% | $2000.00           | $1985.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 3.0000%  | 0.0000% | $500.00            | $375.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-08-15      | 2.2500%  | 0.0000% | $700.00            | $457.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $95.80             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $1300.00           | $1743.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 2.2500%  | 0.0000% | $300.00            | $296.01            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $28273700.00       | $37341748.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $974000.00         | $964422.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-15      | 4.3750%  | 0.0000% | $3985500.00        | $4069409.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.5000%  | 0.0000% | $200.00            | $199.30            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $1052900.00        | $1018966.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-08-15      | 3.0000%  | 0.0000% | $300.00            | $220.93            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $2521800.00        | $3144536.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $195.63            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-07-31      | 1.8750%  | 0.0000% | $461700.00         | $463117.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $14232000.00       | $14296523.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $60600.00          | $60183.67          | U.S. Treasuries (including strips) |

### Security 208: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I7GY6, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1I7GY6_3.62_0604
- **C.18 - Value (incl. sponsor support):** $330000000.00
- **C.18.a - Value (excl. sponsor support):** $330000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $337912000.00      | $336600078.13      | U.S. Treasuries (including strips) |

### Security 209: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I92E1, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1I92E1_3.61_0601
- **C.18 - Value (incl. sponsor support):** $87000000.00
- **C.18.a - Value (excl. sponsor support):** $87000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-06-30      | 0.5000%  | 0.0000% | $300.00            | $289.89            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $22035200.00       | $24185327.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-15      | 4.0000%  | 0.0000% | $211400.00         | $215337.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $173.86            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $12296400.00       | $12795279.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $89.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $2428100.00        | $2284825.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 3.0000%  | 0.0000% | $245400.00         | $186933.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 4.7500%  | 0.0000% | $400.00            | $395.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-15      | 3.5000%  | 0.0000% | $10400.00          | $10319.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.5000%  | 0.0000% | $2107200.00        | $2099814.58        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.63            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $6330100.00        | $5915844.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 3.5000%  | 0.0000% | $41374600.00       | $41044086.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-15      | 3.5000%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $1000.00           | $987.84            | U.S. Treasuries (including strips) |

### Security 210: U.S. Bancorp Investments Inc.

- **C.1 - Title:** U.S. Bancorp Investments Inc. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I92J0, C.3 - LEI: H85Z6XZP8B10ES0M2G89, C.5 - Other ID: ARP1I92J0_3.62_0601
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $896400.00         | $556579.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 3.8750%  | 0.0000% | $2273300.00        | $2266096.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 1.2500%  | 0.0000% | $100000.00         | $95381.40          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $726900.00         | $832924.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2056-05-15      | 5.0000%  | 0.0000% | $1000000.00        | $1005339.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-15      | 4.3750%  | 0.0000% | $25000000.00       | $25526343.78       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $27291700.00       | $30678833.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $253100.00         | $251963.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2036-02-15      | 4.1250%  | 0.0000% | $5100.00           | $5036.93           | U.S. Treasuries (including strips) |

### Security 211: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I92M3, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1I92M3_3.61_0601
- **C.18 - Value (incl. sponsor support):** $395000000.00
- **C.18.a - Value (excl. sponsor support):** $395000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2040-11-15      | 1.3750%  | 0.0000% | $700.00            | $449.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $2701200.00        | $2620993.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $900.00            | $899.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.79            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-04-15      | 1.2500%  | 0.0000% | $2904700.00        | $2893736.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.2500%  | 0.0000% | $17113600.00       | $14058418.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-08-15      | 3.0000%  | 0.0000% | $138249000.00      | $98432446.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $90.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $400.00            | $404.03            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $200.00            | $293.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $9235500.00        | $8425517.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $800.00            | $752.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $200.00            | $200.75            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $200.00            | $218.52            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2046-02-15      | 1.0000%  | 0.0000% | $1422000.00        | $1477979.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-11-15      | 4.6250%  | 0.0000% | $164196000.00      | $155340501.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-31      | 4.6250%  | 0.0000% | $163200.00         | $170385.51         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $24187700.00       | $23408173.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-11-15      | 3.3750%  | 0.0000% | $1400.00           | $1090.08           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $32676100.00       | $40745175.54       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $39918100.00       | $55322013.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $99.49             | U.S. Treasuries (including strips) |

### Security 212: HSBC Securities USA Inc.

- **C.1 - Title:** HSBC Securities USA Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I92S0, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: ARP1I92S0_3.61_0601
- **C.18 - Value (incl. sponsor support):** $98000000.00
- **C.18.a - Value (excl. sponsor support):** $98000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $98027600.00       | $88060794.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $25245700.00       | $11899220.98       | U.S. Treasuries (including strips) |

### Security 213: Fixed Income Clearing Corp. - Credit Agricole Corporate and Investment Branch / New York

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole Corporate and Investment Branch / New York 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I92U5, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1I92U5_3.61_0601
- **C.18 - Value (incl. sponsor support):** $3162000000.00
- **C.18.a - Value (excl. sponsor support):** $3162000000.00
- **C.19 - Percentage of Net Assets:** 2.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY           | 2028-01-15      | 4.2500%  | 0.0000% | $4555600.00        | $4645564.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-01-31      | 1.5000%  | 0.0000% | $185300.00         | $183390.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-04-30      | 0.5000%  | 0.0000% | $20863100.00       | $20243612.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-05-31      | 0.5000%  | 0.0000% | $22999800.00       | $22294983.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2033-02-15      | 3.5000%  | 0.0000% | $33685000.00       | $32525918.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-02-28      | 4.0000%  | 0.0000% | $6153000.00        | $6193484.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-04-30      | 3.5000%  | 0.0000% | $198700.00         | $197400.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2034-11-15      | 4.2500%  | 0.0000% | $2388700.00        | $2372289.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-11-30      | 4.1250%  | 0.0000% | $60891700.00       | $61983631.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-12-31      | 4.3750%  | 0.0000% | $115621300.00      | $118808585.75      | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-06-18      | 0.0000%  | 0.0000% | $1264000.00        | $1261836.03        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-07-23      | 0.0000%  | 0.0000% | $56445600.00       | $56149825.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $68.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2052-08-15      | 3.0000%  | 0.0000% | $337100.00         | $240013.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2042-08-15      | 3.3750%  | 0.0000% | $2205500.00        | $1854917.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-08-15      | 0.6250%  | 0.0000% | $7719200.00        | $6701935.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-11-15      | 0.8750%  | 0.0000% | $400.00            | $347.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-01-31      | 0.7500%  | 0.0000% | $66200.00          | $62930.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-05-31      | 3.6250%  | 0.0000% | $31235200.00       | $31567318.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-06-30      | 4.0000%  | 0.0000% | $80617700.00       | $81930405.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2033-08-15      | 3.8750%  | 0.0000% | $270247000.00      | $266280463.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2032-03-31      | 4.1250%  | 0.0000% | $19154600.00       | $19204202.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-03-31      | 4.0000%  | 0.0000% | $14120700.00       | $14163952.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2039-02-15      | 3.5000%  | 0.0000% | $52900.00          | $47896.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2053-02-15      | 3.6250%  | 0.0000% | $5382900.00        | $4327885.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2053-05-15      | 3.6250%  | 0.0000% | $1209100.00        | $960609.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2043-11-15      | 4.7500%  | 0.0000% | $308884300.00      | $303348186.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-03-31      | 1.2500%  | 0.0000% | $1679600.00        | $1602026.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-04-30      | 1.2500%  | 0.0000% | $47359900.00       | $45021696.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-05-15      | 1.6250%  | 0.0000% | $1439800.00        | $1279408.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-09-15      | 4.6250%  | 0.0000% | $200.00            | $202.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-09-30      | 4.6250%  | 0.0000% | $22431700.00       | $23045758.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-09-30      | 4.6250%  | 0.0000% | $102112300.00      | $104228026.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-04-30      | 3.8750%  | 0.0000% | $4829000.00        | $4804834.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2040-11-15      | 4.2500%  | 0.0000% | $61500.00          | $58269.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2054-02-15      | 4.2500%  | 0.0000% | $144591200.00      | $129877677.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2044-02-15      | 4.5000%  | 0.0000% | $800.00            | $769.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2054-08-15      | 4.2500%  | 0.0000% | $10000000.00       | $8983265.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2044-08-15      | 4.1250%  | 0.0000% | $11000.00          | $10035.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2044-11-15      | 4.6250%  | 0.0000% | $900.00            | $865.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-07-31      | 1.0000%  | 0.0000% | $44296000.00       | $41696164.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-08-15      | 1.2500%  | 0.0000% | $32843400.00       | $28517353.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-10-31      | 1.3750%  | 0.0000% | $5570400.00        | $5238095.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-12-31      | 3.7500%  | 0.0000% | $400.00            | $403.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-01-15      | 4.0000%  | 0.0000% | $6910900.00        | $7021879.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-01-31      | 4.0000%  | 0.0000% | $9938600.00        | $10055931.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-02-15      | 4.1250%  | 0.0000% | $21717100.00       | $22013774.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-06-15      | 3.8750%  | 0.0000% | $1078800.00        | $1094977.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2044-08-15      | 3.1250%  | 0.0000% | $42000000.00       | $33068178.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-11-15      | 1.3750%  | 0.0000% | $9245300.00        | $7991971.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-11-30      | 1.2500%  | 0.0000% | $3121500.00        | $3101997.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $189.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2032-02-15      | 1.8750%  | 0.0000% | $48752800.00       | $43293751.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-02-28      | 4.2500%  | 0.0000% | $11297200.00       | $11473606.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-03-31      | 4.1250%  | 0.0000% | $85267200.00       | $85778938.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2034-05-15      | 4.3750%  | 0.0000% | $462650100.00      | $464630891.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2035-08-15      | 4.2500%  | 0.0000% | $77477500.00       | $77483585.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-08-15      | 3.6250%  | 0.0000% | $10700.00          | $10722.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-08-31      | 3.6250%  | 0.0000% | $2240300.00        | $2217414.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2056-02-15      | 4.7500%  | 0.0000% | $563000.00         | $550466.04         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-08-15      | 1.5000%  | 0.0000% | $30501100.00       | $30484872.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-08-15      | 2.2500%  | 0.0000% | $34117500.00       | $33663666.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-11-15      | 2.2500%  | 0.0000% | $300.00            | $292.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-04-30      | 2.7500%  | 0.0000% | $2168500.00        | $2151265.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-05-31      | 2.7500%  | 0.0000% | $11911000.00       | $11638415.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-06-30      | 3.2500%  | 0.0000% | $1100.00           | $1089.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-06-30      | 3.2500%  | 0.0000% | $468700.00         | $471680.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-05-15      | 4.5000%  | 0.0000% | $135123000.00      | $136072233.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-05-31      | 4.5000%  | 0.0000% | $2926300.00        | $3027429.26        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-06-15      | 4.6250%  | 0.0000% | $100300.00         | $103116.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-07-15      | 4.3750%  | 0.0000% | $119829200.00      | $122352054.19      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-07-31      | 4.3750%  | 0.0000% | $11616800.00       | $11796024.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-09-30      | 3.5000%  | 0.0000% | $30838200.00       | $30838449.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-10-15      | 3.5000%  | 0.0000% | $2700.00           | $2679.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-10-31      | 3.8536%  | 0.0000% | $35152800.00       | $35316805.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2048-05-15      | 3.1250%  | 0.0000% | $27849600.00       | $20826623.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-05-15      | 2.8750%  | 0.0000% | $606500.00         | $594356.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-08-15      | 2.8750%  | 0.0000% | $700.00            | $688.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-11-15      | 3.1250%  | 0.0000% | $560900.00         | $549712.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-06-30      | 1.8750%  | 0.0000% | $700100.00         | $704443.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-07-31      | 2.7500%  | 0.0000% | $15784100.00       | $15713404.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-09-30      | 3.8750%  | 0.0000% | $39421300.00       | $39423175.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-07-31      | 4.0000%  | 0.0000% | $4588700.00        | $4640124.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2034-08-15      | 3.8750%  | 0.0000% | $5613300.00        | $5490714.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-08-15      | 3.7500%  | 0.0000% | $2100.00           | $2117.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-11-30      | 3.3750%  | 0.0000% | $61168200.00       | $61669568.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-12-31      | 3.3750%  | 0.0000% | $4999900.00        | $5023072.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2040-05-15      | 1.1250%  | 0.0000% | $800.00            | $503.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-11-15      | 2.0000%  | 0.0000% | $200.00            | $198.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-02-15      | 2.2500%  | 0.0000% | $500.00            | $497.65            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-07-31      | 1.8750%  | 0.0000% | $18092700.00       | $18148260.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-12-31      | 3.8750%  | 0.0000% | $13006400.00       | $13191696.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-01-31      | 3.5000%  | 0.0000% | $1000.00           | $1003.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-01-31      | 3.5000%  | 0.0000% | $2300.00           | $2280.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-09-15      | 3.3750%  | 0.0000% | $7633800.00        | $7633360.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-09-30      | 3.5000%  | 0.0000% | $65028900.00       | $64237958.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-10-15      | 3.8750%  | 0.0000% | $105800000.00      | $106184421.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-10-31      | 4.1250%  | 0.0000% | $212163700.00      | $213125582.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-02-28      | 3.5000%  | 0.0000% | $6822200.00        | $6698757.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-03-31      | 3.8750%  | 0.0000% | $1760800.00        | $1752076.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-04-30      | 3.7500%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips) |

### Security 214: BofA Securities Inc.

- **C.1 - Title:** BofA Securities Inc. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I92W1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1I92W1_3.62_0601
- **C.18 - Value (incl. sponsor support):** $396000000.00
- **C.18.a - Value (excl. sponsor support):** $396000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $646230700.00      | $403920015.31      | U.S. Treasuries (including strips) |

### Security 215: Fixed Income Clearing Corp. - Bank of Montreal

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of Montreal 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I92Z4, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1I92Z4_3.61_0601
- **C.18 - Value (incl. sponsor support):** $793000000.00
- **C.18.a - Value (excl. sponsor support):** $793000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY      | 2051-11-15      | 1.8750%  | 0.0000% | $9268600.00        | $5052502.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2051-08-15      | 2.0000%  | 0.0000% | $23458300.00       | $13371526.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2051-05-15      | 2.3750%  | 0.0000% | $2308300.00        | $1433236.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2041-02-15      | 1.8750%  | 0.0000% | $66100.00          | $45951.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2051-02-15      | 1.8750%  | 0.0000% | $7922100.00        | $4403277.03        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-08-27      | 0.0000%  | 0.0000% | $9386700.00        | $9305232.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-08-15      | 6.7500%  | 0.0000% | $678600.00         | $696184.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-11-15      | 6.5000%  | 0.0000% | $666400.00         | $676501.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-02-15      | 6.6250%  | 0.0000% | $1145700.00        | $1190760.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-08-15      | 6.3750%  | 0.0000% | $1049000.00        | $1098428.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-11-15      | 6.1250%  | 0.0000% | $5700.00           | $5888.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2041-11-15      | 2.0000%  | 0.0000% | $2086000.00        | $1438582.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2052-02-15      | 2.2500%  | 0.0000% | $1693700.00        | $1021571.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2052-05-15      | 2.8750%  | 0.0000% | $1812600.00        | $1246038.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2042-05-15      | 3.2500%  | 0.0000% | $3356000.00        | $2756874.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2052-08-15      | 3.0000%  | 0.0000% | $990200.00         | $705016.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2042-08-15      | 3.3750%  | 0.0000% | $729600.00         | $613624.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2052-11-15      | 4.0000%  | 0.0000% | $10292800.00       | $8761403.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2042-11-15      | 4.0000%  | 0.0000% | $7196600.00        | $6485214.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-08-15      | 5.5000%  | 0.0000% | $20923300.00       | $21900421.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-11-15      | 5.2500%  | 0.0000% | $23927000.00       | $24653789.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-08-15      | 6.1250%  | 0.0000% | $2412400.00        | $2601649.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-05-15      | 6.2500%  | 0.0000% | $423700.00         | $457568.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-02-15      | 5.3750%  | 0.0000% | $806100.00         | $861352.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2037-02-15      | 4.7500%  | 0.0000% | $15710000.00       | $16338921.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2037-05-15      | 5.0000%  | 0.0000% | $13464600.00       | $14143797.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2038-02-15      | 4.3750%  | 0.0000% | $4234700.00        | $4243310.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2038-05-15      | 4.5000%  | 0.0000% | $774000.00         | $774035.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2039-02-15      | 3.5000%  | 0.0000% | $715100.00         | $647466.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2039-05-15      | 4.2500%  | 0.0000% | $5032200.00        | $4851608.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2039-08-15      | 4.5000%  | 0.0000% | $6160000.00        | $6132340.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2039-11-15      | 4.3750%  | 0.0000% | $6946400.00        | $6734544.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2040-02-15      | 4.6250%  | 0.0000% | $664000.00         | $666813.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2040-05-15      | 4.3750%  | 0.0000% | $17613100.00       | $17003605.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2040-08-15      | 3.8750%  | 0.0000% | $1520600.00        | $1398857.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2053-02-15      | 3.6250%  | 0.0000% | $10625300.00       | $8542807.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2043-02-15      | 3.8750%  | 0.0000% | $6014300.00        | $5376426.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2043-05-15      | 3.8750%  | 0.0000% | $88300.00          | $77884.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2053-08-15      | 4.1250%  | 0.0000% | $890500.00         | $783110.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2043-08-15      | 4.3750%  | 0.0000% | $2435800.00        | $2312529.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2053-11-15      | 4.7500%  | 0.0000% | $899200.00         | $866207.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2043-11-15      | 4.7500%  | 0.0000% | $7067600.00        | $6940927.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2040-11-15      | 4.2500%  | 0.0000% | $2499800.00        | $2368472.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2041-02-15      | 4.7500%  | 0.0000% | $502400.00         | $507855.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2041-05-15      | 4.3750%  | 0.0000% | $1300.00           | $1244.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2041-08-15      | 3.7500%  | 0.0000% | $24994800.00       | $22400262.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2042-02-15      | 3.1250%  | 0.0000% | $19196600.00       | $15706112.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2042-08-15      | 2.7500%  | 0.0000% | $814700.00         | $625546.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2042-11-15      | 2.7500%  | 0.0000% | $9882200.00        | $7484197.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2054-02-15      | 4.2500%  | 0.0000% | $3109800.00        | $2793348.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2054-05-15      | 4.6250%  | 0.0000% | $5961000.00        | $5633159.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2044-05-15      | 4.6250%  | 0.0000% | $2053900.00        | $1980465.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2054-08-15      | 4.2500%  | 0.0000% | $10012300.00       | $8994314.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2044-11-15      | 4.6250%  | 0.0000% | $24565000.00       | $23623313.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-09-30      | 1.2500%  | 0.0000% | $100303300.00      | $94354815.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2043-02-15      | 3.1250%  | 0.0000% | $8176300.00        | $6577519.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2043-05-15      | 2.8750%  | 0.0000% | $3014300.00        | $2304660.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2043-11-15      | 3.7500%  | 0.0000% | $8989200.00        | $7751644.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2044-02-15      | 3.6250%  | 0.0000% | $8655400.00        | $7391878.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2044-05-15      | 3.3750%  | 0.0000% | $4511900.00        | $3668251.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2044-08-15      | 3.1250%  | 0.0000% | $755000.00         | $594439.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2044-11-15      | 3.0000%  | 0.0000% | $14098300.00       | $10739398.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2045-02-15      | 2.5000%  | 0.0000% | $13814900.00       | $9721134.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2055-02-15      | 4.6250%  | 0.0000% | $95600.00          | $91451.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2045-02-15      | 4.7500%  | 0.0000% | $6733900.00        | $6653384.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2055-08-15      | 4.7500%  | 0.0000% | $11923500.00       | $11645052.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2045-08-15      | 4.8750%  | 0.0000% | $3203900.00        | $3210839.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2055-11-15      | 4.6250%  | 0.0000% | $1517300.00        | $1435468.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2045-05-15      | 3.0000%  | 0.0000% | $429100.00         | $324745.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2045-11-15      | 3.0000%  | 0.0000% | $12928800.00       | $9718492.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2046-02-15      | 2.5000%  | 0.0000% | $25871900.00       | $17907992.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2046-05-15      | 2.5000%  | 0.0000% | $8204900.00        | $5606769.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2046-08-15      | 2.2500%  | 0.0000% | $8519300.00        | $5571587.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2046-11-15      | 2.8750%  | 0.0000% | $11038700.00       | $8021776.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2047-02-15      | 3.0000%  | 0.0000% | $43200.00          | $32323.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2056-02-15      | 4.7500%  | 0.0000% | $23544800.00       | $23020626.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2056-05-15      | 5.0000%  | 0.0000% | $7203500.00        | $7241960.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2035-11-15      | 4.0000%  | 0.0000% | $96392500.00       | $93402379.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2047-08-15      | 2.7500%  | 0.0000% | $15602300.00       | $11084304.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2047-11-15      | 2.7500%  | 0.0000% | $21959100.00       | $15401260.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2048-02-15      | 3.0000%  | 0.0000% | $7473200.00        | $5530257.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2048-05-15      | 3.1250%  | 0.0000% | $3571100.00        | $2670557.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2048-11-15      | 3.3750%  | 0.0000% | $11833900.00       | $9214217.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2049-02-15      | 3.0000%  | 0.0000% | $20768500.00       | $15217950.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2049-05-15      | 2.8750%  | 0.0000% | $980300.00         | $692358.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2049-08-15      | 2.2500%  | 0.0000% | $1000000.00        | $623243.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2049-11-15      | 2.3750%  | 0.0000% | $18398500.00       | $11642341.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2050-08-15      | 1.3750%  | 0.0000% | $31340700.00       | $15334198.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2040-08-15      | 1.1250%  | 0.0000% | $1134900.00        | $709357.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2040-05-15      | 1.1250%  | 0.0000% | $92600.00          | $58229.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2050-11-15      | 1.6250%  | 0.0000% | $2798700.00        | $1450225.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2040-11-15      | 1.3750%  | 0.0000% | $11800300.00       | $7584254.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2036-02-15      | 4.1250%  | 0.0000% | $74848200.00       | $73922618.06       | U.S. Treasuries (including strips) |

### Security 216: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9334, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1I9334_3.63_0605
- **C.18 - Value (incl. sponsor support):** $342000000.00
- **C.18.a - Value (excl. sponsor support):** $342000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $350199700.00      | $348840071.92      | U.S. Treasuries (including strips) |

### Security 217: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9367, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1I9367_3.63_0729
- **C.18 - Value (incl. sponsor support):** $1826000000.00
- **C.18.a - Value (excl. sponsor support):** $1826000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $88135700.00       | $59630775.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 0.6250%  | 0.0000% | $150352200.00      | $131460712.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-15      | 3.5000%  | 0.0000% | $13968000.00       | $13487368.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $117640000.00      | $120387252.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $169000.00         | $146089.70         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $238105600.00      | $244367272.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $2406700.00        | $2240336.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $73000000.00       | $72255268.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $173918000.00      | $173137019.33      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2036-01-15      | 1.8750%  | 0.0000% | $965145900.00      | $971763881.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $25000200.00       | $24871981.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $49760300.00       | $48771989.74       | U.S. Treasuries (including strips) |

### Security 218: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9383, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: ARP1I9383_3.62_0601
- **C.18 - Value (incl. sponsor support):** $594000000.00
- **C.18.a - Value (excl. sponsor support):** $594000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2041-02-15      | 1.8750%  | 0.0000% | $662300.00         | $460423.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $67.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $300.00            | $296.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $100.37            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-09      | 0.0000%  | 0.0000% | $18646900.00       | $18575556.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 2.0000%  | 0.0000% | $8613300.00        | $5940049.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-08-15      | 3.3750%  | 0.0000% | $42400.00          | $35660.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 4.0000%  | 0.0000% | $22800.00          | $20546.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $10197700.00       | $8853809.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $87301000.00       | $88722529.90       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $1100.00           | $1173.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $17336700.00       | $15291804.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $131600.00         | $126771.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $67898400.00       | $64749972.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 4.6250%  | 0.0000% | $200.00            | $205.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 2.7500%  | 0.0000% | $6226600.00        | $4715660.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-08-15      | 4.2500%  | 0.0000% | $4138400.00        | $3717634.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $10022500.00       | $9143495.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $650700.00         | $625755.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $500.00            | $507.50            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $116500.00         | $123935.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 2.8750%  | 0.0000% | $90800.00          | $69423.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 3.7500%  | 0.0000% | $2000000.00        | $1724657.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $1000.00           | $956.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 1.3750%  | 0.0000% | $15426600.00       | $14513754.55       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $109.26            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $38571800.00       | $39586156.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $404600.00         | $284704.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 3.0000%  | 0.0000% | $16250800.00       | $12215617.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $68.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-02-15      | 3.0000%  | 0.0000% | $23592400.00       | $17652327.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-08-15      | 2.7500%  | 0.0000% | $1125000.00        | $799231.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-02-15      | 3.0000%  | 0.0000% | $4661900.00        | $3449861.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $736.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.27             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $49999900.00       | $53506473.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $52999900.00       | $53002421.98       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $33090200.00       | $35038135.53       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2036-01-15      | 1.8750%  | 0.0000% | $100.00            | $100.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-11-15      | 2.3750%  | 0.0000% | $1447400.00        | $915896.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-15      | 1.6250%  | 0.0000% | $52400.00          | $48853.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-15      | 1.7500%  | 0.0000% | $49400000.00       | $45775263.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 3.8750%  | 0.0000% | $3889700.00        | $3938259.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $24213000.00       | $24427952.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-15      | 3.8750%  | 0.0000% | $48307800.00       | $48483324.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $8878200.00        | $8918450.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 3.3750%  | 0.0000% | $20643100.00       | $20603528.75       | U.S. Treasuries (including strips) |

### Security 219: Nomura Securities International Inc.

- **C.1 - Title:** Nomura Securities International Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9391, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: ARP1I9391_3.61_0601
- **C.18 - Value (incl. sponsor support):** $594000000.00
- **C.18.a - Value (excl. sponsor support):** $594000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2028-04-30      | 3.7500%  | 0.0000% | $50730300.00       | $50648531.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 4.1250%  | 0.0000% | $8279500.00        | $8409191.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $38108900.00       | $38443483.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 1.2500%  | 0.0000% | $16177300.00       | $15378125.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 3.1250%  | 0.0000% | $167447700.00      | $137000948.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.0000%  | 0.0000% | $27945600.00       | $22162769.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $13527600.00       | $13009026.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $112200.00         | $105579.45         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $71702900.00       | $86808157.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.7500%  | 0.0000% | $254600.00         | $258095.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.1250%  | 0.0000% | $824200.00         | $663037.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 2.8750%  | 0.0000% | $174577800.00      | $133477952.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 3.3750%  | 0.0000% | $24846900.00       | $20200951.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 3.1250%  | 0.0000% | $39665700.00       | $31230296.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 4.7500%  | 0.0000% | $8830400.00        | $8724816.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 2.7500%  | 0.0000% | $217400.00         | $212424.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-11-15      | 3.3750%  | 0.0000% | $50276400.00       | $39146661.42       | U.S. Treasuries (including strips) |

### Security 220: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I93A8, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: ARP1I93A8_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1185000000.00
- **C.18.a - Value (excl. sponsor support):** $1185000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2041-02-15      | 1.8750%  | 0.0000% | $24999900.00       | $17379654.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 0.6250%  | 0.0000% | $21001100.00       | $18362348.99       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $200.00            | $243.81            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $106.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-15      | 4.0000%  | 0.0000% | $200.00            | $203.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-04-30      | 4.1250%  | 0.0000% | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-11-19      | 0.0000%  | 0.0000% | $82110000.00       | $80693766.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $32953300.00       | $31354620.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $40721700.00       | $38564751.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 3.6250%  | 0.0000% | $9067400.00        | $9163812.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $14919200.00       | $15375407.21       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $421300.00         | $701022.40         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $159.25            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $6679000.00        | $10052895.79       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-06-30      | 0.8750%  | 0.0000% | $61823000.00       | $61901300.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $7482400.00        | $7637432.34        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $110.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 3.7500%  | 0.0000% | $700.00            | $697.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 4.0000%  | 0.0000% | $6816000.00        | $6925343.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $79.31             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-08-31      | 0.7500%  | 0.0000% | $99999600.00       | $99438326.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $14500500.00       | $14621971.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $300.00            | $297.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 3.6250%  | 0.0000% | $111649600.00      | $95854668.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 3.6250%  | 0.0000% | $167824900.00      | $143325691.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 3.1250%  | 0.0000% | $171231600.00      | $134817072.64      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $5801900.00        | $6339146.29        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2056-02-15      | 4.7500%  | 0.0000% | $100.00            | $97.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2056-05-15      | 5.0000%  | 0.0000% | $1000.00           | $1005.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $5498500.00        | $5369900.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.8750%  | 0.0000% | $60937600.00       | $60340447.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 2.3750%  | 0.0000% | $15985500.00       | $15337472.64       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $64950900.00       | $75119529.43       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-05-31      | 4.8750%  | 0.0000% | $29488100.00       | $30198973.84       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $18930400.00       | $19049417.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $74.78             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $2999100.00        | $2802832.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-15      | 2.6250%  | 0.0000% | $70200.00          | $68181.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $2628400.00        | $2539611.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $5631400.00        | $5222141.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $100.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $9058900.00        | $9018220.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-15      | 3.5000%  | 0.0000% | $7942900.00        | $7967120.96        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $35517700.00       | $49223552.17       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $693000.00         | $944071.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-15      | 1.6250%  | 0.0000% | $25211500.00       | $23505125.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.6250%  | 0.0000% | $3194200.00        | $3169632.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.7500%  | 0.0000% | $99999700.00       | $99543405.24       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $1163800.00        | $1232313.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-28      | 3.5000%  | 0.0000% | $6007700.00        | $5898995.37        | U.S. Treasuries (including strips) |

### Security 221: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I93B6, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ARP1I93B6_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1584000000.00
- **C.18.a - Value (excl. sponsor support):** $1584000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $77275300.00       | $78751690.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-05-15      | 2.2500%  | 0.0000% | $7969800.00        | $5788553.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-15      | 1.5000%  | 0.0000% | $6763000.00        | $6196131.80        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $25207700.00       | $30729114.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 3.6250%  | 0.0000% | $1100.00           | $1088.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.5000%  | 0.0000% | $17660000.00       | $17326316.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $9439700.00        | $9660145.78        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-04-15      | 1.2500%  | 0.0000% | $16732000.00       | $16668846.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 3.8750%  | 0.0000% | $923000.00         | $920075.18         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-18      | 0.0000%  | 0.0000% | $400.00            | $399.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $18615100.00       | $11227882.48       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $463700.00         | $287314.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $95.15             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-01-15      | 0.1250%  | 0.0000% | $225100.00         | $267234.61         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-06-15      | 4.1250%  | 0.0000% | $8415900.00        | $8573407.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.7500%  | 0.0000% | $5585800.00        | $5596765.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $5547600.00        | $5637932.06        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $145000.00         | $154185.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $33026700.00       | $32541952.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $36023000.00       | $37124530.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 4.2500%  | 0.0000% | $10980500.00       | $11159510.06       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $2570000.00        | $2199551.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $1000.00           | $879.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $252346500.00      | $239575799.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 1.1250%  | 0.0000% | $900.00            | $859.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-15      | 1.6250%  | 0.0000% | $189700.00         | $168567.65         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $4167400.00        | $4775249.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 4.3750%  | 0.0000% | $800.00            | $814.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-15      | 4.6250%  | 0.0000% | $73693300.00       | $74324933.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $102.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 4.8750%  | 0.0000% | $46202400.00       | $47766476.54       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $1642600.00        | $1819551.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.8750%  | 0.0000% | $60722500.00       | $60418624.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $5832100.00        | $5778134.69        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $675000.00         | $991845.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 4.5000%  | 0.0000% | $567700.00         | $545920.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $361500.00         | $340282.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $42258100.00       | $39764591.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $1800.00           | $1693.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 0.8750%  | 0.0000% | $300.00            | $297.61            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $75000000.00       | $90799839.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 4.3750%  | 0.0000% | $300.00            | $309.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 4.0000%  | 0.0000% | $1000.00           | $1011.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $38050000.00       | $37682178.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $14469500.00       | $14574513.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $101.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1000.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 3.6250%  | 0.0000% | $16198700.00       | $13834001.24       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $12730000.00       | $15000655.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 4.7500%  | 0.0000% | $2000.00           | $1976.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $1490900.00        | $1288787.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 1.5000%  | 0.0000% | $1100.00           | $1042.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $19200.00          | $19017.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $600.00            | $532.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $3499400.00        | $3319697.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 4.2500%  | 0.0000% | $19256600.00       | $19557292.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $500.00            | $503.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-09-30      | 3.8750%  | 0.0000% | $19274700.00       | $19007506.10       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $10115800.00       | $13570644.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $200.00            | $195.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.8750%  | 0.0000% | $467200.00         | $462621.72         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $68338900.00       | $73131616.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $474300.00         | $479615.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $97.52             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $2998000.00        | $3016848.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-08-15      | 2.7500%  | 0.0000% | $19029300.00       | $13518939.66       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $6182000.00        | $7986726.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $20100.00          | $18639.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.0000%  | 0.0000% | $82893400.00       | $82948041.17       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $4609300.00        | $4880637.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $65500.00          | $64069.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $84018600.00       | $84013760.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.5000%  | 0.0000% | $2059500.00        | $2036585.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.3750%  | 0.0000% | $7488300.00        | $7549678.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 3.5000%  | 0.0000% | $51226100.00       | $50816890.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-12-31      | 3.8750%  | 0.0000% | $1000.00           | $994.27            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2036-01-15      | 1.8750%  | 0.0000% | $2300000.00        | $2315771.04        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $12725000.00       | $9295018.60        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $2574000.00        | $3142462.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $9431500.00        | $9986735.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2036-02-15      | 4.1250%  | 0.0000% | $151800.00         | $149922.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-15      | 3.5000%  | 0.0000% | $243469000.00      | $241763049.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.8750%  | 0.0000% | $32218300.00       | $32352540.28       | U.S. Treasuries (including strips) |

### Security 222: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I93C4, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: ARP1I93C4_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1201000000.00
- **C.18.a - Value (excl. sponsor support):** $1201000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $305917900.00      | $302808106.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $263285800.00      | $261260250.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $294858900.00      | $298467127.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $306260100.00      | $303813600.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $59766400.00       | $59039465.85       | U.S. Treasuries (including strips) |

### Security 223: Natixis SA

- **C.1 - Title:** Natixis SA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I93D2, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: ARP1I93D2_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1582000000.00
- **C.18.a - Value (excl. sponsor support):** $1582000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-11-15      | 1.8750%  | 0.0000% | $7417400.00        | $4043375.43        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $50000000.00       | $30980660.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 2.3750%  | 0.0000% | $21734800.00       | $15923210.00       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $135970500.00      | $144583906.01      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $101245800.00      | $86651887.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $132317800.00      | $129946276.70      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $120243900.00      | $133197358.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.0000%  | 0.0000% | $350000000.00      | $277573906.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 2.7500%  | 0.0000% | $350000000.00      | $265069418.48      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $91312000.00       | $107599362.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $3818600.00        | $3652890.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $16824300.00       | $16229663.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 4.6250%  | 0.0000% | $248500200.00      | $238052384.54      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $123119200.00      | $160621224.16      | U.S. Treasuries (including strips) |

### Security 224: Fixed Income Clearing Corp. - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. - Northern Trust 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I93E0, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: ARP1I93E0_3.61_0601
- **C.18 - Value (incl. sponsor support):** $5930000000.00
- **C.18.a - Value (excl. sponsor support):** $5930000000.00
- **C.19 - Percentage of Net Assets:** 4.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-05-01      | 3.5000%  | 0.0000% | $500000000.00      | $497004064.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $2100000000.00     | $2134574499.81     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $508087900.00      | $482757168.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $346692600.00      | $346522089.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $270000000.00      | $277866338.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $500000000.00      | $498749990.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $300000000.00      | $284225264.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $812983400.00      | $770981074.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $48992186.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $55989100.00       | $55363784.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $500000000.00      | $501682673.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $150000000.00      | $149880864.96      | U.S. Treasuries (including strips) |

### Security 225: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I93F7, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1I93F7_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1823000000.00
- **C.18.a - Value (excl. sponsor support):** $1823000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $54723200.00       | $54216837.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-31      | 3.8750%  | 0.0000% | $1218291200.00     | $1205868165.45     | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $43438300.00       | $43934160.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-11-15      | 4.0000%  | 0.0000% | $573222400.00      | $555440891.62      | U.S. Treasuries (including strips) |

### Security 226: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I96K3, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1I96K3_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1979000000.00
- **C.18.a - Value (excl. sponsor support):** $1979000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $54187700.00       | $36662266.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $25851300.00       | $26021391.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $99.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2036-05-15      | 4.3750%  | 0.0000% | $833000.00         | $830219.78         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-11-27      | 0.0000%  | 0.0000% | $15000000.00       | $14729370.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 2.0000%  | 0.0000% | $5978900.00        | $4123269.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $66292300.00       | $57556056.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 0.5000%  | 0.0000% | $4800000.00        | $4606842.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $100000000.00      | $86929488.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 0.6250%  | 0.0000% | $200.00            | $190.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $5000300.00        | $4926908.36        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $50897000.00       | $54275548.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-08-15      | 4.5000%  | 0.0000% | $20477500.00       | $20385553.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-15      | 1.6250%  | 0.0000% | $45449100.00       | $40386125.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.36             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $45464200.00       | $52095524.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $5000000.00        | $5050351.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-11-15      | 4.5000%  | 0.0000% | $158360500.00      | $160567246.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-05-15      | 4.6250%  | 0.0000% | $6000200.00        | $5670204.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $30058500.00       | $26099273.43       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-08-31      | 0.7500%  | 0.0000% | $2499900.00        | $2485868.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $150375500.00      | $151635208.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 4.0000%  | 0.0000% | $109602900.00      | $110416117.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $200.00            | $201.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 2.8750%  | 0.0000% | $25000000.00       | $19114393.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $86.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $999900.00         | $947998.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $4999200.00        | $4742479.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-28      | 4.2500%  | 0.0000% | $52167200.00       | $52967498.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 4.1250%  | 0.0000% | $3853800.00        | $3886852.46        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $4999900.00        | $5438935.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 4.6250%  | 0.0000% | $27857300.00       | $28390285.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 4.6250%  | 0.0000% | $300000.00         | $290655.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2056-05-15      | 5.0000%  | 0.0000% | $80805400.00       | $81236834.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 2.7500%  | 0.0000% | $3456600.00        | $3377495.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $86288700.00       | $85440229.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $100125300.00      | $100553976.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $8988700.00        | $9188169.09        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-07-31      | 4.3750%  | 0.0000% | $106939600.00      | $108589469.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-15      | 3.5000%  | 0.0000% | $100.00            | $99.23             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $12372000.00       | $12449784.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-08-15      | 2.7500%  | 0.0000% | $24000000.00       | $17050262.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $45083700.00       | $44181022.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $4552300.00        | $4552516.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $107674000.00      | $105322567.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 3.7500%  | 0.0000% | $200.00            | $201.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $22000000.00       | $21901208.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 3.7500%  | 0.0000% | $300.00            | $298.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $62.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $25000000.00       | $15720749.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-11-15      | 1.6250%  | 0.0000% | $33000000.00       | $17099880.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.27             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.7500%  | 0.0000% | $2800000.00        | $2787223.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $200.00            | $198.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50883504.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $4030000.00        | $4065776.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $3999900.00        | $4056884.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 3.5000%  | 0.0000% | $137655300.00      | $136473507.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $211150100.00      | $211137937.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $98.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $675000.00         | $678060.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 3.3750%  | 0.0000% | $600000.00         | $598849.85         | U.S. Treasuries (including strips) |

### Security 227: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I96L1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I96L1_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1977000000.00
- **C.18.a - Value (excl. sponsor support):** $1977000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY           | 2028-04-30      | 3.5000%  | 0.0000% | $223509300.00      | $222048030.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-11-30      | 4.2500%  | 0.0000% | $204100.00         | $208881.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-01-31      | 4.1250%  | 0.0000% | $15761000.00       | $16006526.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-10-31      | 0.5000%  | 0.0000% | $11066500.00       | $10547724.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-07-31      | 4.0000%  | 0.0000% | $296638500.00      | $299242889.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-08-15      | 4.3750%  | 0.0000% | $46297800.00       | $46922690.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-03-31      | 3.8750%  | 0.0000% | $11882200.00       | $11960130.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-09-15      | 4.6250%  | 0.0000% | $195389700.00      | $197692162.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-09-30      | 4.6250%  | 0.0000% | $169417700.00      | $172927967.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-04-30      | 3.7500%  | 0.0000% | $5553900.00        | $5564547.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2032-04-30      | 4.0000%  | 0.0000% | $369131800.00      | $366295086.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-12-31      | 3.7500%  | 0.0000% | $19648500.00       | $19813097.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-02-15      | 4.1250%  | 0.0000% | $42377000.00       | $42955907.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-06-15      | 3.8750%  | 0.0000% | $88935000.00       | $90268691.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2032-07-31      | 4.0000%  | 0.0000% | $156029300.00      | $156147363.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-10-31      | 1.1250%  | 0.0000% | $186800.00         | $184901.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-04-30      | 2.7500%  | 0.0000% | $80263800.00       | $79625872.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-05-15      | 4.5000%  | 0.0000% | $38677000.00       | $38948704.24       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-06-30      | 4.6250%  | 0.0000% | $141447400.00      | $144242202.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-02-15      | 2.7500%  | 0.0000% | $284900.00         | $281305.87         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-05-31      | 2.1250%  | 0.0000% | $19888600.00       | $20097594.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-08-31      | 3.7500%  | 0.0000% | $575300.00         | $580572.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-08-31      | 3.6250%  | 0.0000% | $12946000.00       | $12887865.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-05-15      | 2.3750%  | 0.0000% | $2088200.00        | $2060135.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-11-30      | 3.8750%  | 0.0000% | $54486100.00       | $55166309.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-03-15      | 3.5000%  | 0.0000% | $3803000.00        | $3776352.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-03-31      | 3.8750%  | 0.0000% | $692000.00         | $694883.28         | U.S. Treasuries (including strips) |

### Security 228: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I96M9, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1I96M9_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1978000000.00
- **C.18.a - Value (excl. sponsor support):** $1978000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $106.33            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $251966500.00      | $268692061.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-11-15      | 4.5000%  | 0.0000% | $4700.00           | $4765.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $198422100.00      | $196586070.11      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $228100.00         | $244213.63         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $880173200.00      | $903319888.50      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $11760500.00       | $12452810.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $640661600.00      | $636260157.32      | U.S. Treasuries (including strips) |

### Security 229: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I96N7, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1I96N7_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1584000000.00
- **C.18.a - Value (excl. sponsor support):** $1584000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $65597600.00       | $65146934.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $188193000.00      | $194603813.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $495408000.00      | $503168136.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $50000200.00       | $49749982.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $761028000.00      | $755179632.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $73137400.00       | $47831562.20       | U.S. Treasuries (including strips) |

### Security 230: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I96O5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1I96O5_3.61_0601
- **C.18 - Value (incl. sponsor support):** $2373000000.00
- **C.18.a - Value (excl. sponsor support):** $2373000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $24778500.00       | $26348158.72       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $144474200.00      | $154680264.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-31      | 3.8750%  | 0.0000% | $500.00            | $494.90            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $540432700.00      | $625042148.98      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $192834700.00      | $267247285.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.73             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $1148109700.00     | $1215695984.67     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-30      | 3.7500%  | 0.0000% | $25500.00          | $25255.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $64993100.00       | $64546587.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-01-31      | 4.0000%  | 0.0000% | $1288600.00        | $1285990.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-03-31      | 4.2500%  | 0.0000% | $65211700.00       | $65587847.14       | U.S. Treasuries (including strips) |

### Security 231: Banco Bilbao Vizcaya Argentaria SA

- **C.1 - Title:** Banco Bilbao Vizcaya Argentaria SA 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9789, C.3 - LEI: 5493009W53901OCHI065, C.5 - Other ID: ARP1I9789_3.62_0601
- **C.18 - Value (incl. sponsor support):** $3165000000.00
- **C.18.a - Value (excl. sponsor support):** $3165000000.00
- **C.19 - Percentage of Net Assets:** 2.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $10999600.00       | $10886243.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-15      | 1.5000%  | 0.0000% | $140319800.00      | $128558328.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $12000000.00       | $11643684.26       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $758000.00         | $924029.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $79292000.00       | $79813710.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $326158700.00      | $308882715.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 4.1250%  | 0.0000% | $9999900.00        | $10218211.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-15      | 4.0000%  | 0.0000% | $250000000.00      | $254655967.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 3.7500%  | 0.0000% | $88600.00          | $88457.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $14127100.00       | $8520900.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-05-15      | 2.8750%  | 0.0000% | $1913300.00        | $1315263.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $175000000.00      | $166357931.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-15      | 4.5000%  | 0.0000% | $165444100.00      | $168336965.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 4.1250%  | 0.0000% | $3100000.00        | $3148558.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $171165900.00      | $168653621.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 5.3750%  | 0.0000% | $1000.00           | $1068.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $14056600.00       | $12398598.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $1866400.00        | $1641321.27        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $19502900.00       | $22347557.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-15      | 4.6250%  | 0.0000% | $6000000.00        | $6070703.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $9158400.00        | $9175958.15        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $20000000.00       | $29388010.51       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $1379600.00        | $1561571.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 4.6250%  | 0.0000% | $1086000.00        | $1047171.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $1150500.00        | $1065061.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $105415700.00      | $91530621.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 0.8750%  | 0.0000% | $10000100.00       | $9920584.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.1250%  | 0.0000% | $83685200.00       | $82834502.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $20781000.00       | $20580114.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-15      | 3.8750%  | 0.0000% | $5820600.00        | $5887373.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $19277600.00       | $18441039.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $250000000.00      | $216109024.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.2500%  | 0.0000% | $6850000.00        | $6807203.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51239435.05       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $5000300.00        | $5131797.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-15      | 3.3750%  | 0.0000% | $142042500.00      | $141018571.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-09-30      | 3.8750%  | 0.0000% | $478747800.00      | $472111199.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 2.5000%  | 0.0000% | $15000700.00       | $10383173.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 2.6250%  | 0.0000% | $100000000.00      | $100043276.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $989700.00         | $1023902.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 3.5000%  | 0.0000% | $183483700.00      | $183485181.91      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $7599700.00        | $7647480.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $94983800.00       | $93082010.61       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $26418700.00       | $28271485.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $1600.00           | $1483.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $24473100.00       | $23958251.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $10000000.00       | $9781615.52        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $229900.00         | $167931.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 1.3750%  | 0.0000% | $49999300.00       | $32135404.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 3.8750%  | 0.0000% | $9368100.00        | $9485052.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-15      | 3.8750%  | 0.0000% | $200508200.00      | $200520725.74      | U.S. Treasuries (including strips) |

### Security 232: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9797, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I9797_3.61_0601
- **C.18 - Value (incl. sponsor support):** $3558000000.00
- **C.18.a - Value (excl. sponsor support):** $3558000000.00
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $1118547200.00     | $1060040003.07     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $1001035200.00     | $998838591.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $1552878800.00     | $1570281406.52     | U.S. Treasuries (including strips) |

### Security 233: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I97A4, C.3 - LEI: YVE6V0WZG64JLXC7QM27, C.5 - Other ID: ARP1I97A4_3.61_0601
- **C.18 - Value (incl. sponsor support):** $5534000000.00
- **C.18.a - Value (excl. sponsor support):** $5534000000.00
- **C.19 - Percentage of Net Assets:** 3.7300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $136066700.00      | $134664465.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $260532800.00      | $227797315.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $52719500.00       | $53066373.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $10201000.00       | $10193701.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $223243300.00      | $221783769.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $285000000.00      | $247441649.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $16703500.00       | $16031331.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $175000000.00      | $167092538.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $405640900.00      | $386625274.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $64063500.00       | $64744675.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $45746500.00       | $46491394.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $8498900.00        | $8524932.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $1693900.00        | $1505201.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $89638300.00       | $85481800.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $65889800.00       | $62634779.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $37663500.00       | $38938511.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $46657600.00       | $43919156.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $82368700.00       | $71519311.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $23548900.00       | $22159358.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $50000000.00       | $47034751.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $1219300.00        | $1146562.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $18625100.00       | $18781124.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $6005300.00        | $5155737.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $437170200.00      | $421718884.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $17763500.00       | $15355410.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $71843700.00       | $71394843.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $174426900.00      | $172770895.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $15164000.00       | $13466025.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $267763900.00      | $253322726.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $15404800.00       | $15199884.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $72573600.00       | $73035028.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $225265700.00      | $226230153.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $451902100.00      | $442854003.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $2014500.00        | $1982770.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $24025400.00       | $23546185.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $307214500.00      | $293279413.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $92899300.00       | $86147897.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $59448000.00       | $59317551.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $113416700.00      | $114432186.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $65275000.00       | $63849495.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $85545400.00       | $85806260.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $197577000.00      | $196424252.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $130194000.00      | $129706131.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $379944200.00      | $221613323.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $38010300.00       | $37831991.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $57108800.00       | $58117917.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $100337200.00      | $101766662.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $486183000.00      | $482776389.70      | U.S. Treasuries (including strips) |

### Security 234: Fixed Income Clearing Corp. - The Bank of New York Mellon

- **C.1 - Title:** Fixed Income Clearing Corp. - The Bank of New York Mellon 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I97B2, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: ARP1I97B2_3.61_0601
- **C.18 - Value (incl. sponsor support):** $5930000000.00
- **C.18.a - Value (excl. sponsor support):** $5930000000.00
- **C.19 - Percentage of Net Assets:** 4.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-11-15      | 1.8750%  | 0.0000% | $387249900.00      | $210850722.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 3.5000%  | 0.0000% | $246212000.00      | $244486583.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $275000000.00      | $260063366.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-15      | 4.0000%  | 0.0000% | $264476700.00      | $269283000.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-12-31      | 4.5000%  | 0.0000% | $228000000.00      | $235481158.67      | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-10-15      | 0.0000%  | 0.0000% | $218000000.00      | $214945820.00      | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-11-19      | 0.0000%  | 0.0000% | $130321000.00      | $128029956.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-11-15      | 4.0000%  | 0.0000% | $271000000.00      | $230430687.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 0.5000%  | 0.0000% | $275000000.00      | $263809652.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.7500%  | 0.0000% | $249700000.00      | $249964452.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.8750%  | 0.0000% | $291990000.00      | $260558021.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-05-15      | 3.6250%  | 0.0000% | $51536200.00       | $40894236.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 4.2500%  | 0.0000% | $210700000.00      | $199391488.24      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $170000000.00      | $206031947.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 4.1250%  | 0.0000% | $200263000.00      | $203008781.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $203500000.00      | $203370507.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $228750000.00      | $216804811.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $263351000.00      | $264635781.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 2.8750%  | 0.0000% | $264000000.00      | $196533545.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-02-15      | 3.0000%  | 0.0000% | $266500000.00      | $199150895.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 2.2500%  | 0.0000% | $215300000.00      | $212363724.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-11-15      | 3.3750%  | 0.0000% | $272398900.00      | $211809476.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $200000000.00      | $201728318.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $225000000.00      | $221916044.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $200770000.00      | $203557005.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-28      | 3.7500%  | 0.0000% | $228500000.00      | $223456821.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-28      | 3.5000%  | 0.0000% | $257412000.00      | $252429734.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 3.8750%  | 0.0000% | $225000000.00      | $223613456.56      | U.S. Treasuries (including strips) |

### Security 235: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I97C0, C.3 - LEI: 571474TGEMMWANRLN572, C.5 - Other ID: ARP1I97C0_3.62_0601
- **C.18 - Value (incl. sponsor support):** $7345000000.00
- **C.18.a - Value (excl. sponsor support):** $7345000000.00
- **C.19 - Percentage of Net Assets:** 4.9500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $50000000.00       | $51316139.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $455071500.00      | $461525815.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $943104300.00      | $929384924.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $1075000000.00     | $1055605087.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $1432156900.00     | $1419070394.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $518513300.00      | $514887087.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $1747230400.00     | $1738830607.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $1336880600.00     | $1328624975.00     | U.S. Treasuries (including strips) |

### Security 236: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I97T3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I97T3_3.61_0601
- **C.18 - Value (incl. sponsor support):** $791000000.00
- **C.18.a - Value (excl. sponsor support):** $791000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $49916000.00       | $50286360.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $205112700.00      | $153469611.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $596380600.00      | $603064042.98      | U.S. Treasuries (including strips) |

### Security 237: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9MB5, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1I9MB5_3.61_0601
- **C.18 - Value (incl. sponsor support):** $171000000.00
- **C.18.a - Value (excl. sponsor support):** $171000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2026-12-31      | 4.2500%  | 0.0000% | $200.00            | $203.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $2200.00           | $2177.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 0.6250%  | 0.0000% | $600.00            | $524.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $300.00            | $301.97            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-04-15      | 1.2500%  | 0.0000% | $200.00            | $199.25            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-18      | 0.0000%  | 0.0000% | $100.00            | $99.83             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-25      | 0.0000%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-09-24      | 0.0000%  | 0.0000% | $300.00            | $296.54            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-08-04      | 0.0000%  | 0.0000% | $300.00            | $298.08            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-09-08      | 0.0000%  | 0.0000% | $100.00            | $99.01             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 3.6250%  | 0.0000% | $100.00            | $213.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 0.5000%  | 0.0000% | $700.00            | $671.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $300.00            | $285.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $2800.00           | $2453.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-15      | 4.5000%  | 0.0000% | $22929500.00       | $23330432.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-03-31      | 4.1250%  | 0.0000% | $1600.00           | $1604.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $105.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-11-15      | 4.3750%  | 0.0000% | $500.00            | $484.75            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-05-31      | 0.7500%  | 0.0000% | $200.00            | $200.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $100.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $1600.00           | $1636.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-11-15      | 4.5000%  | 0.0000% | $700.00            | $709.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $500.00            | $500.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 3.8750%  | 0.0000% | $200.00            | $183.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 4.2500%  | 0.0000% | $200.00            | $189.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 3.7500%  | 0.0000% | $500.00            | $448.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $79.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $500.00            | $495.17            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $117.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-08-15      | 4.7500%  | 0.0000% | $200.00            | $195.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $500.00            | $512.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-05-15      | 3.0000%  | 0.0000% | $600.00            | $454.08            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-08-15      | 1.5000%  | 0.0000% | $300.00            | $299.84            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $134.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $150427200.00      | $151071239.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $71.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $300.00            | $286.39            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $200.00            | $277.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.6250%  | 0.0000% | $200.00            | $198.46            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $200.00            | $244.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $100.36            | U.S. Treasuries (including strips) |

### Security 238: Fixed Income Clearing Corp. - The Bank of New York Mellon

- **C.1 - Title:** Fixed Income Clearing Corp. - The Bank of New York Mellon 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9TN2, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: ARP1I9TN2_3.60_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $197830900.00      | $210438411.59      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $30000000.00       | $64546855.85       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $12702500.00       | $14080677.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $12500000.00       | $11755920.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 4.2500%  | 0.0000% | $155755000.00      | $159197044.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $49981103.83       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Vanguard CMT Funds

**Date:** 2026-06-05

**By:** My Trieu-Gatt

**Name of Signing Officer:** My Trieu-Gatt

**Title of Signing Officer:** Treasurer