# EDGAR Filing Document

**Accession Number:** 0000798290
**File Stem:** 0001145549-25-057921
**Filing Date:** 2025-9
**Character Count:** 296160
**Document Hash:** eb586085145915e59b94aeaf269855ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-057921.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-057921

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04782
- **FILM NUMBER:** 251298923

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-08-31

**Registrant Full Name:** The HSBC Funds

**CIK Number of Registrant:** 0000798290

**LEI of Registrant:** 213800JVHAGFQYZSO120

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

**LEI of Series:** 213800MK2OTSN7TSAV83

**EDGAR Series Identifier:** S000005047

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

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

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

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

### Service Providers
| Role                          | Details                                                   | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | HSBC Global Asset Management (USA) Inc.                   | 801-25999         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: New York<br>State: NY |  |
| Administrator                 | HSBC Global Asset Management (USA) Inc.                   |  |
| Transfer Agent                | State Street Bank and Trust Co.<br>CIK: 0000839287        | 085-05003         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 45 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $43909252509.37

- **Amortized Cost of Portfolio Securities:** $43902464409.46

- **Cash:** $233663.07

- **Total Other Assets:** $98042202.42

- **Total Liabilities:** $549780125.91

- **Net Assets of Series:** $43450960149.04

- **Number of Shares Outstanding (Series):** 43452470787.1420

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $31263402601.27           | $31652576651.53            | 74.1400%                  | 75.0700%                   |
| 2025-08-04 | $32152572824.68           | $33041745675.34            | 74.6800%                  | 76.7500%                   |
| 2025-08-05 | $31712718757.15           | $32511891427.40            | 74.5800%                  | 76.4600%                   |
| 2025-08-06 | $32428781557.18           | $33028780900.18            | 75.3500%                  | 76.7400%                   |
| 2025-08-07 | $32729007883.75           | $33429009943.75            | 75.5200%                  | 77.1400%                   |
| 2025-08-08 | $31188819266.82           | $31388820144.82            | 75.5100%                  | 76.0000%                   |
| 2025-08-11 | $31942524266.92           | $32142524846.92            | 75.9600%                  | 76.4400%                   |
| 2025-08-12 | $30474506716.90           | $30674507002.90            | 75.0900%                  | 75.5800%                   |
| 2025-08-13 | $31543985554.21           | $31543985554.21            | 75.9100%                  | 75.9100%                   |
| 2025-08-14 | $30282967053.81           | $30282967053.81            | 74.8800%                  | 74.8800%                   |
| 2025-08-15 | $30130363535.79           | $30380362778.29            | 74.7800%                  | 75.4000%                   |
| 2025-08-18 | $31891138830.19           | $32466140508.44            | 75.8400%                  | 77.2100%                   |
| 2025-08-19 | $31378104904.53           | $31953106386.53            | 75.5400%                  | 76.9200%                   |
| 2025-08-20 | $32027961700.02           | $32602962636.27            | 75.9200%                  | 77.2800%                   |
| 2025-08-21 | $32389208253.60           | $32736209695.05            | 76.5700%                  | 77.3900%                   |
| 2025-08-22 | $31634244255.91           | $31656244525.63            | 76.7400%                  | 76.7900%                   |
| 2025-08-25 | $33841174781.21           | $33863174960.73            | 77.9300%                  | 77.9800%                   |
| 2025-08-26 | $33763741245.07           | $34035740977.11            | 77.8900%                  | 78.5200%                   |
| 2025-08-27 | $34177828183.22           | $34427827930.72            | 78.1400%                  | 78.7100%                   |
| 2025-08-28 | $33883912800.78           | $34133911923.28            | 77.9900%                  | 78.5600%                   |
| 2025-08-29 | $34431066164.38           | $34946241195.40            | 78.2400%                  | 79.4100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3700%             |
| 2025-08-04 | 4.3600%             |
| 2025-08-05 | 4.3600%             |
| 2025-08-06 | 4.3600%             |
| 2025-08-07 | 4.3600%             |
| 2025-08-08 | 4.3500%             |
| 2025-08-11 | 4.3500%             |
| 2025-08-12 | 4.3500%             |
| 2025-08-13 | 4.3500%             |
| 2025-08-14 | 4.3500%             |
| 2025-08-15 | 4.3500%             |
| 2025-08-18 | 4.3500%             |
| 2025-08-19 | 4.3500%             |
| 2025-08-20 | 4.3500%             |
| 2025-08-21 | 4.3500%             |
| 2025-08-22 | 4.3500%             |
| 2025-08-25 | 4.3500%             |
| 2025-08-26 | 4.3500%             |
| 2025-08-27 | 4.3500%             |
| 2025-08-28 | 4.3600%             |
| 2025-08-29 | 4.3500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0000                      |
|  |  |
| 2025-08-04 | 1.0001                      |
|  |  |
| 2025-08-05 | 1.0000                      |
|  |  |
| 2025-08-06 | 1.0001                      |
|  |  |
| 2025-08-07 | 1.0001                      |
|  |  |
| 2025-08-08 | 1.0001                      |
|  |  |
| 2025-08-11 | 1.0001                      |
|  |  |
| 2025-08-12 | 1.0001                      |
|  |  |
| 2025-08-13 | 1.0001                      |
|  |  |
| 2025-08-14 | 1.0001                      |
|  |  |
| 2025-08-15 | 1.0001                      |
|  |  |
| 2025-08-18 | 1.0001                      |
|  |  |
| 2025-08-19 | 1.0001                      |
|  |  |
| 2025-08-20 | 1.0001                      |
|  |  |
| 2025-08-21 | 1.0001                      |
|  |  |
| 2025-08-22 | 1.0001                      |
|  |  |
| 2025-08-25 | 1.0001                      |
|  |  |
| 2025-08-26 | 1.0001                      |
|  |  |
| 2025-08-27 | 1.0001                      |
|  |  |
| 2025-08-28 | 1.0001                      |
|  |  |
| 2025-08-29 | 1.0001                      |
|  |  |

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

### Class: Class Y

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2002114928.19

- **Number of Shares Outstanding:** 2002149128.2610

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $199301605.55             | $499990294.93           |
| 2025-08-04 | $33046922.58              | $269186985.76           |
| 2025-08-05 | $35537761.88              | $136607469.71           |
| 2025-08-06 | $411469571.93             | $153435059.95           |
| 2025-08-07 | $43579951.48              | $32787094.73            |
| 2025-08-08 | $117527525.52             | $127408230.58           |
| 2025-08-11 | $73818620.17              | $36252483.46            |
| 2025-08-12 | $149986868.55             | $118108778.08           |
| 2025-08-13 | $644748276.26             | $52526605.94            |
| 2025-08-14 | $45385987.23              | $667992681.90           |
| 2025-08-15 | $54456277.03              | $178371454.17           |
| 2025-08-18 | $13021679.83              | $74352731.99            |
| 2025-08-19 | $94642411.13              | $25764702.36            |
| 2025-08-20 | $111126035.13             | $44714663.79            |
| 2025-08-21 | $88871964.24              | $67880489.26            |
| 2025-08-22 | $28104045.83              | $133373705.09           |
| 2025-08-25 | $131000123.27             | $22903036.80            |
| 2025-08-26 | $95101970.99              | $115795852.99           |
| 2025-08-27 | $67858224.81              | $132399645.22           |
| 2025-08-28 | $137935154.17             | $24843448.06            |
| 2025-08-29 | $145863314.67             | $105127343.82           |

**Total Gross Subscriptions (Month):** $2722384292.25

**Total Gross Redemptions (Month):** $3019822758.59

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1400%           |
| 2025-08-04 | 4.1300%           |
| 2025-08-05 | 4.1300%           |
| 2025-08-06 | 4.1300%           |
| 2025-08-07 | 4.1200%           |
| 2025-08-08 | 4.1200%           |
| 2025-08-11 | 4.1200%           |
| 2025-08-12 | 4.1200%           |
| 2025-08-13 | 4.1200%           |
| 2025-08-14 | 4.1200%           |
| 2025-08-15 | 4.1200%           |
| 2025-08-18 | 4.1200%           |
| 2025-08-19 | 4.1200%           |
| 2025-08-20 | 4.1200%           |
| 2025-08-21 | 4.1200%           |
| 2025-08-22 | 4.1200%           |
| 2025-08-25 | 4.1200%           |
| 2025-08-26 | 4.1200%           |
| 2025-08-27 | 4.1200%           |
| 2025-08-28 | 4.1200%           |
| 2025-08-29 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                                               | PARTNERSHIPS     | 7.7000%          | 0.0000%              |
| Depository institution or other banking institution |  | 19.4600%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.5900%          | 0.0000%              |
| Non-financial corporation                           |  | 6.7400%          | 0.0000%              |
| Non-financial corporation                           |  | 6.8200%          | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1825149219.56

- **Number of Shares Outstanding:** 1824895868.7410

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0002          |
|  |  |
| 2025-08-04 | 1.0002          |
|  |  |
| 2025-08-05 | 1.0002          |
|  |  |
| 2025-08-06 | 1.0002          |
|  |  |
| 2025-08-07 | 1.0002          |
|  |  |
| 2025-08-08 | 1.0002          |
|  |  |
| 2025-08-11 | 1.0002          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0003          |
|  |  |
| 2025-08-14 | 1.0003          |
|  |  |
| 2025-08-15 | 1.0002          |
|  |  |
| 2025-08-18 | 1.0002          |
|  |  |
| 2025-08-19 | 1.0002          |
|  |  |
| 2025-08-20 | 1.0002          |
|  |  |
| 2025-08-21 | 1.0002          |
|  |  |
| 2025-08-22 | 1.0003          |
|  |  |
| 2025-08-25 | 1.0002          |
|  |  |
| 2025-08-26 | 1.0003          |
|  |  |
| 2025-08-27 | 1.0003          |
|  |  |
| 2025-08-28 | 1.0003          |
|  |  |
| 2025-08-29 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $7030216.91               | $13485354.64            |
| 2025-08-04 | $2278482.98               | $5977792.54             |
| 2025-08-05 | $300700973.48             | $1430179.27             |
| 2025-08-06 | $2651198.28               | $2521219.56             |
| 2025-08-07 | $2722122.72               | $6934122.53             |
| 2025-08-08 | $26164650.25              | $754866.88              |
| 2025-08-11 | $837346.49                | $19821471.79            |
| 2025-08-12 | $14073192.15              | $13890218.45            |
| 2025-08-13 | $2902859.60               | $4168833.34             |
| 2025-08-14 | $1802370.71               | $4795009.73             |
| 2025-08-15 | $4136131.77               | $8164372.90             |
| 2025-08-18 | $4423133.64               | $1640236.86             |
| 2025-08-19 | $27585.21                 | $9037861.45             |
| 2025-08-20 | $155664.39                | $1691062.01             |
| 2025-08-21 | $600003.09                | $1925648.42             |
| 2025-08-22 | $2002.21                  | $14436815.91            |
| 2025-08-25 | $714747.60                | $6714654.23             |
| 2025-08-26 | $8474607.64               | $0.00                   |
| 2025-08-27 | $9482158.55               | $39193587.63            |
| 2025-08-28 | $71690.23                 | $109540638.53           |
| 2025-08-29 | $156882.62                | $159127226.72           |

**Total Gross Subscriptions (Month):** $389408020.52

**Total Gross Redemptions (Month):** $425251173.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.8900%           |
| 2025-08-04 | 3.8800%           |
| 2025-08-05 | 3.8800%           |
| 2025-08-06 | 3.8800%           |
| 2025-08-07 | 3.8700%           |
| 2025-08-08 | 3.8700%           |
| 2025-08-11 | 3.8700%           |
| 2025-08-12 | 3.8700%           |
| 2025-08-13 | 3.8700%           |
| 2025-08-14 | 3.8700%           |
| 2025-08-15 | 3.8700%           |
| 2025-08-18 | 3.8700%           |
| 2025-08-19 | 3.8700%           |
| 2025-08-20 | 3.8700%           |
| 2025-08-21 | 3.8700%           |
| 2025-08-22 | 3.8700%           |
| 2025-08-25 | 3.8700%           |
| 2025-08-26 | 3.8700%           |
| 2025-08-27 | 3.8700%           |
| 2025-08-28 | 3.8700%           |
| 2025-08-29 | 3.8700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 87.1900%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.5600%          | 0.0000%              |

### Class: Class I

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $33124559154.11

- **Number of Shares Outstanding:** 33126423055.7500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $1468010169.23            | $1362451351.93          |
| 2025-08-04 | $1964070808.20            | $1461807656.34          |
| 2025-08-05 | $1933831521.57            | $2097506902.10          |
| 2025-08-06 | $1448877282.57            | $1181568525.35          |
| 2025-08-07 | $1439961702.84            | $1267253021.53          |
| 2025-08-08 | $798959828.36             | $2160952679.27          |
| 2025-08-11 | $1288338643.73            | $801420737.70           |
| 2025-08-12 | $339290084.70             | $2008772405.06          |
| 2025-08-13 | $1218711090.30            | $1018974033.61          |
| 2025-08-14 | $1479631389.96            | $1858334533.05          |
| 2025-08-15 | $2148994360.46            | $2249875369.19          |
| 2025-08-18 | $2615204628.66            | $1433599328.65          |
| 2025-08-19 | $1220640139.06            | $1682975616.01          |
| 2025-08-20 | $1305058755.62            | $977496536.52           |
| 2025-08-21 | $1141493659.91            | $1155078797.44          |
| 2025-08-22 | $1095332994.87            | $1352639363.67          |
| 2025-08-25 | $2100215880.43            | $1047499792.09          |
| 2025-08-26 | $1295475857.08            | $767169823.00           |
| 2025-08-27 | $1106670707.51            | $1279302685.98          |
| 2025-08-28 | $1470072689.61            | $1298715979.03          |
| 2025-08-29 | $2601806870.25            | $1511861906.63          |

**Total Gross Subscriptions (Month):** $31480649064.92

**Total Gross Redemptions (Month):** $29975257044.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2400%           |
| 2025-08-04 | 4.2300%           |
| 2025-08-05 | 4.2300%           |
| 2025-08-06 | 4.2300%           |
| 2025-08-07 | 4.2200%           |
| 2025-08-08 | 4.2200%           |
| 2025-08-11 | 4.2200%           |
| 2025-08-12 | 4.2200%           |
| 2025-08-13 | 4.2200%           |
| 2025-08-14 | 4.2200%           |
| 2025-08-15 | 4.2200%           |
| 2025-08-18 | 4.2200%           |
| 2025-08-19 | 4.2200%           |
| 2025-08-20 | 4.2200%           |
| 2025-08-21 | 4.2200%           |
| 2025-08-22 | 4.2200%           |
| 2025-08-25 | 4.2200%           |
| 2025-08-26 | 4.2200%           |
| 2025-08-27 | 4.2200%           |
| 2025-08-28 | 4.2200%           |
| 2025-08-29 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | PARTNERSHIPS     | 5.7100%          | 0.0000%              |
| Other                     | PARTNERSHIPS     | 8.1100%          | 0.0000%              |
| Non-financial corporation |  | 7.4900%          | 0.0000%              |
| Non-financial corporation |  | 7.4000%          | 0.0000%              |
| Non-financial corporation |  | 5.1300%          | 0.0000%              |

### Class: Intermediary Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $2880500044.63

- **Number of Shares Outstanding:** 2880549182.1200

- **Expense Reimbursement/Waiver:** 287979.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $5537126.13               | $428825568.51           |
| 2025-08-04 | $37546475.54              | $2000000.00             |
| 2025-08-05 | $34425.36                 | $1446364.01             |
| 2025-08-06 | $1000000.00               | $651989127.83           |
| 2025-08-07 | $621589245.37             | $0.00                   |
| 2025-08-08 | $89879.29                 | $627433557.76           |
| 2025-08-11 | $44664599.35              | $12209895.86            |
| 2025-08-12 | $243084167.92             | $77179653.47            |
| 2025-08-13 | $197393162.17             | $750000.00              |
| 2025-08-14 | $464959044.54             | $84720944.00            |
| 2025-08-15 | $89217312.73              | $10000000.00            |
| 2025-08-18 | $144771606.39             | $0.00                   |
| 2025-08-19 | $156580330.56             | $1372379.62             |
| 2025-08-20 | $35630295.00              | $114781691.03           |
| 2025-08-21 | $38365791.35              | $37614117.85            |
| 2025-08-22 | $15180000.00              | $586929070.26           |
| 2025-08-25 | $643407903.08             | $1000000.00             |
| 2025-08-26 | $576632.12                | $67366478.12            |
| 2025-08-27 | $287435411.99             | $0.00                   |
| 2025-08-28 | $12748835.68              | $65200000.00            |
| 2025-08-29 | $12186985.57              | $483549976.13           |

**Total Gross Subscriptions (Month):** $3051999230.14

**Total Gross Redemptions (Month):** $3254368824.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2000%           |
| 2025-08-05 | 4.2000%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.2000%           |
| 2025-08-08 | 4.1900%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1900%           |
| 2025-08-19 | 4.1900%           |
| 2025-08-20 | 4.1900%           |
| 2025-08-21 | 4.1900%           |
| 2025-08-22 | 4.1900%           |
| 2025-08-25 | 4.1900%           |
| 2025-08-26 | 4.1900%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.2000%           |
| 2025-08-29 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 23.9000%         | 0.0000%              |
| Non-financial corporation |  | 61.2100%         | 0.0000%              |

### Class: Intermediary Service Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3161545794.06

- **Number of Shares Outstanding:** 3161390123.3700

- **Expense Reimbursement/Waiver:** 414953.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0002          |
|  |  |
| 2025-08-18 | 1.0002          |
|  |  |
| 2025-08-19 | 1.0002          |
|  |  |
| 2025-08-20 | 1.0002          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0002          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $72164126.67              | $36212623.04            |
| 2025-08-04 | $67399381.16              | $41211590.74            |
| 2025-08-05 | $102880310.22             | $19892257.17            |
| 2025-08-06 | $652287643.51             | $16922600.63            |
| 2025-08-07 | $42564269.37              | $265529434.59           |
| 2025-08-08 | $80806841.09              | $61790514.54            |
| 2025-08-11 | $61366794.77              | $192854977.98           |
| 2025-08-12 | $50740463.54              | $47902449.81            |
| 2025-08-13 | $54056115.04              | $75357307.44            |
| 2025-08-14 | $82977365.95              | $235948907.44           |
| 2025-08-15 | $212233142.65             | $75109441.94            |
| 2025-08-18 | $135418418.04             | $48308670.37            |
| 2025-08-19 | $39997479.02              | $310007954.64           |
| 2025-08-20 | $77686658.50              | $29088560.80            |
| 2025-08-21 | $66223766.88              | $16976389.48            |
| 2025-08-22 | $171255700.84             | $117013734.90           |
| 2025-08-25 | $97538791.18              | $80822297.37            |
| 2025-08-26 | $52815122.26              | $59375951.95            |
| 2025-08-27 | $100701552.56             | $116985961.97           |
| 2025-08-28 | $44908358.31              | $67458013.89            |
| 2025-08-29 | $114842425.03             | $76922335.82            |

**Total Gross Subscriptions (Month):** $2380864726.59

**Total Gross Redemptions (Month):** $1991691976.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1900%           |
| 2025-08-04 | 4.1800%           |
| 2025-08-05 | 4.1800%           |
| 2025-08-06 | 4.1800%           |
| 2025-08-07 | 4.1800%           |
| 2025-08-08 | 4.1700%           |
| 2025-08-11 | 4.1700%           |
| 2025-08-12 | 4.1700%           |
| 2025-08-13 | 4.1700%           |
| 2025-08-14 | 4.1700%           |
| 2025-08-15 | 4.1700%           |
| 2025-08-18 | 4.1700%           |
| 2025-08-19 | 4.1700%           |
| 2025-08-20 | 4.1700%           |
| 2025-08-21 | 4.1700%           |
| 2025-08-22 | 4.1700%           |
| 2025-08-25 | 4.1700%           |
| 2025-08-26 | 4.1700%           |
| 2025-08-27 | 4.1700%           |
| 2025-08-28 | 4.1800%           |
| 2025-08-29 | 4.1700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 19.2600%         | 0.0000%              |
| Non-financial corporation                           |  | 10.9700%         | 0.0000%              |
| Non-financial corporation                           |  | 17.1700%         | 0.0000%              |

### Class: Class P

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $457091008.49

- **Number of Shares Outstanding:** 457063428.9000

- **Expense Reimbursement/Waiver:** 40157.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0002          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0002          |
|  |  |
| 2025-08-07 | 1.0002          |
|  |  |
| 2025-08-08 | 1.0002          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0002          |
|  |  |
| 2025-08-18 | 1.0002          |
|  |  |
| 2025-08-19 | 1.0002          |
|  |  |
| 2025-08-20 | 1.0002          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0002          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $14847898.71              | $756830.95              |
| 2025-08-04 | $3432488.64               | $10628882.29            |
| 2025-08-05 | $2888891.36               | $2498588.94             |
| 2025-08-06 | $2002558.40               | $763802.57              |
| 2025-08-07 | $9556135.85               | $4995116.89             |
| 2025-08-08 | $10609015.39              | $4887445.20             |
| 2025-08-11 | $44141533.67              | $2271030.44             |
| 2025-08-12 | $2651003.66               | $6197451.79             |
| 2025-08-13 | $8764089.29               | $9906559.72             |
| 2025-08-14 | $4146677.83               | $3090420.16             |
| 2025-08-15 | $2961924.96               | $948434.58              |
| 2025-08-18 | $6283059.04               | $1654282.83             |
| 2025-08-19 | $1682230.54               | $1688785.53             |
| 2025-08-20 | $5927688.04               | $16772928.26            |
| 2025-08-21 | $5354563.38               | $1875100.64             |
| 2025-08-22 | $285357.42                | $5886586.10             |
| 2025-08-25 | $2180449.16               | $12976945.44            |
| 2025-08-26 | $26998071.17              | $7807728.88             |
| 2025-08-27 | $1710033.98               | $12748929.31            |
| 2025-08-28 | $3110745.54               | $8383788.20             |
| 2025-08-29 | $7951722.62               | $7874919.95             |

**Total Gross Subscriptions (Month):** $167486138.65

**Total Gross Redemptions (Month):** $124614558.67

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1900%           |
| 2025-08-04 | 4.1800%           |
| 2025-08-05 | 4.1800%           |
| 2025-08-06 | 4.1800%           |
| 2025-08-07 | 4.1800%           |
| 2025-08-08 | 4.1700%           |
| 2025-08-11 | 4.1700%           |
| 2025-08-12 | 4.1700%           |
| 2025-08-13 | 4.1700%           |
| 2025-08-14 | 4.1700%           |
| 2025-08-15 | 4.1700%           |
| 2025-08-18 | 4.1700%           |
| 2025-08-19 | 4.1700%           |
| 2025-08-20 | 4.1700%           |
| 2025-08-21 | 4.1700%           |
| 2025-08-22 | 4.1700%           |
| 2025-08-25 | 4.1700%           |
| 2025-08-26 | 4.1700%           |
| 2025-08-27 | 4.1700%           |
| 2025-08-28 | 4.1800%           |
| 2025-08-29 | 4.1700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 8.7500%          | 0.0000%              |
| Non-financial corporation |  | 5.4000%          | 0.0000%              |
| Non-financial corporation |  | 12.9900%         | 0.0000%              |
| Non-financial corporation |  | 6.4000%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** BlackRock Liquidity Funds FedFund Portfolio, Institutional Shares 4.179700%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 05999F9K6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6455092.82
- **C.18.a - Value (excl. sponsor support):** $6455092.82
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AKEA0, C.4 - ISIN: US3130AKEA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $60017701.80
- **C.18.a - Value (excl. sponsor support):** $60017701.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200087420.00
- **C.18.a - Value (excl. sponsor support):** $200087420.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYAQ9, C.4 - ISIN: US3130AYAQ96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200098810.00
- **C.18.a - Value (excl. sponsor support):** $200098810.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4H46, C.4 - ISIN: US3130B4H465, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100001945.00
- **C.18.a - Value (excl. sponsor support):** $100001945.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5WR5, C.4 - ISIN: US3130B5WR52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200000626.00
- **C.18.a - Value (excl. sponsor support):** $200000626.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B67K6, C.4 - ISIN: US3130B67K69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000516.00
- **C.18.a - Value (excl. sponsor support):** $100000516.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AK2, C.4 - ISIN: US3130B6AK21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999702.50
- **C.18.a - Value (excl. sponsor support):** $249999702.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AQ9, C.4 - ISIN: US3130B6AQ90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000491.00
- **C.18.a - Value (excl. sponsor support):** $100000491.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MX1, C.4 - ISIN: US3130B6MX14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200000156.00
- **C.18.a - Value (excl. sponsor support):** $200000156.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6N36, C.4 - ISIN: US3130B6N369, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199998606.00
- **C.18.a - Value (excl. sponsor support):** $199998606.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75S9, C.4 - ISIN: US3130B75S95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150011598.00
- **C.18.a - Value (excl. sponsor support):** $150011598.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75T7, C.4 - ISIN: US3130B75T78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100012252.00
- **C.18.a - Value (excl. sponsor support):** $100012252.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75U4, C.4 - ISIN: US3130B75U42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150007071.00
- **C.18.a - Value (excl. sponsor support):** $150007071.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B76Y5, C.4 - ISIN: US3130B76Y54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $160007027.20
- **C.18.a - Value (excl. sponsor support):** $160007027.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B77K4, C.4 - ISIN: US3130B77K42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150002559.00
- **C.18.a - Value (excl. sponsor support):** $150002559.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7A95, C.4 - ISIN: US3130B7A950, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $180002644.20
- **C.18.a - Value (excl. sponsor support):** $180002644.20
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7CR3, C.4 - ISIN: US3130B7CR39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50000142.00
- **C.18.a - Value (excl. sponsor support):** $50000142.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HR8, C.4 - ISIN: US3130B7HR83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150023643.00
- **C.18.a - Value (excl. sponsor support):** $150023643.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-05-17
- **C.13 - Final Legal Maturity Date:** 2027-05-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98213194.00
- **C.18.a - Value (excl. sponsor support):** $98213194.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6M2, C.4 - ISIN: US3133EP6M26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250449062.50
- **C.18.a - Value (excl. sponsor support):** $250449062.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD85, C.4 - ISIN: US3133EPD856, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70013040.30
- **C.18.a - Value (excl. sponsor support):** $70013040.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH99, C.4 - ISIN: US3133EPH998, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275030679.00
- **C.18.a - Value (excl. sponsor support):** $275030679.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPP33, C.4 - ISIN: US3133EPP330, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50106992.00
- **C.18.a - Value (excl. sponsor support):** $50106992.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPP82, C.4 - ISIN: US3133EPP827, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100012253.00
- **C.18.a - Value (excl. sponsor support):** $100012253.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50025356.00
- **C.18.a - Value (excl. sponsor support):** $50025356.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPV28, C.4 - ISIN: US3133EPV288, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200057722.00
- **C.18.a - Value (excl. sponsor support):** $200057722.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVL6, C.4 - ISIN: US3133EPVL66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $265175328.52
- **C.18.a - Value (excl. sponsor support):** $265175328.52
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **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 29: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWR2, C.4 - ISIN: US3133EPWR28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400012976.00
- **C.18.a - Value (excl. sponsor support):** $400012976.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **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 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZF5, C.4 - ISIN: US3133EPZF52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100011772.00
- **C.18.a - Value (excl. sponsor support):** $100011772.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3B5, C.4 - ISIN: US3133ER3B51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250027875.00
- **C.18.a - Value (excl. sponsor support):** $250027875.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4D0, C.4 - ISIN: US3133ER4D09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200020366.00
- **C.18.a - Value (excl. sponsor support):** $200020366.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4Z1, C.4 - ISIN: US3133ER4Z11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100013579.00
- **C.18.a - Value (excl. sponsor support):** $100013579.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7A3, C.4 - ISIN: US3133ER7A33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29999913.00
- **C.18.a - Value (excl. sponsor support):** $29999913.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD65, C.4 - ISIN: US3133ERD654, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100012512.00
- **C.18.a - Value (excl. sponsor support):** $100012512.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10010241.90
- **C.18.a - Value (excl. sponsor support):** $10010241.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40041538.80
- **C.18.a - Value (excl. sponsor support):** $40041538.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK67, C.4 - ISIN: US3133ERK675, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125014297.50
- **C.18.a - Value (excl. sponsor support):** $125014297.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKL4, C.4 - ISIN: US3133ERKL42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164144429.54
- **C.18.a - Value (excl. sponsor support):** $164144429.54
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50039422.50
- **C.18.a - Value (excl. sponsor support):** $50039422.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKY6, C.4 - ISIN: US3133ERKY62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174971819.75
- **C.18.a - Value (excl. sponsor support):** $174971819.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15015192.00
- **C.18.a - Value (excl. sponsor support):** $15015192.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPH8, C.4 - ISIN: US3133ERPH84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150018528.00
- **C.18.a - Value (excl. sponsor support):** $150018528.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60051006.60
- **C.18.a - Value (excl. sponsor support):** $60051006.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50051485.00
- **C.18.a - Value (excl. sponsor support):** $50051485.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQC8, C.4 - ISIN: US3133ERQC88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200155480.00
- **C.18.a - Value (excl. sponsor support):** $200155480.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQN4, C.4 - ISIN: US3133ERQN44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150004429.50
- **C.18.a - Value (excl. sponsor support):** $150004429.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS77, C.4 - ISIN: US3133ERS777, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $249975325.00
- **C.18.a - Value (excl. sponsor support):** $249975325.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10009501.10
- **C.18.a - Value (excl. sponsor support):** $10009501.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTL5, C.4 - ISIN: US3133ERTL50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279988942.80
- **C.18.a - Value (excl. sponsor support):** $279988942.80
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUU3, C.4 - ISIN: US3133ERUU31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100013007.00
- **C.18.a - Value (excl. sponsor support):** $100013007.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175017659.25
- **C.18.a - Value (excl. sponsor support):** $175017659.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW80, C.4 - ISIN: US3133ERW803, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150057571.50
- **C.18.a - Value (excl. sponsor support):** $150057571.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW98, C.4 - ISIN: US3133ERW985, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60022405.80
- **C.18.a - Value (excl. sponsor support):** $60022405.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWG2, C.4 - ISIN: US3133ERWG29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $350020723.50
- **C.18.a - Value (excl. sponsor support):** $350020723.50
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX48, C.4 - ISIN: US3133ERX488, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175058504.25
- **C.18.a - Value (excl. sponsor support):** $175058504.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $240976856.17
- **C.18.a - Value (excl. sponsor support):** $240976856.17
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZ53, C.4 - ISIN: US3133ERZ533, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250026682.50
- **C.18.a - Value (excl. sponsor support):** $250026682.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15014532.75
- **C.18.a - Value (excl. sponsor support):** $15014532.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85096173.25
- **C.18.a - Value (excl. sponsor support):** $85096173.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100010951.00
- **C.18.a - Value (excl. sponsor support):** $100010951.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEN3, C.4 - ISIN: US3133ETEN38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100012753.00
- **C.18.a - Value (excl. sponsor support):** $100012753.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGF8, C.4 - ISIN: US3133ETGF85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75010227.75
- **C.18.a - Value (excl. sponsor support):** $75010227.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKA4, C.4 - ISIN: US3133ETKA43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20000481.80
- **C.18.a - Value (excl. sponsor support):** $20000481.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100010862.00
- **C.18.a - Value (excl. sponsor support):** $100010862.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50006462.50
- **C.18.a - Value (excl. sponsor support):** $50006462.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETND5, C.4 - ISIN: US3133ETND54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50024253.00
- **C.18.a - Value (excl. sponsor support):** $50024253.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPA9, C.4 - ISIN: US3133ETPA97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90013342.50
- **C.18.a - Value (excl. sponsor support):** $90013342.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRJ8, C.4 - ISIN: US3133ETRJ88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125019220.00
- **C.18.a - Value (excl. sponsor support):** $125019220.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSC2, C.4 - ISIN: US3133ETSC27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25004033.25
- **C.18.a - Value (excl. sponsor support):** $25004033.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTH0, C.4 - ISIN: US3133ETTH05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100008147.00
- **C.18.a - Value (excl. sponsor support):** $100008147.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $73047987.28
- **C.18.a - Value (excl. sponsor support):** $73047987.28
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: State Street Institutional U.S. Government Money Market Fund - Premier Class

- **C.1 - Title:** State Street Institutional U.S. Government Money Market Fund - Premier Class 4.231800%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 7839989D1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1506141879.37
- **C.18.a - Value (excl. sponsor support):** $1506141879.37
- **C.19 - Percentage of Net Assets:** 3.4700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: FIXED INCOME CLEARING CORPORATION (STATE STREET BANK)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (STATE STREET BANK) 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_4.33_0902
- **C.18 - Value (incl. sponsor support):** $4845000000.00
- **C.18.a - Value (excl. sponsor support):** $4845000000.00
- **C.19 - Percentage of Net Assets:** 11.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $44000000.00       | $32914436.72       | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $400000000.00      | $261014272.00      | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $118058500.00      | $117760721.10      | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $500000000.00      | $495747295.00      | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $136000000.00      | $95403725.28       | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $429443700.00      | $304716857.70      | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 3.0000%  | 0.0000% | $700000000.00      | $527357516.00      | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $250000000.00      | $193898610.00      | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $14222600.00       | $11186650.06       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $898644700.00      | $921553921.20      | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $55123100.00       | $55006075.31       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $1911117000.00     | $1925340010.00     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $521494359.75
- **C.18.a - Value (excl. sponsor support):** $521494359.75
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.139000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198045884.00
- **C.18.a - Value (excl. sponsor support):** $198045884.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.110000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $421540480.48
- **C.18.a - Value (excl. sponsor support):** $421540480.48
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.011000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $295389969.00
- **C.18.a - Value (excl. sponsor support):** $295389969.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.979000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $451629559.40
- **C.18.a - Value (excl. sponsor support):** $451629559.40
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.296000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199788334.00
- **C.18.a - Value (excl. sponsor support):** $199788334.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.266000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $687028590.90
- **C.18.a - Value (excl. sponsor support):** $687028590.90
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.229000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497463890.00
- **C.18.a - Value (excl. sponsor support):** $497463890.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.196000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $934520194.80
- **C.18.a - Value (excl. sponsor support):** $934520194.80
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.167000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397053548.00
- **C.18.a - Value (excl. sponsor support):** $397053548.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.158000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198372574.00
- **C.18.a - Value (excl. sponsor support):** $198372574.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.139000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198223872.00
- **C.18.a - Value (excl. sponsor support):** $198223872.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.114000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395849876.00
- **C.18.a - Value (excl. sponsor support):** $395849876.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.326000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399337256.00
- **C.18.a - Value (excl. sponsor support):** $399337256.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.315000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $947647011.50
- **C.18.a - Value (excl. sponsor support):** $947647011.50
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.313000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $548186221.00
- **C.18.a - Value (excl. sponsor support):** $548186221.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197783334.00
- **C.18.a - Value (excl. sponsor support):** $197783334.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.073000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $332966173.50
- **C.18.a - Value (excl. sponsor support):** $332966173.50
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199184306.00
- **C.18.a - Value (excl. sponsor support):** $199184306.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **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 94: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.238000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248786667.50
- **C.18.a - Value (excl. sponsor support):** $248786667.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.226000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198871638.00
- **C.18.a - Value (excl. sponsor support):** $198871638.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.219000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397427112.00
- **C.18.a - Value (excl. sponsor support):** $397427112.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.835000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $482705665.00
- **C.18.a - Value (excl. sponsor support):** $482705665.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.012000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197224888.00
- **C.18.a - Value (excl. sponsor support):** $197224888.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.014000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394147976.00
- **C.18.a - Value (excl. sponsor support):** $394147976.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.015000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393548464.00
- **C.18.a - Value (excl. sponsor support):** $393548464.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.988000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393295468.00
- **C.18.a - Value (excl. sponsor support):** $393295468.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.154000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397152328.00
- **C.18.a - Value (excl. sponsor support):** $397152328.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.106000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297423495.00
- **C.18.a - Value (excl. sponsor support):** $297423495.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.097000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297197376.00
- **C.18.a - Value (excl. sponsor support):** $297197376.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.111000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395941400.00
- **C.18.a - Value (excl. sponsor support):** $395941400.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.983000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393008024.00
- **C.18.a - Value (excl. sponsor support):** $393008024.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.975000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $392434480.00
- **C.18.a - Value (excl. sponsor support):** $392434480.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.118000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296255841.00
- **C.18.a - Value (excl. sponsor support):** $296255841.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.122000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394694584.00
- **C.18.a - Value (excl. sponsor support):** $394694584.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.4 - ISIN: US9128282A70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $127142087.80
- **C.18.a - Value (excl. sponsor support):** $127142087.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 111: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99247780.00
- **C.18.a - Value (excl. sponsor support):** $99247780.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98954838.00
- **C.18.a - Value (excl. sponsor support):** $98954838.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $217628180.00
- **C.18.a - Value (excl. sponsor support):** $217628180.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.132000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98483374.00
- **C.18.a - Value (excl. sponsor support):** $98483374.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.035000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393144060.00
- **C.18.a - Value (excl. sponsor support):** $393144060.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.975000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $392715948.00
- **C.18.a - Value (excl. sponsor support):** $392715948.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200719912.00
- **C.18.a - Value (excl. sponsor support):** $200719912.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399442916.00
- **C.18.a - Value (excl. sponsor support):** $399442916.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150062275.50
- **C.18.a - Value (excl. sponsor support):** $150062275.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100108871.00
- **C.18.a - Value (excl. sponsor support):** $100108871.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $260097247.80
- **C.18.a - Value (excl. sponsor support):** $260097247.80
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100564311.00
- **C.18.a - Value (excl. sponsor support):** $100564311.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100419052.00
- **C.18.a - Value (excl. sponsor support):** $100419052.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 124: Federated Govt Oblg Pr Shares

- **C.1 - Title:** Federated Govt Oblg Pr Shares 4.211300%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 927XCDII9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25062497.14
- **C.18.a - Value (excl. sponsor support):** $25062497.14
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2049-01-01
- **C.13 - Final Legal Maturity Date:** 2049-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: Dreyfus Government Cash Management, Institutional Shares

- **C.1 - Title:** Dreyfus Government Cash Management, Institutional Shares 4.180100%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 975LFWII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7821338.05
- **C.18.a - Value (excl. sponsor support):** $7821338.05
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: Fixed Income Clearing Corporation (Bank of New York)

- **C.1 - Title:** Fixed Income Clearing Corporation (Bank of New York) 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKLJ2, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKLJ2_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 3.4500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $675770800.00      | $632081446.73      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $245236500.00      | $267456637.14      | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $611074000.00      | $630461966.44      | U.S. Treasuries (including strips) |

### Security 127: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKM28, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1AKM28_4.34_0902
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $2250352.00        | $2291650.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2055.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1212.00           | $1221.95           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $207033.00         | $220461.56         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $2001.00           | $2082.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $826368.00         | $839450.87         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.74           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $11791808.00       | $11528244.61       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1020.83           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $7082.00           | $7197.52           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-04-01      | 3.0000%  | 0.0000% | $8487822.00        | $7521077.52        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $2437.00           | $2064.29           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $8841216.00        | $8174569.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $8128399.00        | $7969838.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $25159468.00       | $24068966.22       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4667.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1880.92           | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-12-20      | 3.0000%  | 0.0000% | $1005.00           | $142.30            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 4.5000%  | 0.0000% | $1001.00           | $73.26             | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-07-20      | 3.0000%  | 0.0000% | $1000.00           | $314.37            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 3.5000%  | 0.0000% | $1000.00           | $705.37            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 3.5000%  | 0.0000% | $1024.00           | $727.42            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1004.00           | $263.96            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1017.00           | $84.18             | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-15      | 2.5000%  | 0.0000% | $1001.00           | $676.44            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $810.82            | Agency Mortgage-Backed Securities  |
| GNMA          | 2072-01-20      | 5.8660%  | 0.0000% | $7490.00           | $6954.12           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 7.5000%  | 0.0000% | $1000.00           | $636.35            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-15      | 6.5000%  | 0.0000% | $1000.00           | $1061.93           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 7.5000%  | 0.0000% | $1000.00           | $576.01            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $840.77            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1054.35           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 8.0000%  | 0.0000% | $1000.00           | $1035.28           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $475.88            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $804.54            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $834.05            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1005.00           | $882.30            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $981.38            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $998.06            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $915.62            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $514.28            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 7.5000%  | 0.0000% | $1000.00           | $509.89            | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-08-20      | 6.5340%  | 0.0000% | $25322.00          | $9905.70           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.21           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 7.5000%  | 0.0000% | $1008.00           | $1073.72           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 5.5000%  | 0.0000% | $1000.00           | $996.29            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1079.95           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $3888849.00        | $3028511.06        | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1028.18           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1026.00           | $625.59            | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1019.00           | $775.06            | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1000.00           | $548.04            | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $5976352.00        | $5444704.94        | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1024.00           | $740.16            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.19           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $994.01            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.49           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.87           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $1000.00           | $761.79            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 6.5000%  | 0.0000% | $1000.00           | $371.20            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 7.5000%  | 0.0000% | $1008.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $6788080.00        | $7318028.60        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.69           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.56           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.14           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1008.00           | $1064.91           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1349870.00        | $1394431.31        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $1390526.00        | $1470512.45        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $201473.00         | $211708.72         | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $726816.00         | $749375.82         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-09-20      | 6.5000%  | 0.0000% | $142087.00         | $146025.27         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-06-20      | 5.0000%  | 0.0000% | $1008.00           | $680.14            | Agency Mortgage-Backed Securities  |
| USTR          | 2025-09-04      | N/A      | 0.0000% | $3780900.00        | $3780011.49        | U.S. Treasuries (including strips) |
| USTR          | 2025-10-30      | N/A      | 0.0000% | $844100.00         | $838463.10         | U.S. Treasuries (including strips) |
| USTR          | 2025-12-18      | N/A      | 0.0000% | $300.00            | $296.43            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | N/A      | 0.0000% | $560000.00         | $537531.68         | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $226900.00         | $177259.92         | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $167100.00         | $123565.23         | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.49             | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $3915800.00        | $1856545.56        | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $1082600.00        | $563046.95         | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 1.8750%  | 0.0000% | $188000.00         | $129094.77         | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $24400.00          | $16143.18          | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $1342400.00        | $1114708.04        | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.60             | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $336600.00         | $379411.94         | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.61             | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $333100.00         | $371763.29         | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $8171000.00        | $8299216.07        | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $96.79             | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $221700.00         | $246476.40         | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $17267086.00       | $13244272.26       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $2128.00           | $1592.92           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $5094560.00        | $3667448.05        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1049.00           | $901.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $114591.00         | $106544.01         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $40267377.00       | $35852063.08       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $3002.00           | $1361.00           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-01-01      | 2.0000%  | 0.0000% | $22615520.00       | $13112525.86       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $18308.00          | $14335.92          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1072.00           | $1030.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1838228.00        | $1429701.49        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1906130.00        | $1808950.14        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $917926.00         | $874942.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1261536.00        | $1192848.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $50937197.00       | $19322563.16       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $6615399.00        | $5027913.47        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $30458647.00       | $25073242.34       | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-11-01      | 6.0000%  | 0.0000% | $866240.00         | $749312.84         | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-03-01      | 5.4100%  | 0.0000% | $1000.00           | $721.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 3.4000%  | 0.0000% | $1008.00           | $462.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 3.0400%  | 0.0000% | $1000.00           | $695.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-08-01      | 2.5700%  | 0.0000% | $1077.00           | $941.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-12-01      | 3.0200%  | 0.0000% | $1001.00           | $879.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-06-01      | 3.2600%  | 0.0000% | $5904000.00        | $4739808.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 3.3300%  | 0.0000% | $1000.00           | $843.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-02-01      | 3.2500%  | 0.0000% | $1000.00           | $855.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 7.0000%  | 0.0000% | $1140350.00        | $751874.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $753304.00         | $538682.93         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1667111.00        | $1414988.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $2142240.00        | $2176219.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $10954.00          | $11429.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1244051.00        | $1258142.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $3000.00           | $3043.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $980682.00         | $995715.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2060-06-01      | 2.5000%  | 0.0000% | $27535820.00       | $12872107.13       | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1284.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $19909630.00       | $9536193.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-10-01      | 3.5100%  | 0.0000% | $4987000.00        | $4780955.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-01-01      | 3.6500%  | 0.0000% | $1000.00           | $992.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-03-01      | 3.5500%  | 0.0000% | $1000.00           | $952.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-06-01      | 2.9600%  | 0.0000% | $1000.00           | $849.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 2.1500%  | 0.0000% | $1035.00           | $910.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-09-01      | 2.3800%  | 0.0000% | $1028.00           | $928.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-05-01      | 2.0800%  | 0.0000% | $7010.00           | $6386.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-10-01      | 1.3300%  | 0.0000% | $1000.00           | $877.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 1.7546%  | 0.0000% | $2712990.00        | $2339749.73        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $155196.00         | $94606.50          | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.4900%  | 0.0000% | $972998.00         | $852441.49         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 1.9800%  | 0.0000% | $987987.00         | $884757.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.4100%  | 0.0000% | $1000.00           | $869.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 1.3800%  | 0.0000% | $1000.00           | $864.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.5800%  | 0.0000% | $1000.00           | $876.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.4800%  | 0.0000% | $1001.00           | $872.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 1.5400%  | 0.0000% | $1000.00           | $876.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 1.8400%  | 0.0000% | $1000.00           | $845.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 2.0200%  | 0.0000% | $1000.00           | $888.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-07-01      | 1.8150%  | 0.0000% | $986957.00         | $862100.69         | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-11-01      | 1.6600%  | 0.0000% | $1000.00           | $861.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-11-01      | 1.9900%  | 0.0000% | $1000.00           | $872.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-01-01      | 1.6650%  | 0.0000% | $1000.00           | $923.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $9609670.00        | $7358043.48        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $892960.00         | $750611.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $106845.00         | $81102.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-04-01      | 4.2300%  | 0.0000% | $890955.00         | $895864.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.2450%  | 0.0000% | $1001.00           | $1005.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $14654046.00       | $8686618.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $15999453.00       | $11523069.69       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $25177184.00       | $19530945.28       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $15828976.00       | $13248127.69       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $9408413.00        | $7999893.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $254042.00         | $234532.94         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $12220008.00       | $11276720.72       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $213390.00         | $214712.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $469.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1056.00           | $648.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $3800.00           | $3094.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $16779000.00       | $14138994.78       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $798.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $793.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $25765419.00       | $23341531.30       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1026.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $32519.00          | $21259.06          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $65300215.00       | $60449714.17       | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-10-01      | 6.0000%  | 0.0000% | $817370.00         | $639858.26         | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-12-01      | 6.0000%  | 0.0000% | $1529001.00        | $1263136.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-04-01      | 6.0000%  | 0.0000% | $1022.00           | $14.46             | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $13000.00          | $11807.37          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $5006.00           | $4758.57           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2879.13           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1960.08           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.89           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1016828.00        | $981196.88         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1940064.00        | $1885906.34        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1836.62           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $7063728.00        | $6834405.16        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1029664.00        | $1089538.82        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $5003.00           | $4662.85           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $4001.00           | $4071.57           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2004.47           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $3019.39           | Agency Mortgage-Backed Securities  |

### Security 128: FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST) 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKM36, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKM36_4.33_0902
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 8.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51286370.29       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51286370.29       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51286370.29       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $434400.00         | $440076.15         | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51286370.29       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51286370.29       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $42000000.00       | $39846637.31       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51286370.29       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50679005.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $5001900.00        | $5069826.38        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49279549.38       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49279549.38       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49279549.38       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-17      | 4.5000%  | 0.0000% | $50000000.00       | $51335595.80       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-17      | 4.5000%  | 0.0000% | $50000000.00       | $51335595.80       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-17      | 4.5000%  | 0.0000% | $50000000.00       | $51335595.80       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49279549.38       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $10375400.00       | $10510974.18       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-17      | 4.5000%  | 0.0000% | $8354000.00        | $8577151.34        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49279549.38       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49279549.38       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49279549.39       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49279549.38       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49279549.38       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51286370.29       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50653344.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $15925400.00       | $16335119.22       | U.S. Treasuries (including strips) |

### Security 129: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKM93, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKM93_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $35867589.00       | $34211595.85       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $43000000.00       | $33090460.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $35000000.00       | $32754736.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $34058488.00       | $34428900.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $35000000.00       | $28659457.45       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $96500000.00       | $34318521.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $40134830.00       | $31515430.29       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $36284558.00       | $32118840.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $32955999.00       | $32850332.88       | Agency Mortgage-Backed Securities |
| FNMA          | 2031-10-01      | 4.0000%  | 0.0000% | $58815032.00       | $34211362.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $31074968.00       | $31983841.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $32511572.00       | $33191709.32       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $31080656.00       | $31643244.75       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 4.0000%  | 0.0000% | $37431271.00       | $34796757.90       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 7.0000%  | 0.0000% | $31862901.00       | $33604089.21       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $15961638.00       | $16620718.87       | Agency Mortgage-Backed Securities |

### Security 130: BNP PARIBAS FORTIS SA

- **C.1 - Title:** BNP PARIBAS FORTIS SA 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKN68, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKN68_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2050-08-01      | 5.7660%  | 0.0000% | $1997921.00        | $309281.31         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-03-01      | 6.3650%  | 0.0000% | $2997150.00        | $41393.33          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-06-01      | 6.2500%  | 0.0000% | $1139.00           | $6.02              | Agency Mortgage-Backed Securities |
| FMAC          | 2036-02-01      | 6.1410%  | 0.0000% | $7297641.00        | $40279.39          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-06-01      | 3.5000%  | 0.0000% | $1566694.00        | $187670.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 3.5000%  | 0.0000% | $3898368.00        | $620910.64         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $5296139.00        | $1790007.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1309006.00        | $492506.27         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-06-01      | 6.0000%  | 0.0000% | $235596.00         | $5030.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $637776.00         | $82311.91          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-11-01      | 3.5000%  | 0.0000% | $1193131.00        | $95810.19          | Agency Mortgage-Backed Securities |
| FMAC          | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $251.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $2871000.00        | $351415.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $25361536.00       | $5019199.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-12-01      | 4.0000%  | 0.0000% | $1980886.00        | $289707.92         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $36928477.00       | $10095862.64       | Agency Mortgage-Backed Securities |
| FMAC          | 2037-01-01      | 1.5000%  | 0.0000% | $1054940.00        | $640666.48         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 3.0000%  | 0.0000% | $1099000.00        | $723357.03         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-09-01      | 3.5000%  | 0.0000% | $199023.00         | $91401.39          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $2554728.00        | $1644612.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $2387974.00        | $1618806.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $400310.00         | $281310.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $830000.00         | $686388.77         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $274860.00         | $211989.73         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $7305736.00        | $5502140.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $15354051.00       | $11113543.86       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $24324679.00       | $22171706.31       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $939000.00         | $887680.61         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $4621120.00        | $2215230.81        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $2361021.00        | $1303953.35        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $3331264.00        | $2178407.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $55000.00          | $31160.06          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $4549322.00        | $2865617.35        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $62999.00          | $49325.62          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1158558.00        | $1119269.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1320640.00        | $1272026.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $8941936.00        | $7894427.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2032-11-01      | 1.2200%  | 0.0000% | $863746.00         | $687316.28         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.0000%  | 0.0000% | $30000.00          | $6636.02           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $17455899.00       | $11285215.42       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 6.5000%  | 0.0000% | $1022181.00        | $679994.00         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $4986106.00        | $4077474.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $44529.00          | $38227.63          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1021910.00        | $1074175.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1581007.00        | $1210274.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $12503334.00       | $11909435.87       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $8947592.00        | $8166463.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 7.0000%  | 0.0000% | $1751670.00        | $1711034.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1526638.00        | $1415342.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $18883577.00       | $12150518.94       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $777782.00         | $483657.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $4337000.00        | $2969467.35        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1210190.00        | $956864.94         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $4497178.00        | $3681496.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $10528528.00       | $6943738.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 4.5000%  | 0.0000% | $14905107.00       | $12311015.74       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $15372.00          | $15313.14          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $37533.00          | $38717.89          | Agency Mortgage-Backed Securities |
| FMAC          | 2030-06-01      | 4.6450%  | 0.0000% | $41123418.00       | $12877.61          | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 6.3400%  | 0.0000% | $3889733.00        | $229068.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 7.0000%  | 0.0000% | $4360745.00        | $22002.65          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 5.6080%  | 0.0000% | $10400000.00       | $4829.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 6.2150%  | 0.0000% | $640000.00         | $5527.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 5.4830%  | 0.0000% | $2672101.00        | $5413.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $516035.00         | $94457.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $304583.00         | $49394.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 6.6080%  | 0.0000% | $3379493.00        | $23891.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-10-01      | 4.0000%  | 0.0000% | $585141.00         | $31997.84          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 4.0000%  | 0.0000% | $1000.00           | $204.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 4.5000%  | 0.0000% | $198663.00         | $21864.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.0000%  | 0.0000% | $720817.00         | $635963.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.5000%  | 0.0000% | $3090000.00        | $136513.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 4.0000%  | 0.0000% | $234000.00         | $43047.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 4.0000%  | 0.0000% | $179125.00         | $33832.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $3697090.00        | $1129504.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $175000.00         | $42141.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $8024000.00        | $2527772.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $1670016.00        | $514013.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $227000.00         | $42037.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $132.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $102451.00         | $14811.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $600000.00         | $80434.22          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.5000%  | 0.0000% | $550000.00         | $40146.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $786997.00         | $107680.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 6.0380%  | 0.0000% | $2000000.00        | $10455.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-03-01      | 6.5000%  | 0.0000% | $5969619.00        | $68860.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 5.5000%  | 0.0000% | $76997000.00       | $580017.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 6.1430%  | 0.0000% | $2400000.00        | $18702.75          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 6.3000%  | 0.0000% | $991068.00         | $7948.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 6.1980%  | 0.0000% | $6630000.00        | $53607.94          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.7570%  | 0.0000% | $350000.00         | $5181.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.9970%  | 0.0000% | $9891072.00        | $82660.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1194862.00        | $1226988.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1040867.00        | $1089542.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.5000%  | 0.0000% | $156561.00         | $167801.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $233164.00         | $203859.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $533925.00         | $467199.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $2473451.00        | $2387251.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $958423.00         | $934495.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $21952.00          | $22355.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1693990.00        | $1631633.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $9659147.00        | $9973690.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1272151.00        | $1312144.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1004.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1484999.00        | $1499345.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1033801.00        | $1039170.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $48800.00          | $50958.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $682272.00         | $704509.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-12-01      | 3.8800%  | 0.0000% | $370000.00         | $367877.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 2.8900%  | 0.0000% | $2627.00           | $2336.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 2.8000%  | 0.0000% | $2867437.00        | $2284744.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-11-01      | 2.4750%  | 0.0000% | $1796.00           | $1639.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 4.5000%  | 0.0000% | $3907000.00        | $715676.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 5.9000%  | 0.0000% | $1511802.00        | $378801.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.0000%  | 0.0000% | $15000000.00       | $2576446.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 6.7570%  | 0.0000% | $6062560.00        | $5805931.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 6.9540%  | 0.0000% | $250000.00         | $38074.81          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 3.0000%  | 0.0000% | $13637932.00       | $2510990.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $399000.00         | $145456.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $1256854.00        | $140700.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5900%  | 0.0000% | $1010.00           | $702.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-02-01      | 2.2400%  | 0.0000% | $8985.00           | $8031.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 3.7500%  | 0.0000% | $1002.00           | $969.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 4.9900%  | 0.0000% | $586120.00         | $581306.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-03-01      | 4.4700%  | 0.0000% | $65134.00          | $65721.68          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2188410.00        | $2170596.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $8275712.00        | $7680410.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $15266371.00       | $14943854.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1030.00           | $1038.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $607416.00         | $486195.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 7.0000%  | 0.0000% | $1632171.00        | $1469320.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $209087.00         | $208524.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1186417.00        | $809823.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $87197.00          | $61776.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $345420.00         | $346268.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1470811.00        | $1516670.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1298207.00        | $1352520.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 7.5000%  | 0.0000% | $1014525.00        | $1080338.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1328496.00        | $1389657.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 5.1300%  | 0.0000% | $175606.00         | $172702.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-05-01      | 4.3000%  | 0.0000% | $474902.00         | $475553.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-03-01      | 5.2100%  | 0.0000% | $12330.00          | $12820.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $400000.00         | $47859.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 5.0000%  | 0.0000% | $656142.00         | $195364.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $122684839.00      | $21214085.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $40034.00          | $16799.15          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 2.5000%  | 0.0000% | $35000.00          | $21087.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $14000.00          | $9447.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.5000%  | 0.0000% | $7957170.00        | $6168123.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $17010356.00       | $12696133.70       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2199203.00        | $1914617.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $12108658.00       | $11563232.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $3694488.00        | $702595.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $7300000.00        | $1388269.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 5.0000%  | 0.0000% | $780000.00         | $209821.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-05-01      | 3.5000%  | 0.0000% | $212996.00         | $26446.96          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1558974.00        | $913677.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 5.0000%  | 0.0000% | $600000.00         | $199401.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 3.5000%  | 0.0000% | $45000.00          | $23102.56          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 5.0000%  | 0.0000% | $13002.00          | $7245.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $1389549.00        | $910532.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $29938.00          | $19773.62          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $20451581.00       | $13919594.28       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 2.5000%  | 0.0000% | $24123.00          | $16786.60          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $255413.00         | $173345.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $42000.00          | $30601.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $694120.00         | $636991.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $3079804.00        | $3044325.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1281683.00        | $1368945.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 6.0000%  | 0.0000% | $2020000.00        | $30216.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $176002.00         | $13885.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $830050.00         | $66093.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 3.5000%  | 0.0000% | $64998.00          | $4994.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 2.5000%  | 0.0000% | $113000.00         | $25369.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 2.5000%  | 0.0000% | $277000.00         | $188558.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $279618.00         | $215216.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $59216.00          | $45266.02          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $80000.00          | $64124.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2505999.00        | $2137647.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 5.0000%  | 0.0000% | $4175000.00        | $268186.80         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $5899056.00        | $5627888.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $5636746.00        | $5756457.71        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $30394759.00       | $28220053.20       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1070732.00        | $1094632.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $2376500.00        | $2473908.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $2265332.00        | $2311678.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1058.25           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $743470.00         | $774068.33         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2966480.00        | $2973691.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1687284.00        | $1732064.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.2500%  | 0.0000% | $10244110.00       | $9905400.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $516257.00         | $491030.80         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $6406336.00        | $6460991.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 4.0000%  | 0.0000% | $2734028.00        | $2555737.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-05-20      | 3.5000%  | 0.0000% | $49027389.00       | $5925751.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $92.59             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 3.5000%  | 0.0000% | $50000000.00       | $6017273.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $7434252.00        | $5441350.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $11136113.00       | $5696407.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $273600.00         | $230274.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $38226559.00       | $30481658.57       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $201900.00         | $155297.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 5.5000%  | 0.0000% | $1516.00           | $1093.07           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.5000%  | 0.0000% | $36937685.00       | $27547759.58       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 6.0000%  | 0.0000% | $3253736.00        | $1920429.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 5.5000%  | 0.0000% | $1000.00           | $853.81            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $1009.00           | $597.48            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $103025.00         | $30891.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 5.5000%  | 0.0000% | $242866.00         | $218305.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $1332.00           | $1299.36           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $12113664.00       | $11998030.49       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1957856.00        | $1942640.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 3.5000%  | 0.0000% | $107206.00         | $103386.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $12054001.00       | $12477645.57       | Agency Mortgage-Backed Securities |
| GNMA          | 2042-03-20      | 5.0570%  | 0.0000% | $7350000.00        | $4003054.56        | Agency Mortgage-Backed Securities |

### Security 131: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKN76, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKN76_4.33_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $410609200.00      | $422184455.25      | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $8051100.00        | $8278064.08        | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $76674200.00       | $79371840.03       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $174100.00         | $162354.82         | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $3100.00           | $3197.26           | U.S. Treasuries (including strips) |

### Security 132: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKN84, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKN84_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $100076899.00      | $102775660.79      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $168589754.00      | $175170250.71      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $224175323.00      | $232054089.37      | Agency Mortgage-Backed Securities |

### Security 133: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKNA9, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKNA9_4.33_0902
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-12-31      | 0.3750%  | 0.0000% | $110000600.00      | $108681408.23      | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $114437700.00      | $111908656.81      | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $69205200.00       | $61360881.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $100000400.00      | $102118665.87      | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $100000200.00      | $103006140.81      | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $106847900.00      | $105002015.45      | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $103000600.00      | $105504021.14      | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $16081500.00       | $16418265.39       | U.S. Treasuries (including strips) |

### Security 134: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKNB7, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKNB7_4.34_0902
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $557643578.00      | $447232275.17      | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $319739702.00      | $215767725.28      | Agency Mortgage-Backed Securities |

### Security 135: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** MIZUHO SECURITIES USA INC. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKNC5, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKNC5_4.34_0902
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $2287000.00        | $2241445.41        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $2479700.00        | $2576395.44        | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $125590000.00      | $129162953.62      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $184181600.00      | $187049458.54      | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $29713900.00       | $30461009.75       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $5496500.00        | $5508807.08        | U.S. Treasuries (including strips) |

### Security 136: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKND3, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKND3_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $3026.00           | $137.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $2935.00           | $111.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $29530.00          | $398.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-10-01      | 6.0000%  | 0.0000% | $6553.00           | $113.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $3491.00           | $34.93             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 9.0000%  | 0.0000% | $1750626.00        | $52220.82          | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-05-01      | 5.0000%  | 0.0000% | $1355.00           | $43.32             | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-04-01      | 3.5000%  | 0.0000% | $10214394.00       | $1894625.81        | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1001.00           | $254.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-09-01      | 3.5000%  | 0.0000% | $1227.00           | $180.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-11-01      | 3.5000%  | 0.0000% | $47079105.00       | $6139326.83        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $1113.00           | $241.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-09-01      | 2.5000%  | 0.0000% | $74191.00          | $50423.32          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $5858248.00        | $2714167.71        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1005.00           | $443.69            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $2680805.00        | $1963956.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1007.00           | $781.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $822354.00         | $651001.07         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $51232646.00       | $45782448.09       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $1360397.00        | $1186930.54        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1243026.00        | $904966.91         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $3970562.00        | $2701199.55        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $54743184.00       | $49665584.62       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $880.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1404808.00        | $1194091.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $13178460.00       | $10327533.13       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $2289767.00        | $2050744.59        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $7685536.00        | $7188570.34        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1806633.00        | $1614950.89        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $36000.00          | $33066.65          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $11075955.00       | $8732239.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $862276.00         | $697806.65         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $2102907.00        | $1720763.78        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $3297000.00        | $2710618.45        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $38095495.00       | $33169519.17       | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-04-01      | 5.0000%  | 0.0000% | $2401891.00        | $306267.35         | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-07-01      | 5.0000%  | 0.0000% | $1000.00           | $83.95             | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-07-01      | 5.0000%  | 0.0000% | $2379980.00        | $176453.60         | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-06-01      | 4.5000%  | 0.0000% | $1001.00           | $137.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $5813000.00        | $1464467.76        | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-05-01      | 4.0000%  | 0.0000% | $3663165.00        | $711653.49         | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-05-01      | 4.0000%  | 0.0000% | $26775000.00       | $3900334.67        | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-07-01      | 4.0000%  | 0.0000% | $51546176.00       | $8087684.62        | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $242.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $28652451.00       | $7940662.78        | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-05-01      | 3.5000%  | 0.0000% | $14888096.00       | $3795100.67        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $6289568.00        | $3297342.84        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $13321836.00       | $8964288.35        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $695.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $4080099.00        | $2457147.00        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1488.35           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $2024.00           | $1551.13           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1999.79           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $621.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $263348.00         | $208484.85         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $804.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $5743200.00        | $4385095.89        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2024.00           | $1577.46           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $680971.00         | $493740.25         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $8211000.00        | $6905533.53        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-04-01      | 4.0000%  | 0.0000% | $1481280.00        | $244198.39         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $250.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.5000%  | 0.0000% | $1024.00           | $268.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $47604928.00       | $12926128.63       | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $1120.00           | $237.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $5444.00           | $1246.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $152.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $16984919.00       | $3477619.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $2011.00           | $377.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $15184800.00       | $2306570.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $2180.00           | $478.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-08-01      | 3.5000%  | 0.0000% | $2024.00           | $596.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2057-01-01      | 4.0000%  | 0.0000% | $50114560.00       | $17681180.31       | Agency Mortgage-Backed Securities  |
| FNMA          | 2057-09-01      | 3.5000%  | 0.0000% | $31379392.00       | $11367296.63       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $9505536.00        | $3483623.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 4.0000%  | 0.0000% | $2048.00           | $658.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $659.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-07-01      | 2.9800%  | 0.0000% | $12416401.00       | $11035545.46       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $13490.00          | $2171.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-07-01      | 4.3599%  | 0.0000% | $59673395.00       | $59184811.84       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $17244000.00       | $2692374.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.0000%  | 0.0000% | $11173152.00       | $3651251.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $865000.00         | $278251.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1100.00           | $360.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $386.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $504.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $134198.00         | $104499.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $3363376.00        | $2104627.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $838.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $708776.00         | $554210.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3414208.00        | $2542554.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $741.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $7703000.00        | $6976160.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $12394032.00       | $11249914.51       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $4677400.00        | $3699534.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1188000.00        | $1149861.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2008.00           | $1671.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $12617247.00       | $2291026.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $869670.00         | $261500.05         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $308.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $1024.00           | $204.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $493.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $13481616.00       | $6676212.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $5332000.00        | $2289122.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1008.00           | $624.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $68299800.00       | $48353435.65       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $7993970.00        | $6641343.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $917.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $4158920.00        | $3286644.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $6394970.00        | $5392105.16        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $5190176.00        | $4209410.10        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $3732384.00        | $3454868.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $931.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $875.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $851.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $544595.00         | $506548.20         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $836.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $832.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $762.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $840.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $12000.00          | $10676.79          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-01-01      | 5.5000%  | 0.0000% | $22702680.00       | $1061235.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $6495488.00        | $5231306.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $8495784.00        | $6944987.77        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $4603908.00        | $4361600.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $255744.00         | $261895.98         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $885.86            | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-03-15      | 4.0000%  | 0.0000% | $159654.00         | $6692.75           | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-05-20      | 4.0000%  | 0.0000% | $280256.00         | $32581.97          | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-07-20      | 4.0000%  | 0.0000% | $223428.00         | $11086.81          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-04-15      | 3.0000%  | 0.0000% | $306794.00         | $49820.15          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-10-20      | 3.0000%  | 0.0000% | $224186.00         | $32975.90          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-03-20      | 3.5000%  | 0.0000% | $400000.00         | $44319.25          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $296999.00         | $31314.04          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-11-15      | 3.0000%  | 0.0000% | $219166.00         | $20458.96          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-02-15      | 3.0000%  | 0.0000% | $384786.00         | $58616.86          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-05-20      | 4.0000%  | 0.0000% | $750000.00         | $42265.59          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-07-20      | 4.0000%  | 0.0000% | $227982.00         | $13822.56          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-08-20      | 4.0000%  | 0.0000% | $597000.00         | $38266.84          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-09-20      | 3.0000%  | 0.0000% | $272006.00         | $28632.43          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-11-20      | 4.0000%  | 0.0000% | $1927030.00        | $158528.36         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-03-20      | 3.0000%  | 0.0000% | $699000.00         | $85186.65          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-04-20      | 4.0000%  | 0.0000% | $2971964.00        | $248520.18         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-05-20      | 3.0000%  | 0.0000% | $986078.00         | $107805.27         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-05-20      | 3.5000%  | 0.0000% | $448000.00         | $45416.38          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-08-20      | 3.0000%  | 0.0000% | $1193095.00        | $142838.59         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-09-20      | 4.0000%  | 0.0000% | $1411736.00        | $80612.84          | Agency Mortgage-Backed Securities  |
| GNMA          | 2028-11-20      | 2.5000%  | 0.0000% | $1277933.00        | $50041.76          | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-08-20      | 3.5000%  | 0.0000% | $4650018.00        | $341803.61         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 3.0000%  | 0.0000% | $351215.00         | $35644.84          | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-12-20      | 3.0000%  | 0.0000% | $2401688.00        | $197377.23         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-03-20      | 3.0000%  | 0.0000% | $264568.00         | $28235.54          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-03-20      | 4.0000%  | 0.0000% | $3048000.00        | $261729.69         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-05-20      | 3.0000%  | 0.0000% | $3416000.00        | $322214.25         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-07-20      | 3.0000%  | 0.0000% | $1450194.00        | $159861.98         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-04-20      | 4.0000%  | 0.0000% | $1024.00           | $91.98             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-04-20      | 5.0000%  | 0.0000% | $310000.00         | $29002.58          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-05-20      | 3.0000%  | 0.0000% | $235718.00         | $26560.27          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-06-20      | 3.0000%  | 0.0000% | $911082.00         | $106045.14         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-07-20      | 3.5000%  | 0.0000% | $701147.00         | $77242.67          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-07-20      | 4.0000%  | 0.0000% | $76778.00          | $7654.83           | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-09-20      | 3.0000%  | 0.0000% | $704671.00         | $90175.36          | Agency Mortgage-Backed Securities  |
| GNMA          | 2031-12-20      | 2.5000%  | 0.0000% | $306779.00         | $35581.46          | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-02-20      | 3.5000%  | 0.0000% | $282001.00         | $34811.95          | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-03-20      | 4.0000%  | 0.0000% | $1000.00           | $88.67             | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-08-20      | 4.5000%  | 0.0000% | $3870000.00        | $314040.81         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-07-20      | 4.0000%  | 0.0000% | $2093496.00        | $205845.32         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-09-20      | 3.5000%  | 0.0000% | $1064976.00        | $126070.33         | Agency Mortgage-Backed Securities  |
| GNMA          | 2032-10-20      | 3.0000%  | 0.0000% | $600000.00         | $71401.73          | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-12-20      | 3.0000%  | 0.0000% | $244284.00         | $34589.40          | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-12-20      | 4.0000%  | 0.0000% | $151000.00         | $16443.11          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-01-20      | 3.0000%  | 0.0000% | $12162280.00       | $1739971.56        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 4.0000%  | 0.0000% | $1004.00           | $82.97             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-05-20      | 5.5000%  | 0.0000% | $1000.00           | $87.65             | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 2.5000%  | 0.0000% | $1000.00           | $646.10            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $1001.00           | $507.75            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 4.0000%  | 0.0000% | $9901032.00        | $4436133.62        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 5.0000%  | 0.0000% | $1000.00           | $303.25            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $549.13            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $2578305.00        | $1679895.15        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1419507.00        | $1491251.09        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $247093.00         | $250563.37         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.83           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $2250956.00        | $2229469.03        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $98606.00          | $97839.68          | Agency Mortgage-Backed Securities  |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $400.00            | $406.02            | U.S. Treasuries (including strips) |

### Security 137: SOCIETE' GENERALE NY

- **C.1 - Title:** SOCIETE' GENERALE NY 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKNE1, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKNE1_4.34_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $288699904.00      | $107890157.15      | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $35425905.00       | $19071571.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $37533258.00       | $19755303.94       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $122556800.00      | $108282967.79      | Agency Mortgage-Backed Securities |

### Security 138: STANDARD CHARTERED BANK

- **C.1 - Title:** STANDARD CHARTERED BANK 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKNF8, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKNF8_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2049-02-01      | 4.0000%  | 0.0000% | $5219490.00        | $1333208.12        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-01-01      | 3.5000%  | 0.0000% | $9283999.00        | $1179748.54        | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-12-01      | 3.0000%  | 0.0000% | $10997996.00       | $1495020.35        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $12677063.00       | $10159485.62       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 4.5000%  | 0.0000% | $21119711.00       | $19883355.68       | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $15986638.00       | $3865863.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $14657000.00       | $10654046.80       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $49698027.00       | $47392302.23       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $22850899.00       | $23338790.45       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $7317000.00        | $7077961.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $4305756.00        | $4254908.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $24123000.00       | $21894941.30       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $21548000.00       | $22121918.45       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 4.0000%  | 0.0000% | $5107919.00        | $3639972.11        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $5795994.00        | $5431363.07        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $24994151.00       | $24644521.02       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 5.0000%  | 0.0000% | $7405945.00        | $7293415.29        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $10999998.00       | $11041792.39       | Agency Mortgage-Backed Securities  |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $3026700.00        | $3117419.81        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $3471300.00        | $3553657.21        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $973800.00         | $1026047.50        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $3113500.00        | $3174026.15        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $3299700.00        | $3392604.52        | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $238206300.00      | $246581193.30      | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $7911000.00        | $8066237.64        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $3426200.00        | $3515845.89        | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $3722800.00        | $3849072.96        | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $2668600.00        | $2748216.97        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $4175700.00        | $4273102.65        | U.S. Treasuries (including strips) |

### Security 139: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKNG6, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKNG6_4.34_0902
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1012000.00        | $913111.86         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $10544594.00       | $9591733.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $854000.00         | $845023.86         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $516566.00         | $527084.24         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $69501749.00       | $73030119.37       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 4.5000%  | 0.0000% | $25990364.00       | $24974114.66       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $43078606.00       | $39410893.71       | Agency Mortgage-Backed Securities |
| FMAC          | 2040-08-01      | 4.5000%  | 0.0000% | $12472414.00       | $12375103.66       | Agency Mortgage-Backed Securities |
| FMAC          | 2040-08-01      | 4.0000%  | 0.0000% | $7923970.00        | $7804136.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2033-11-01      | 5.5000%  | 0.0000% | $175723.00         | $1249.03           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-10-01      | 4.5000%  | 0.0000% | $4018896.00        | $70951.33          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-11-01      | 4.5000%  | 0.0000% | $8021424.00        | $102939.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-10-01      | 4.5000%  | 0.0000% | $4145000.00        | $96706.39          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-10-01      | 4.5000%  | 0.0000% | $503000.00         | $18097.53          | Agency Mortgage-Backed Securities |
| FMAC          | 2029-04-01      | 4.0000%  | 0.0000% | $1110312.00        | $9958.57           | Agency Mortgage-Backed Securities |
| FMAC          | 2031-03-01      | 3.5000%  | 0.0000% | $900000.00         | $104630.47         | Agency Mortgage-Backed Securities |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $202730.00         | $30517.71          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $3000000.00        | $427905.48         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.0000%  | 0.0000% | $88204.00          | $11378.80          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $100000.00         | $13210.49          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-05-01      | 3.0000%  | 0.0000% | $29235000.00       | $3527522.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $435000.00         | $78046.49          | Agency Mortgage-Backed Securities |
| FMAC          | 2038-02-01      | 6.0000%  | 0.0000% | $1478477.00        | $8499.01           | Agency Mortgage-Backed Securities |
| FMAC          | 2038-07-01      | 5.5000%  | 0.0000% | $434562.00         | $3112.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2039-10-01      | 4.5000%  | 0.0000% | $399793.00         | $8876.76           | Agency Mortgage-Backed Securities |
| FMAC          | 2040-05-01      | 4.5000%  | 0.0000% | $275794.00         | $6816.90           | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 5.5000%  | 0.0000% | $77051.00          | $4093.21           | Agency Mortgage-Backed Securities |
| FMAC          | 2038-06-01      | 6.0000%  | 0.0000% | $708497.00         | $5863.59           | Agency Mortgage-Backed Securities |
| FMAC          | 2044-11-01      | 3.0000%  | 0.0000% | $11000.00          | $1208.39           | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 3.5000%  | 0.0000% | $29000.00          | $2981.88           | Agency Mortgage-Backed Securities |
| FMAC          | 2046-06-01      | 3.5000%  | 0.0000% | $187555.00         | $21552.89          | Agency Mortgage-Backed Securities |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $29658.00          | $5332.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2033-04-01      | 3.0000%  | 0.0000% | $279000.00         | $32855.67          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-06-01      | 2.5000%  | 0.0000% | $10000000.00       | $1197613.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2030-04-01      | 5.5000%  | 0.0000% | $150000.00         | $3492.94           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 5.5000%  | 0.0000% | $4400000.00        | $3517.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2034-06-01      | 3.5000%  | 0.0000% | $1663000.00        | $216486.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-03-01      | 2.5000%  | 0.0000% | $1611252.00        | $1039018.53        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-06-01      | 2.5000%  | 0.0000% | $1396557.00        | $935888.87         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-09-01      | 3.0000%  | 0.0000% | $1619668.00        | $213360.22         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-12-01      | 2.5000%  | 0.0000% | $1613000.00        | $545508.42         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-03-01      | 2.5000%  | 0.0000% | $5000000.00        | $1978307.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 1.5000%  | 0.0000% | $38042.00          | $22768.01          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-09-01      | 3.0000%  | 0.0000% | $29014704.00       | $19765177.81       | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 3.0000%  | 0.0000% | $1705569.00        | $1274956.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2038-12-01      | 5.0000%  | 0.0000% | $246000.00         | $174571.54         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-08-01      | 6.0000%  | 0.0000% | $102682.00         | $69942.39          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-01-01      | 3.5000%  | 0.0000% | $9898858.00        | $9133078.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-01-01      | 6.5000%  | 0.0000% | $227357.00         | $202822.10         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-03-01      | 4.0000%  | 0.0000% | $11057092.00       | $2249403.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $604806.00         | $230174.55         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 2.5000%  | 0.0000% | $27676890.00       | $16147335.63       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $3189347.00        | $2201085.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 3.5000%  | 0.0000% | $400000.00         | $259912.50         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.0000%  | 0.0000% | $2780000.00        | $2040541.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $4643744.00        | $3187533.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $1059000.00        | $788082.42         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $5484327.00        | $3892619.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2000000.00        | $1667298.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $38000.00          | $29002.22          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $2250000.00        | $1957036.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $266163.00         | $247507.83         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $33767275.00       | $31098784.20       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $925000.00         | $851561.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 4.5000%  | 0.0000% | $19000.00          | $2093.86           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 5.0000%  | 0.0000% | $1028310.00        | $138337.74         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-05-01      | 3.5000%  | 0.0000% | $12000.00          | $2683.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-07-01      | 2.5000%  | 0.0000% | $22000.00          | $7854.10           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 4.0000%  | 0.0000% | $263000.00         | $72808.42          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $500000.00         | $310832.37         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $10483102.00       | $9411101.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $7654189.00        | $4821372.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.0000%  | 0.0000% | $6142528.00        | $4097040.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $599673.00         | $426672.83         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $37348713.00       | $30953037.28       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $115000.00         | $100191.07         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $96760.00          | $82403.51          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $11153093.00       | $10299141.22       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $389000.00         | $349513.95         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $263000.00         | $222788.82         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 3.0000%  | 0.0000% | $989619.00         | $759574.36         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $150000.00         | $132458.48         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $90000.00          | $17735.64          | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 5.0000%  | 0.0000% | $2458435.00        | $457649.90         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-04-01      | 2.5000%  | 0.0000% | $1225000.00        | $497600.06         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 2.0000%  | 0.0000% | $50000.00          | $26018.02          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $200000.00         | $113884.93         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $5000000.00        | $2989274.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $58733.18          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $7984375.00        | $5256478.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $5670000.00        | $3209166.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $2400000.00        | $1550327.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1374607.00        | $825550.07         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $25000.00          | $18254.38          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 4.5000%  | 0.0000% | $834763.00         | $772112.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 4.5000%  | 0.0000% | $1032475.00        | $887994.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $128000.00         | $106340.07         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $300000.00         | $262500.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1186122.00        | $933197.72         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $378446.00         | $281820.67         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $2180200.00        | $1062133.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1954329.00        | $1956123.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $70000.00          | $63930.83          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $486595.00         | $464513.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $1578345.00        | $1411911.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-07-01      | 3.0000%  | 0.0000% | $49843.00          | $13071.27          | Agency Mortgage-Backed Securities |
| FMAC          | 2034-12-01      | 6.0000%  | 0.0000% | $1576745.00        | $785135.22         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-04-01      | 3.0000%  | 0.0000% | $42000.00          | $14099.13          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-07-01      | 2.5000%  | 0.0000% | $500000.00         | $200855.85         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-07-01      | 2.5000%  | 0.0000% | $1275000.00        | $494445.29         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $3000000.00        | $2043180.02        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $727921.00         | $522443.19         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 4.0000%  | 0.0000% | $470000.00         | $342788.93         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $2445000.00        | $1596702.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $17000000.00       | $11322710.58       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $611176.00         | $460604.42         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $9352000.00        | $7175622.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $175000.00         | $137538.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $997607.00         | $767906.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $80000000.00       | $70099886.09       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $50000.00          | $45849.39          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-03-01      | 3.0000%  | 0.0000% | $5000000.00        | $1083003.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2043-01-01      | 6.5000%  | 0.0000% | $135000.00         | $65562.03          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-05-01      | 6.0000%  | 0.0000% | $7891362.00        | $7338058.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-25      | 2.5000%  | 0.0000% | $726000.00         | $557758.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $2110942.00        | $1634139.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 4.5000%  | 0.0000% | $1722155.00        | $1637309.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1556719.00        | $1548950.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-09-01      | 4.0000%  | 0.0000% | $79119.00          | $58899.64          | Agency Mortgage-Backed Securities |
| FMAC          | 2038-11-01      | 6.0000%  | 0.0000% | $1038410.00        | $504520.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-05-01      | 5.0000%  | 0.0000% | $1570000.00        | $1518649.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-04-01      | 6.0000%  | 0.0000% | $1047112.00        | $1066139.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2039-12-01      | 4.5000%  | 0.0000% | $1661811.00        | $1386132.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 6.0000%  | 0.0000% | $1159752.00        | $1195489.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-07-01      | 5.0000%  | 0.0000% | $2813362.00        | $2843022.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1806106.00        | $1728390.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $2629972.00        | $2596355.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1269069.00        | $1220777.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $300049.00         | $264644.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $27308.00          | $27442.80          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $2287746.00        | $2399898.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1167412.00        | $1156544.02        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1990465.00        | $1883616.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 4.5000%  | 0.0000% | $2041951.00        | $1542350.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1216844.00        | $1216001.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $25147027.00       | $24209620.36       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $500044.00         | $496985.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1169575.00        | $1223704.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $3004984.00        | $2923305.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1735303.00        | $1749574.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $3143187.00        | $3170148.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1087022.00        | $1143749.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $2136470.00        | $2224970.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $5193000.00        | $5235223.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $13904889.00       | $14007752.97       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1248480.00        | $1280402.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $5026443.00        | $5148021.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $2880524.00        | $2920409.05        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1105565.00        | $1116504.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $1192557.00        | $1190814.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $2818044.00        | $2855616.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $28616689.00       | $29231724.61       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $10962137.00       | $11078898.40       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $3455569.00        | $3619837.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1162000.00        | $1179094.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $2881785.00        | $2923493.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1038276.00        | $1057204.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $8572756.00        | $8964655.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $327051.00         | $330156.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1298500.00        | $1340663.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $3601945.00        | $3664344.81        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.0000%  | 0.0000% | $4685909.00        | $4694123.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 6.0000%  | 0.0000% | $2316989.00        | $2379727.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1045450.00        | $1060763.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $11099753.00       | $11215332.26       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $74094897.00       | $76075577.11       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $5036855.00        | $5127391.35        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $6331990.00        | $6606099.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-12-01      | 4.5000%  | 0.0000% | $1531920.00        | $1451819.71        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $2000000.00        | $1951132.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $13944940.00       | $14089280.98       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 4.5000%  | 0.0000% | $11069579.00       | $10462203.36       | Agency Mortgage-Backed Securities |

### Security 140: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL7C1, C.3 - LEI: N/A, C.5 - Other ID: ARP1AL7C1_4.28_0902
- **C.18 - Value (incl. sponsor support):** $560000000.00
- **C.18.a - Value (excl. sponsor support):** $560000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $38505214.00       | $38915594.02       | Agency Mortgage-Backed Securities |
| FNMA          | 2041-08-01      | 6.0000%  | 0.0000% | $23794448.00       | $3688731.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-02-01      | 5.5000%  | 0.0000% | $75140864.00       | $1213607.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $127924472.00      | $7443683.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $44996480.00       | $34902355.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $31090380.00       | $25039429.16       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $10185649.00       | $8326389.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $199732246.00      | $189220156.91      | Agency Mortgage-Backed Securities |
| FNMA          | 2040-03-01      | 5.5000%  | 0.0000% | $60055112.00       | $3677326.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $11395000.00       | $11460264.19       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $17831190.00       | $17772082.31       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $21605187.00       | $21085973.16       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $2764227.00        | $2923384.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $32004909.00       | $32749712.15       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $35880502.00       | $36743615.09       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $12903066.00       | $13371864.51       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $20296953.00       | $20462097.67       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $43574804.00       | $42637371.57       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $9519727.00        | $9124304.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $22664000.00       | $20077085.10       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $32291234.00       | $30364971.10       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** The HSBC Funds

**Date:** 2025-09-08

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

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

**Title of Signing Officer:** Vice President