# EDGAR Filing Document

**Accession Number:** 0000106830
**File Stem:** 0001410368-25-014004
**Filing Date:** 2025-10
**Character Count:** 656936
**Document Hash:** 5769e5d9ae9e041558429ad73c7812d5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-014004.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001410368-25-014004

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MONEY MARKET RESERVES
- **CENTRAL INDEX KEY:** 0000106830

**ORGANIZATION NAME:**
- **EIN:** 236607979
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02554
- **FILM NUMBER:** 251379029

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD MONEY MARKET FUNDS
- **DATE OF NAME CHANGE:** 20011121

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD MONEY MARKET RESERVES INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD MONEY MARKET TRUST
- **DATE OF NAME CHANGE:** 19851103

## Series and Classes Contracts Data

### Vanguard Federal Money Market Fund (Series ID: S000004462)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000012238 | Investor Shares | VMFXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000106830

### General Information

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

**Registrant Full Name:** Vanguard Money Market Reserves

**CIK Number of Registrant:** 0000106830

**LEI of Registrant:** 549300MNJHPQMETCSE49

**Name of Series:** Vanguard Federal Money Market Fund

**LEI of Series:** NI8UG8EJBPTZ3Y6R3164

**EDGAR Series Identifier:** S000004462

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

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

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

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

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

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-52698

- **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:** 36 days

- **WAL:** 54 days

- **Total Value of Portfolio Securities:** $371498793726.10

- **Amortized Cost of Portfolio Securities:** $371456635391.42

- **Cash:** $1870.23

- **Total Other Assets:** $923747626.81

- **Total Liabilities:** $8733169482.52

- **Net Assets of Series:** $363647215405.94

- **Number of Shares Outstanding (Series):** 363638215300.8900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $215227659328.23          | $266421368228.70           | 58.0100%                  | 71.8100%                   |
| 2025-09-03 | $210640154274.75          | $273070874491.03           | 55.3100%                  | 71.7000%                   |
| 2025-09-04 | $200369204349.48          | $267323901791.65           | 53.6600%                  | 71.6000%                   |
| 2025-09-05 | $200419444414.15          | $266535518705.46           | 53.7800%                  | 71.5300%                   |
| 2025-09-08 | $202537596126.76          | $268859978447.75           | 54.3900%                  | 72.2000%                   |
| 2025-09-09 | $210255361050.02          | $267656655534.29           | 56.8900%                  | 72.4200%                   |
| 2025-09-10 | $198678990212.57          | $270345232088.14           | 53.0900%                  | 72.2400%                   |
| 2025-09-11 | $198352157734.54          | $269536239280.09           | 53.1600%                  | 72.2400%                   |
| 2025-09-12 | $193683927439.37          | $264799123521.29           | 52.5400%                  | 71.8300%                   |
| 2025-09-15 | $203008141945.64          | $272410754177.01           | 54.0900%                  | 72.5800%                   |
| 2025-09-16 | $211866545011.64          | $270723378133.87           | 56.8100%                  | 72.5900%                   |
| 2025-09-17 | $211489468347.28          | $272557188715.52           | 56.3600%                  | 72.6400%                   |
| 2025-09-18 | $192976871599.56          | $262954384083.30           | 52.5500%                  | 71.6100%                   |
| 2025-09-19 | $197196777392.43          | $263062815506.33           | 53.7000%                  | 71.6300%                   |
| 2025-09-22 | $196822847634.43          | $262654482043.76           | 53.7500%                  | 71.7300%                   |
| 2025-09-23 | $206994264716.26          | $259322455932.12           | 56.4100%                  | 70.6700%                   |
| 2025-09-24 | $199666285953.76          | $260802499445.16           | 54.0200%                  | 70.5600%                   |
| 2025-09-25 | $204712128447.92          | $262929656164.68           | 55.0300%                  | 70.6800%                   |
| 2025-09-26 | $200739517572.25          | $267161245586.87           | 54.5500%                  | 72.5900%                   |
| 2025-09-29 | $205572566501.00          | $274020687259.02           | 54.7200%                  | 72.9300%                   |
| 2025-09-30 | $206540548303.20          | $267754968501.09           | 55.4600%                  | 71.9000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3200%             |
| 2025-09-03 | 4.3100%             |
| 2025-09-04 | 4.3100%             |
| 2025-09-05 | 4.3100%             |
| 2025-09-08 | 4.3100%             |
| 2025-09-09 | 4.3100%             |
| 2025-09-10 | 4.3100%             |
| 2025-09-11 | 4.3100%             |
| 2025-09-12 | 4.3000%             |
| 2025-09-15 | 4.3000%             |
| 2025-09-16 | 4.3000%             |
| 2025-09-17 | 4.3000%             |
| 2025-09-18 | 4.2900%             |
| 2025-09-19 | 4.2400%             |
| 2025-09-22 | 4.2300%             |
| 2025-09-23 | 4.2100%             |
| 2025-09-24 | 4.2000%             |
| 2025-09-25 | 4.1900%             |
| 2025-09-26 | 4.1900%             |
| 2025-09-29 | 4.1900%             |
| 2025-09-30 | 4.1900%             |

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

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

### Class: Investor Shares

- **Minimum Initial Investment:** $3000.00

- **Net Assets of Class:** $363647215405.94

- **Number of Shares Outstanding:** 363638215300.8900

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $2112679288.26            | $294959811.30           |
| 2025-09-03 | $678345996.86             | $500668251.87           |
| 2025-09-04 | $768825501.28             | $336700237.32           |
| 2025-09-05 | $240987639.42             | $332006955.52           |
| 2025-09-08 | $578622578.22             | $643635498.31           |
| 2025-09-09 | $507375506.38             | $323526082.87           |
| 2025-09-10 | $202658427.15             | $630117399.06           |
| 2025-09-11 | $439754224.81             | $564176205.51           |
| 2025-09-12 | $234617490.66             | $369760839.65           |
| 2025-09-15 | $313686052.18             | $343269300.45           |
| 2025-09-16 | $940368146.29             | $440512697.79           |
| 2025-09-17 | $193379652.34             | $489300750.18           |
| 2025-09-18 | $307266527.02             | $395342014.68           |
| 2025-09-19 | $345416306.53             | $369493019.24           |
| 2025-09-22 | $423821651.22             | $436233143.52           |
| 2025-09-23 | $983879468.01             | $475129462.03           |
| 2025-09-24 | $320017858.49             | $369979635.62           |
| 2025-09-25 | $455350053.10             | $350696121.75           |
| 2025-09-26 | $265313546.48             | $413426041.96           |
| 2025-09-29 | $289089055.99             | $457125512.84           |
| 2025-09-30 | $1531562600.88            | $291148509.56           |

**Total Gross Subscriptions (Month):** $12133017571.57

**Total Gross Redemptions (Month):** $8827207491.03

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2100%           |
| 2025-09-03 | 4.2000%           |
| 2025-09-04 | 4.2000%           |
| 2025-09-05 | 4.2000%           |
| 2025-09-08 | 4.2000%           |
| 2025-09-09 | 4.2000%           |
| 2025-09-10 | 4.2000%           |
| 2025-09-11 | 4.2000%           |
| 2025-09-12 | 4.1900%           |
| 2025-09-15 | 4.1900%           |
| 2025-09-16 | 4.1900%           |
| 2025-09-17 | 4.1900%           |
| 2025-09-18 | 4.1800%           |
| 2025-09-19 | 4.1300%           |
| 2025-09-22 | 4.1200%           |
| 2025-09-23 | 4.1000%           |
| 2025-09-24 | 4.0900%           |
| 2025-09-25 | 4.0800%           |
| 2025-09-26 | 4.0800%           |
| 2025-09-29 | 4.0800%           |
| 2025-09-30 | 4.0800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 65.0200%         | 0.0000%              |
| Broker-dealer |  | 6.2400%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EB5, C.4 - ISIN: US3130B3EB54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $363330413.60
- **C.18.a - Value (excl. sponsor support):** $363330413.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BB6, C.4 - ISIN: US3130B4BB64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $256467759.60
- **C.18.a - Value (excl. sponsor support):** $256467759.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **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 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G51, C.4 - ISIN: US3130B5G514, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4306312918.90
- **C.18.a - Value (excl. sponsor support):** $4306312918.90
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GE2, C.4 - ISIN: US3130B5GE24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3029388029.39
- **C.18.a - Value (excl. sponsor support):** $3029388029.39
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5KL1, C.4 - ISIN: US3130B5KL11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $458047748.27
- **C.18.a - Value (excl. sponsor support):** $458047748.27
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? 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 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MD7, C.4 - ISIN: US3130B5MD76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7371162886.45
- **C.18.a - Value (excl. sponsor support):** $7371162886.45
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MG0, C.4 - ISIN: US3130B5MG08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200836004.18
- **C.18.a - Value (excl. sponsor support):** $200836004.18
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? 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 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5QZ4, C.4 - ISIN: US3130B5QZ43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3688722132.20
- **C.18.a - Value (excl. sponsor support):** $3688722132.20
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T32, C.4 - ISIN: US3130B5T327, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $317108097.34
- **C.18.a - Value (excl. sponsor support):** $317108097.34
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **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 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TJ7, C.4 - ISIN: US3130B5TJ73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1911261621.08
- **C.18.a - Value (excl. sponsor support):** $1911261621.08
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TT5, C.4 - ISIN: US3130B5TT55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $639141165.13
- **C.18.a - Value (excl. sponsor support):** $639141165.13
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? 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 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U30, C.4 - ISIN: US3130B5U309, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184603138.20
- **C.18.a - Value (excl. sponsor support):** $184603138.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UF3, C.4 - ISIN: US3130B5UF33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $165999004.00
- **C.18.a - Value (excl. sponsor support):** $165999004.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? 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 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UQ9, C.4 - ISIN: US3130B5UQ97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1235692585.80
- **C.18.a - Value (excl. sponsor support):** $1235692585.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? 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 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5US5, C.4 - ISIN: US3130B5US53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $608495132.00
- **C.18.a - Value (excl. sponsor support):** $608495132.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UX4, C.4 - ISIN: US3130B5UX49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $318547963.50
- **C.18.a - Value (excl. sponsor support):** $318547963.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5WQ7, C.4 - ISIN: US3130B5WQ79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2214215499.40
- **C.18.a - Value (excl. sponsor support):** $2214215499.40
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XR4, C.4 - ISIN: US3130B5XR44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $586652218.00
- **C.18.a - Value (excl. sponsor support):** $586652218.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YV4, C.4 - ISIN: US3130B5YV47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $342002394.00
- **C.18.a - Value (excl. sponsor support):** $342002394.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **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 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZQ4, C.4 - ISIN: US3130B5ZQ43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $341000000.00
- **C.18.a - Value (excl. sponsor support):** $341000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63J3, C.4 - ISIN: US3130B63J33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238002142.00
- **C.18.a - Value (excl. sponsor support):** $238002142.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **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 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64C7, C.4 - ISIN: US3130B64C70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $509900509.90
- **C.18.a - Value (excl. sponsor support):** $509900509.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64D5, C.4 - ISIN: US3130B64D53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $442000000.00
- **C.18.a - Value (excl. sponsor support):** $442000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64F0, C.4 - ISIN: US3130B64F02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3694188917.40
- **C.18.a - Value (excl. sponsor support):** $3694188917.40
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64G8, C.4 - ISIN: US3130B64G84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $508307624.50
- **C.18.a - Value (excl. sponsor support):** $508307624.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64K9, C.4 - ISIN: US3130B64K96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1477595567.20
- **C.18.a - Value (excl. sponsor support):** $1477595567.20
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64V5, C.4 - ISIN: US3130B64V51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $67501215.00
- **C.18.a - Value (excl. sponsor support):** $67501215.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B65R3, C.4 - ISIN: US3130B65R31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2215465569.06
- **C.18.a - Value (excl. sponsor support):** $2215465569.06
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B67K6, C.4 - ISIN: US3130B67K69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $63100694.10
- **C.18.a - Value (excl. sponsor support):** $63100694.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AB2, C.4 - ISIN: US3130B6AB22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220744779.26
- **C.18.a - Value (excl. sponsor support):** $220744779.26
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AQ9, C.4 - ISIN: US3130B6AQ90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $429404723.40
- **C.18.a - Value (excl. sponsor support):** $429404723.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AR7, C.4 - ISIN: US3130B6AR73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3695821304.18
- **C.18.a - Value (excl. sponsor support):** $3695821304.18
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6C95, C.4 - ISIN: US3130B6C958, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $158530000.00
- **C.18.a - Value (excl. sponsor support):** $158530000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DN3, C.4 - ISIN: US3130B6DN33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3695534347.56
- **C.18.a - Value (excl. sponsor support):** $3695534347.56
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6LF1, C.4 - ISIN: US3130B6LF17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $938196247.20
- **C.18.a - Value (excl. sponsor support):** $938196247.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6LH7, C.4 - ISIN: US3130B6LH72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $156004056.00
- **C.18.a - Value (excl. sponsor support):** $156004056.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6M78, C.4 - ISIN: US3130B6M783, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216704334.00
- **C.18.a - Value (excl. sponsor support):** $216704334.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6M94, C.4 - ISIN: US3130B6M940, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $314406916.80
- **C.18.a - Value (excl. sponsor support):** $314406916.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MA1, C.4 - ISIN: US3130B6MA11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $152899388.40
- **C.18.a - Value (excl. sponsor support):** $152899388.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MB9, C.4 - ISIN: US3130B6MB93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $305799082.60
- **C.18.a - Value (excl. sponsor support):** $305799082.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MJ2, C.4 - ISIN: US3130B6MJ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185199814.80
- **C.18.a - Value (excl. sponsor support):** $185199814.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6NM4, C.4 - ISIN: US3130B6NM40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $632338220.29
- **C.18.a - Value (excl. sponsor support):** $632338220.29
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6NN2, C.4 - ISIN: US3130B6NN23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $319306386.00
- **C.18.a - Value (excl. sponsor support):** $319306386.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **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 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6NQ5, C.4 - ISIN: US3130B6NQ53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159403028.60
- **C.18.a - Value (excl. sponsor support):** $159403028.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **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 45: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6NY8, C.4 - ISIN: US3130B6NY87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $958630130.81
- **C.18.a - Value (excl. sponsor support):** $958630130.81
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **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 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6NZ5, C.4 - ISIN: US3130B6NZ52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $447263945.10
- **C.18.a - Value (excl. sponsor support):** $447263945.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **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 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6P26, C.4 - ISIN: US3130B6P265, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $319503514.50
- **C.18.a - Value (excl. sponsor support):** $319503514.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6P34, C.4 - ISIN: US3130B6P349, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $638762136.25
- **C.18.a - Value (excl. sponsor support):** $638762136.25
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **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 49: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6P42, C.4 - ISIN: US3130B6P422, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $319506070.50
- **C.18.a - Value (excl. sponsor support):** $319506070.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **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 Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6PJ9, C.4 - ISIN: US3130B6PJ92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1117727942.50
- **C.18.a - Value (excl. sponsor support):** $1117727942.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **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 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6PS9, C.4 - ISIN: US3130B6PS91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $319306705.30
- **C.18.a - Value (excl. sponsor support):** $319306705.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **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 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6PZ3, C.4 - ISIN: US3130B6PZ35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159703513.40
- **C.18.a - Value (excl. sponsor support):** $159703513.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **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 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QP4, C.4 - ISIN: US3130B6QP44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159304141.80
- **C.18.a - Value (excl. sponsor support):** $159304141.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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 54: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QW9, C.4 - ISIN: US3130B6QW94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $95702296.80
- **C.18.a - Value (excl. sponsor support):** $95702296.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **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 55: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6R73, C.4 - ISIN: US3130B6R733, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $398187343.43
- **C.18.a - Value (excl. sponsor support):** $398187343.43
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **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 56: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RF5, C.4 - ISIN: US3130B6RF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $253006578.00
- **C.18.a - Value (excl. sponsor support):** $253006578.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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 57: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RJ7, C.4 - ISIN: US3130B6RJ74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1204549566.69
- **C.18.a - Value (excl. sponsor support):** $1204549566.69
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RK4, C.4 - ISIN: US3130B6RK48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $63401965.40
- **C.18.a - Value (excl. sponsor support):** $63401965.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **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 59: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RL2, C.4 - ISIN: US3130B6RL21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $317108244.60
- **C.18.a - Value (excl. sponsor support):** $317108244.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RN8, C.4 - ISIN: US3130B6RN86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $284707971.60
- **C.18.a - Value (excl. sponsor support):** $284707971.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SB3, C.4 - ISIN: US3130B6SB30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $318011448.00
- **C.18.a - Value (excl. sponsor support):** $318011448.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **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 62: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SC1, C.4 - ISIN: US3130B6SC13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $954223855.00
- **C.18.a - Value (excl. sponsor support):** $954223855.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **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 63: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SM9, C.4 - ISIN: US3130B6SM94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222607123.20
- **C.18.a - Value (excl. sponsor support):** $222607123.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **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 64: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SN7, C.4 - ISIN: US3130B6SN77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159003816.00
- **C.18.a - Value (excl. sponsor support):** $159003816.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **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 65: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SQ0, C.4 - ISIN: US3130B6SQ09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $127003429.00
- **C.18.a - Value (excl. sponsor support):** $127003429.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **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 66: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SR8, C.4 - ISIN: US3130B6SR81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $158803970.00
- **C.18.a - Value (excl. sponsor support):** $158803970.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ST4, C.4 - ISIN: US3130B6ST48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $539934436.94
- **C.18.a - Value (excl. sponsor support):** $539934436.94
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SX5, C.4 - ISIN: US3130B6SX59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $95303430.80
- **C.18.a - Value (excl. sponsor support):** $95303430.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **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 69: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TL0, C.4 - ISIN: US3130B6TL03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $398381154.36
- **C.18.a - Value (excl. sponsor support):** $398381154.36
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TW6, C.4 - ISIN: US3130B6TW67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $398411732.59
- **C.18.a - Value (excl. sponsor support):** $398411732.59
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6UV6, C.4 - ISIN: US3130B6UV65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185505936.00
- **C.18.a - Value (excl. sponsor support):** $185505936.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6VW3, C.4 - ISIN: US3130B6VW30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $188006016.00
- **C.18.a - Value (excl. sponsor support):** $188006016.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WX0, C.4 - ISIN: US3130B6WX04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1226484699.60
- **C.18.a - Value (excl. sponsor support):** $1226484699.60
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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 74: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WY8, C.4 - ISIN: US3130B6WY86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1093315772.61
- **C.18.a - Value (excl. sponsor support):** $1093315772.61
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XA9, C.4 - ISIN: US3130B6XA91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $308602160.20
- **C.18.a - Value (excl. sponsor support):** $308602160.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **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 76: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XB7, C.4 - ISIN: US3130B6XB74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185204074.40
- **C.18.a - Value (excl. sponsor support):** $185204074.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **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 77: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XU5, C.4 - ISIN: US3130B6XU55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $316406011.60
- **C.18.a - Value (excl. sponsor support):** $316406011.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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 78: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6Y34, C.4 - ISIN: US3130B6Y341, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $464752590.40
- **C.18.a - Value (excl. sponsor support):** $464752590.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YB6, C.4 - ISIN: US3130B6YB65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $317168280.00
- **C.18.a - Value (excl. sponsor support):** $317168280.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YC4, C.4 - ISIN: US3130B6YC49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $475809516.00
- **C.18.a - Value (excl. sponsor support):** $475809516.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YD2, C.4 - ISIN: US3130B6YD22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1744959429.09
- **C.18.a - Value (excl. sponsor support):** $1744959429.09
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YE0, C.4 - ISIN: US3130B6YE05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $317202854.80
- **C.18.a - Value (excl. sponsor support):** $317202854.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YG5, C.4 - ISIN: US3130B6YG52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $158582712.60
- **C.18.a - Value (excl. sponsor support):** $158582712.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **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 84: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72C7, C.4 - ISIN: US3130B72C70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $63619401.00
- **C.18.a - Value (excl. sponsor support):** $63619401.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 85: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73A0, C.4 - ISIN: US3130B73A06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $316254051.24
- **C.18.a - Value (excl. sponsor support):** $316254051.24
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **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 86: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Z5, C.4 - ISIN: US3130B73Z56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $313799372.40
- **C.18.a - Value (excl. sponsor support):** $313799372.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B74A9, C.4 - ISIN: US3130B74A96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $313804393.20
- **C.18.a - Value (excl. sponsor support):** $313804393.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B74B7, C.4 - ISIN: US3130B74B79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $313816945.20
- **C.18.a - Value (excl. sponsor support):** $313816945.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **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 89: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B74R2, C.4 - ISIN: US3130B74R22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $628310681.10
- **C.18.a - Value (excl. sponsor support):** $628310681.10
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75E0, C.4 - ISIN: US3130B75E00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $627840807.00
- **C.18.a - Value (excl. sponsor support):** $627840807.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **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 91: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BC7, C.4 - ISIN: US3130B7BC78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185794305.06
- **C.18.a - Value (excl. sponsor support):** $185794305.06
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BY9, C.4 - ISIN: US3130B7BY98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $314365628.73
- **C.18.a - Value (excl. sponsor support):** $314365628.73
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7D35, C.4 - ISIN: US3130B7D350, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $520301560.90
- **C.18.a - Value (excl. sponsor support):** $520301560.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DA9, C.4 - ISIN: US3130B7DA94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $156800000.00
- **C.18.a - Value (excl. sponsor support):** $156800000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DB7, C.4 - ISIN: US3130B7DB77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $586815843.60
- **C.18.a - Value (excl. sponsor support):** $586815843.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DL5, C.4 - ISIN: US3130B7DL59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $314300942.90
- **C.18.a - Value (excl. sponsor support):** $314300942.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **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 97: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DN1, C.4 - ISIN: US3130B7DN16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $315400946.20
- **C.18.a - Value (excl. sponsor support):** $315400946.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DQ4, C.4 - ISIN: US3130B7DQ47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $629018241.00
- **C.18.a - Value (excl. sponsor support):** $629018241.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7E26, C.4 - ISIN: US3130B7E267, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185800371.60
- **C.18.a - Value (excl. sponsor support):** $185800371.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7E34, C.4 - ISIN: US3130B7E341, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $371711522.70
- **C.18.a - Value (excl. sponsor support):** $371711522.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7EL4, C.4 - ISIN: US3130B7EL41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $252309839.70
- **C.18.a - Value (excl. sponsor support):** $252309839.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **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 102: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7EN0, C.4 - ISIN: US3130B7EN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $630922081.50
- **C.18.a - Value (excl. sponsor support):** $630922081.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ER1, C.4 - ISIN: US3130B7ER11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $94800474.00
- **C.18.a - Value (excl. sponsor support):** $94800474.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7F66, C.4 - ISIN: US3130B7F660, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74302897.70
- **C.18.a - Value (excl. sponsor support):** $74302897.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **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 105: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7F74, C.4 - ISIN: US3130B7F744, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74300297.20
- **C.18.a - Value (excl. sponsor support):** $74300297.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FX7, C.4 - ISIN: US3130B7FX79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3728114327.63
- **C.18.a - Value (excl. sponsor support):** $3728114327.63
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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 107: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GJ7, C.4 - ISIN: US3130B7GJ76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1864100882.33
- **C.18.a - Value (excl. sponsor support):** $1864100882.33
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **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 108: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HJ6, C.4 - ISIN: US3130B7HJ67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $311733391.19
- **C.18.a - Value (excl. sponsor support):** $311733391.19
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **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 109: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JA3, C.4 - ISIN: US3130B7JA31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $157201729.20
- **C.18.a - Value (excl. sponsor support):** $157201729.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JE5, C.4 - ISIN: US3130B7JE52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $157348216.14
- **C.18.a - Value (excl. sponsor support):** $157348216.14
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7MW1, C.4 - ISIN: US3130B7MW14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $155531866.36
- **C.18.a - Value (excl. sponsor support):** $155531866.36
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7MX9, C.4 - ISIN: US3130B7MX96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248739451.74
- **C.18.a - Value (excl. sponsor support):** $248739451.74
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NQ3, C.4 - ISIN: US3130B7NQ37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1116500363.01
- **C.18.a - Value (excl. sponsor support):** $1116500363.01
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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 114: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NU4, C.4 - ISIN: US3130B7NU49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1302836391.00
- **C.18.a - Value (excl. sponsor support):** $1302836391.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **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 115: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7P40, C.4 - ISIN: US3130B7P404, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $746347915.61
- **C.18.a - Value (excl. sponsor support):** $746347915.61
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7P73, C.4 - ISIN: US3130B7P735, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $746345161.10
- **C.18.a - Value (excl. sponsor support):** $746345161.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **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 117: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7P81, C.4 - ISIN: US3130B7P818, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $746348149.14
- **C.18.a - Value (excl. sponsor support):** $746348149.14
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **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 118: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $802423055.53
- **C.18.a - Value (excl. sponsor support):** $802423055.53
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **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 119: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7W42, C.4 - ISIN: US3130B7W426, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $748315000.00
- **C.18.a - Value (excl. sponsor support):** $748315000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7X33, C.4 - ISIN: US3130B7X333, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999000.00
- **C.18.a - Value (excl. sponsor support):** $249999000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Y57, C.4 - ISIN: US3130B7Y570, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $152870000.00
- **C.18.a - Value (excl. sponsor support):** $152870000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **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 122: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Y73, C.4 - ISIN: US3130B7Y737, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $152870000.00
- **C.18.a - Value (excl. sponsor support):** $152870000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Y81, C.4 - ISIN: US3130B7Y810, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $152870000.00
- **C.18.a - Value (excl. sponsor support):** $152870000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YF5, C.4 - ISIN: US3130B7YF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449280000.00
- **C.18.a - Value (excl. sponsor support):** $449280000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2027-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YG3, C.4 - ISIN: US3130B7YG36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449280000.00
- **C.18.a - Value (excl. sponsor support):** $449280000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2027-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ML9, C.4 - ISIN: US313313ML91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144580949.73
- **C.18.a - Value (excl. sponsor support):** $144580949.73
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 127: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NA2, C.4 - ISIN: US313313NA28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $92248371.60
- **C.18.a - Value (excl. sponsor support):** $92248371.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NV6, C.4 - ISIN: US313313NV64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $172235567.10
- **C.18.a - Value (excl. sponsor support):** $172235567.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313PK8, C.4 - ISIN: US313313PK81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147433213.20
- **C.18.a - Value (excl. sponsor support):** $147433213.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313PV4, C.4 - ISIN: US313313PV47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $397501200.00
- **C.18.a - Value (excl. sponsor support):** $397501200.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313RU4, C.4 - ISIN: US313313RU46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $310729847.25
- **C.18.a - Value (excl. sponsor support):** $310729847.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SC3, C.4 - ISIN: US313313SC39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $306813933.03
- **C.18.a - Value (excl. sponsor support):** $306813933.03
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TQ1, C.4 - ISIN: US313313TQ16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $63868803.90
- **C.18.a - Value (excl. sponsor support):** $63868803.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **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 134: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MK9, C.4 - ISIN: US313385MK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $460498878.96
- **C.18.a - Value (excl. sponsor support):** $460498878.96
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MM5, C.4 - ISIN: US313385MM51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $109115880.07
- **C.18.a - Value (excl. sponsor support):** $109115880.07
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2529303181.88
- **C.18.a - Value (excl. sponsor support):** $2529303181.88
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 137: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MR4, C.4 - ISIN: US313385MR49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $692445457.60
- **C.18.a - Value (excl. sponsor support):** $692445457.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MU7, C.4 - ISIN: US313385MU77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $330197427.39
- **C.18.a - Value (excl. sponsor support):** $330197427.39
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $811739649.00
- **C.18.a - Value (excl. sponsor support):** $811739649.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $345175080.38
- **C.18.a - Value (excl. sponsor support):** $345175080.38
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NF9, C.4 - ISIN: US313385NF91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $31331209.56
- **C.18.a - Value (excl. sponsor support):** $31331209.56
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NG7, C.4 - ISIN: US313385NG74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $366370287.47
- **C.18.a - Value (excl. sponsor support):** $366370287.47
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NJ1, C.4 - ISIN: US313385NJ14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11531365.88
- **C.18.a - Value (excl. sponsor support):** $11531365.88
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NP7, C.4 - ISIN: US313385NP73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1042302586.12
- **C.18.a - Value (excl. sponsor support):** $1042302586.12
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **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? Yes, C.23 Categorized at Level 3? No

### Security 145: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $670781830.94
- **C.18.a - Value (excl. sponsor support):** $670781830.94
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $624187298.87
- **C.18.a - Value (excl. sponsor support):** $624187298.87
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1111428813.08
- **C.18.a - Value (excl. sponsor support):** $1111428813.08
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 148: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NY8, C.4 - ISIN: US313385NY80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1282832493.45
- **C.18.a - Value (excl. sponsor support):** $1282832493.45
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 149: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PB6, C.4 - ISIN: US313385PB69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1641168948.79
- **C.18.a - Value (excl. sponsor support):** $1641168948.79
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PD2, C.4 - ISIN: US313385PD26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $931277943.89
- **C.18.a - Value (excl. sponsor support):** $931277943.89
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.4 - ISIN: US313385PF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $744662297.92
- **C.18.a - Value (excl. sponsor support):** $744662297.92
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PL4, C.4 - ISIN: US313385PL42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $423763780.96
- **C.18.a - Value (excl. sponsor support):** $423763780.96
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PN0, C.4 - ISIN: US313385PN08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169930289.53
- **C.18.a - Value (excl. sponsor support):** $169930289.53
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **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? Yes, C.23 Categorized at Level 3? No

### Security 154: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PT7, C.4 - ISIN: US313385PT77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $837155456.96
- **C.18.a - Value (excl. sponsor support):** $837155456.96
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1588067769.54
- **C.18.a - Value (excl. sponsor support):** $1588067769.54
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QA7, C.4 - ISIN: US313385QA77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69130668.33
- **C.18.a - Value (excl. sponsor support):** $69130668.33
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **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 157: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QC3, C.4 - ISIN: US313385QC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147285397.27
- **C.18.a - Value (excl. sponsor support):** $147285397.27
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QP4, C.4 - ISIN: US313385QP47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $280759990.06
- **C.18.a - Value (excl. sponsor support):** $280759990.06
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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 159: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QQ2, C.4 - ISIN: US313385QQ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1991278177.24
- **C.18.a - Value (excl. sponsor support):** $1991278177.24
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **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 160: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $870348129.05
- **C.18.a - Value (excl. sponsor support):** $870348129.05
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **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 161: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QX7, C.4 - ISIN: US313385QX70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $984513020.04
- **C.18.a - Value (excl. sponsor support):** $984513020.04
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-24
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.4 - ISIN: US313385QZ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1539535507.91
- **C.18.a - Value (excl. sponsor support):** $1539535507.91
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RE8, C.4 - ISIN: US313385RE80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $541795865.50
- **C.18.a - Value (excl. sponsor support):** $541795865.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $334792703.49
- **C.18.a - Value (excl. sponsor support):** $334792703.49
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RM0, C.4 - ISIN: US313385RM07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $311318361.63
- **C.18.a - Value (excl. sponsor support):** $311318361.63
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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 166: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $551011414.56
- **C.18.a - Value (excl. sponsor support):** $551011414.56
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RP3, C.4 - ISIN: US313385RP38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1425806184.60
- **C.18.a - Value (excl. sponsor support):** $1425806184.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **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 168: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RS7, C.4 - ISIN: US313385RS76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $788628110.64
- **C.18.a - Value (excl. sponsor support):** $788628110.64
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **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 169: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RT5, C.4 - ISIN: US313385RT59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $62204640.50
- **C.18.a - Value (excl. sponsor support):** $62204640.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RU2, C.4 - ISIN: US313385RU23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59119777.08
- **C.18.a - Value (excl. sponsor support):** $59119777.08
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $110896716.53
- **C.18.a - Value (excl. sponsor support):** $110896716.53
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **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 172: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SB3, C.4 - ISIN: US313385SB33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $788932714.86
- **C.18.a - Value (excl. sponsor support):** $788932714.86
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SD9, C.4 - ISIN: US313385SD98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1913163109.99
- **C.18.a - Value (excl. sponsor support):** $1913163109.99
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **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 174: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SG2, C.4 - ISIN: US313385SG20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $310622732.34
- **C.18.a - Value (excl. sponsor support):** $310622732.34
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **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 175: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SH0, C.4 - ISIN: US313385SH03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $62117806.83
- **C.18.a - Value (excl. sponsor support):** $62117806.83
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $462987838.23
- **C.18.a - Value (excl. sponsor support):** $462987838.23
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **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 177: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1137706354.23
- **C.18.a - Value (excl. sponsor support):** $1137706354.23
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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 178: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1469613319.04
- **C.18.a - Value (excl. sponsor support):** $1469613319.04
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SW7, C.4 - ISIN: US313385SW79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1615918862.41
- **C.18.a - Value (excl. sponsor support):** $1615918862.41
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **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 180: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SX5, C.4 - ISIN: US313385SX52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $571298055.67
- **C.18.a - Value (excl. sponsor support):** $571298055.67
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TA4, C.4 - ISIN: US313385TA41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $588290436.66
- **C.18.a - Value (excl. sponsor support):** $588290436.66
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **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 182: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TE6, C.4 - ISIN: US313385TE62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246334000.00
- **C.18.a - Value (excl. sponsor support):** $246334000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TF3, C.4 - ISIN: US313385TF38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $36863515.34
- **C.18.a - Value (excl. sponsor support):** $36863515.34
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $176132408.08
- **C.18.a - Value (excl. sponsor support):** $176132408.08
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **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 185: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1469606067.12
- **C.18.a - Value (excl. sponsor support):** $1469606067.12
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TN6, C.4 - ISIN: US313385TN61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $186352671.77
- **C.18.a - Value (excl. sponsor support):** $186352671.77
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TQ9, C.4 - ISIN: US313385TQ92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2099488774.84
- **C.18.a - Value (excl. sponsor support):** $2099488774.84
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **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 188: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1655068091.08
- **C.18.a - Value (excl. sponsor support):** $1655068091.08
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1139353036.82
- **C.18.a - Value (excl. sponsor support):** $1139353036.82
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **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 190: Freddie Mac Discount Notes

- **C.1 - Title:** Freddie Mac Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397NB3, C.4 - ISIN: US313397NB34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24956.63
- **C.18.a - Value (excl. sponsor support):** $24956.63
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **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 191: Freddie Mac Discount Notes

- **C.1 - Title:** Freddie Mac Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397NY3, C.4 - ISIN: US313397NY37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $936451962.87
- **C.18.a - Value (excl. sponsor support):** $936451962.87
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 192: Freddie Mac Discount Notes

- **C.1 - Title:** Freddie Mac Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397QC8, C.4 - ISIN: US313397QC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $156531760.31
- **C.18.a - Value (excl. sponsor support):** $156531760.31
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC47, C.4 - ISIN: US3133ETC470, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33788000.00
- **C.18.a - Value (excl. sponsor support):** $33788000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKA4, C.4 - ISIN: US3133ETKA43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24774495.48
- **C.18.a - Value (excl. sponsor support):** $24774495.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRB5, C.4 - ISIN: US3133ETRB52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55704623.10
- **C.18.a - Value (excl. sponsor support):** $55704623.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRV1, C.4 - ISIN: US3133ETRV17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $252654452.90
- **C.18.a - Value (excl. sponsor support):** $252654452.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWP8, C.4 - ISIN: US3133ETWP83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15754204.80
- **C.18.a - Value (excl. sponsor support):** $15754204.80
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYA9, C.4 - ISIN: US3133ETYA96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $221141432.53
- **C.18.a - Value (excl. sponsor support):** $221141432.53
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **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 199: Fannie Mae Discount Notes

- **C.1 - Title:** Fannie Mae Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589ML4, C.4 - ISIN: US313589ML49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6857238.76
- **C.18.a - Value (excl. sponsor support):** $6857238.76
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 200: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $107265171.92
- **C.18.a - Value (excl. sponsor support):** $107265171.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3507607314.48
- **C.18.a - Value (excl. sponsor support):** $3507607314.48
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $3615137678.88
- **C.18.a - Value (excl. sponsor support):** $3615137678.88
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 203: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $837741785.22
- **C.18.a - Value (excl. sponsor support):** $837741785.22
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $3551136816.32
- **C.18.a - Value (excl. sponsor support):** $3551136816.32
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 205: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $3583759755.29
- **C.18.a - Value (excl. sponsor support):** $3583759755.29
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 206: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $6965286274.30
- **C.18.a - Value (excl. sponsor support):** $6965286274.30
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 207: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $14282737915.96
- **C.18.a - Value (excl. sponsor support):** $14282737915.96
- **C.19 - Percentage of Net Assets:** 3.9300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 208: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $2033315183.32
- **C.18.a - Value (excl. sponsor support):** $2033315183.32
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 209: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $3467236050.25
- **C.18.a - Value (excl. sponsor support):** $3467236050.25
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 210: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $5325412962.22
- **C.18.a - Value (excl. sponsor support):** $5325412962.22
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 211: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5387267722.50
- **C.18.a - Value (excl. sponsor support):** $5387267722.50
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $1870447657.98
- **C.18.a - Value (excl. sponsor support):** $1870447657.98
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 213: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $6455651799.95
- **C.18.a - Value (excl. sponsor support):** $6455651799.95
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 214: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $3542012500.00
- **C.18.a - Value (excl. sponsor support):** $3542012500.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 215: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $3277496637.88
- **C.18.a - Value (excl. sponsor support):** $3277496637.88
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $3449138169.85
- **C.18.a - Value (excl. sponsor support):** $3449138169.85
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 217: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $3483944186.04
- **C.18.a - Value (excl. sponsor support):** $3483944186.04
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 218: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $3570375818.24
- **C.18.a - Value (excl. sponsor support):** $3570375818.24
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 219: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $5366047365.47
- **C.18.a - Value (excl. sponsor support):** $5366047365.47
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 220: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $3553998561.32
- **C.18.a - Value (excl. sponsor support):** $3553998561.32
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 221: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $1552173672.56
- **C.18.a - Value (excl. sponsor support):** $1552173672.56
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 222: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3568403003.65
- **C.18.a - Value (excl. sponsor support):** $3568403003.65
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **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 223: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2398425607.55
- **C.18.a - Value (excl. sponsor support):** $2398425607.55
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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 224: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $3885665794.03
- **C.18.a - Value (excl. sponsor support):** $3885665794.03
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 225: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $5689734977.60
- **C.18.a - Value (excl. sponsor support):** $5689734977.60
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 226: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8070842683.40
- **C.18.a - Value (excl. sponsor support):** $8070842683.40
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5508775875.60
- **C.18.a - Value (excl. sponsor support):** $5508775875.60
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2123264889.76
- **C.18.a - Value (excl. sponsor support):** $2123264889.76
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1791256975.00
- **C.18.a - Value (excl. sponsor support):** $1791256975.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: United States Treasury Inflation Indexed Bonds

- **C.1 - Title:** United States Treasury Inflation Indexed Bonds 0.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAQ4, C.4 - ISIN: US91282CAQ42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5736583885.63
- **C.18.a - Value (excl. sponsor support):** $5736583885.63
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.068456%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4335439297.71
- **C.18.a - Value (excl. sponsor support):** $4335439297.71
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 232: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.143456%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1355674013.76
- **C.18.a - Value (excl. sponsor support):** $1355674013.76
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 233: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.048456%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $392887389.78
- **C.18.a - Value (excl. sponsor support):** $392887389.78
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 234: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.080456%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2730477629.77
- **C.18.a - Value (excl. sponsor support):** $2730477629.77
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.057456%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1874689702.67
- **C.18.a - Value (excl. sponsor support):** $1874689702.67
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 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: ARP19YSV0, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP19YSV0_4.34_1002
- **C.18 - Value (incl. sponsor support):** $372000000.00
- **C.18.a - Value (excl. sponsor support):** $372000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $13498400.00       | $13848585.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $68931500.00       | $60065203.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $74895900.00       | $73670790.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $10100.00          | $10066.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $46377100.00       | $47589784.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $92952200.00       | $90563087.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $914900.00         | $860214.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $91749400.00       | $92832284.22       | U.S. Treasuries (including strips) |

### Security 237: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ZQX5, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP19ZQX5_4.30_1006
- **C.18 - Value (incl. sponsor support):** $1362000000.00
- **C.18.a - Value (excl. sponsor support):** $1362000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2028-06-30      | 1.2500%  | 0.0000% | $202943800.00      | $191087214.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $984457600.00      | $1012296092.01     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-15      | 4.6250%  | 0.0000% | $999800.00         | $1030331.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 6.6250%  | 0.0000% | $3397700.00        | $3569012.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 6.3750%  | 0.0000% | $9998500.00        | $10575710.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 6.1250%  | 0.0000% | $200.00            | $214.72            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $34042000.00       | $44670209.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $16312900.00       | $15996780.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-15      | 4.3750%  | 0.0000% | $465200.00         | $474865.14         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $65674400.00       | $74109068.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-15      | 2.0000%  | 0.0000% | $30464900.00       | $30120646.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.6250%  | 0.0000% | $395800.00         | $389750.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $2252000.00        | $2286894.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 0.3750%  | 0.0000% | $2772000.00        | $2600604.47        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $30000.00          | $32606.12          | U.S. Treasuries (including strips) |

### Security 238: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.290000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1A58M3, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1A58M3_4.29_1014
- **C.18 - Value (incl. sponsor support):** $271000000.00
- **C.18.a - Value (excl. sponsor support):** $271000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $58046900.00       | $50681013.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-15      | 5.2500%  | 0.0000% | $100.00            | $105.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 4.3750%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $173000.00         | $175267.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 3.5000%  | 0.0000% | $203564000.00      | $203158500.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 3.6250%  | 0.0000% | $118300.00         | $117872.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.11            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $25651000.00       | $17674242.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-11-15      | 1.8750%  | 0.0000% | $10100.00          | $5799.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 1.1250%  | 0.0000% | $4880700.00        | $4607094.40        | U.S. Treasuries (including strips) |

### Security 239: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.260000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1A8JU7, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1A8JU7_4.26_1014
- **C.18 - Value (incl. sponsor support):** $1489000000.00
- **C.18.a - Value (excl. sponsor support):** $1489000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2029-11-30      | 4.1250%  | 0.0000% | $3247900.00        | $3346093.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-02-15      | 3.8750%  | 0.0000% | $22049000.00       | $20146672.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-11-15      | 4.0000%  | 0.0000% | $105531500.00      | $99263667.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-05-15      | 1.6250%  | 0.0000% | $36861000.00       | $33064012.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $98.23             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2031-07-15      | 0.1250%  | 0.0000% | $1003000.00        | $1129320.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-30      | 4.0000%  | 0.0000% | $1000600.00        | $1020579.98        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2033-07-15      | 1.3750%  | 0.0000% | $3200.00           | $3362.71           | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-12-16      | 0.0000%  | 0.0000% | $4053900.00        | $4021249.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-09-30      | 1.2500%  | 0.0000% | $15963100.00       | $14891640.76       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-10-15      | 0.1250%  | 0.0000% | $200.00            | $235.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-15      | 5.5000%  | 0.0000% | $949500.00         | $1005290.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-29      | 4.1250%  | 0.0000% | $11677800.00       | $11885040.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-15      | 3.7500%  | 0.0000% | $360229800.00      | $367632924.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 2.3750%  | 0.0000% | $40624000.00       | $38932579.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 4.1250%  | 0.0000% | $30436200.00       | $30904826.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-08-15      | 2.2500%  | 0.0000% | $26529700.00       | $17788760.77       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-07-15      | 0.6250%  | 0.0000% | $1600.00           | $1686.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-15      | 2.7500%  | 0.0000% | $86216900.00       | $80519644.14       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-03-31      | 4.5000%  | 0.0000% | $1800.00           | $1805.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-15      | 3.8750%  | 0.0000% | $12072000.00       | $12251003.81       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2048-02-15      | 1.0000%  | 0.0000% | $1389600.00        | $1367243.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-05-31      | 4.6250%  | 0.0000% | $20900.00          | $22090.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-31      | 3.8750%  | 0.0000% | $914900.00         | $916075.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-09-15      | 3.3750%  | 0.0000% | $267742800.00      | $266351201.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-28      | 4.0000%  | 0.0000% | $340128200.00      | $345398458.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-15      | 0.8750%  | 0.0000% | $371000.00         | $323075.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 0.6250%  | 0.0000% | $6524300.00        | $6116828.11        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 1.2500%  | 0.0000% | $783900.00         | $851997.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-04-30      | 3.5000%  | 0.0000% | $31779600.00       | $31954471.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $71813600.00       | $71332736.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-15      | 3.8750%  | 0.0000% | $55073300.00       | $56335188.19       | U.S. Treasuries (including strips) |

### Security 240: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AIJB7, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1AIJB7_4.25_1027
- **C.18 - Value (incl. sponsor support):** $627000000.00
- **C.18.a - Value (excl. sponsor support):** $627000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $238114000.00      | $268102598.17      | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-10-09      | 0.0000%  | 0.0000% | $857000.00         | $856232.99         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-10-23      | 0.0000%  | 0.0000% | $2824100.00        | $2817135.77        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-11-06      | 0.0000%  | 0.0000% | $23568400.00       | $23473796.44       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-11-20      | 0.0000%  | 0.0000% | $161000.00         | $160111.76         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-11      | 0.0000%  | 0.0000% | $830000.00         | $809220.95         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-12-18      | 0.0000%  | 0.0000% | $2401000.00        | $2380906.03        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-10-07      | 0.0000%  | 0.0000% | $81000.00          | $80945.57          | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-10-14      | 0.0000%  | 0.0000% | $100.00            | $99.85             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-11-04      | 0.0000%  | 0.0000% | $4837300.00        | $4818981.14        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-11-18      | 0.0000%  | 0.0000% | $1536000.00        | $1527831.55        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-12-16      | 0.0000%  | 0.0000% | $325000.00         | $322382.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.7500%  | 0.0000% | $12883000.00       | $12635079.55       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $47852300.00       | $53389159.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $1608700.00        | $1613719.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-10-31      | 4.1250%  | 0.0000% | $258117100.00      | $266551885.70      | U.S. Treasuries (including strips) |

### Security 241: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AM3A7, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1AM3A7_4.21_1103
- **C.18 - Value (incl. sponsor support):** $842000000.00
- **C.18.a - Value (excl. sponsor support):** $842000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2031-05-15      | 1.6250%  | 0.0000% | $268224400.00      | $240595073.95      | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-12-11      | 0.0000%  | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-15      | 6.0000%  | 0.0000% | $25000000.00       | $25380925.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-08-15      | 4.5000%  | 0.0000% | $326700.00         | $331160.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $27000000.00       | $27240624.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 2.2500%  | 0.0000% | $2248900.00        | $2212484.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 4.8750%  | 0.0000% | $61084400.00       | $62681655.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $81300.00          | $82365.37          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $3555200.00        | $3622139.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 3.5000%  | 0.0000% | $14189000.00       | $14157906.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 0.3750%  | 0.0000% | $497751900.00      | $469593379.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $94.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-15      | 3.7500%  | 0.0000% | $12730000.00       | $12942172.37       | U.S. Treasuries (including strips) |

### Security 242: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ANDG1, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1ANDG1_4.19_1112
- **C.18 - Value (incl. sponsor support):** $786000000.00
- **C.18.a - Value (excl. sponsor support):** $786000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2028-03-31      | 1.2500%  | 0.0000% | $35423400.00       | $33439795.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 1.2500%  | 0.0000% | $91537600.00       | $86189698.80       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-12-23      | 0.0000%  | 0.0000% | $633100.00         | $627459.71         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $400.00            | $470.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 1.5000%  | 0.0000% | $76020600.00       | $74693280.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.2500%  | 0.0000% | $70050000.00       | $68392103.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 3.8750%  | 0.0000% | $83559900.00       | $83822110.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 3.8750%  | 0.0000% | $61198800.00       | $62208559.82       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $180500.00         | $183898.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $72102000.00       | $74491171.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 4.0000%  | 0.0000% | $64353200.00       | $65138625.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $74292000.00       | $70892160.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $505300.00         | $473806.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $91970000.00       | $89602807.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $92590600.00       | $91564140.61       | U.S. Treasuries (including strips) |

### Security 243: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ANLQ0, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1ANLQ0_4.21_1103
- **C.18 - Value (incl. sponsor support):** $314000000.00
- **C.18.a - Value (excl. sponsor support):** $314000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $523700.00         | $534619.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 3.8750%  | 0.0000% | $800.00            | $802.51            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $1761600.00        | $2000107.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $100000000.00      | $101687500.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-08-15      | 2.2500%  | 0.0000% | $5028000.00        | $3371387.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $12490200.00       | $13249528.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $289300.00         | $293782.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $50.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 0.3750%  | 0.0000% | $8969100.00        | $8461705.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $299208000.00      | $186867513.92      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $3508200.00        | $3812959.79        | U.S. Treasuries (including strips) |

### Security 244: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AONR4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1AONR4_4.21_1031
- **C.18 - Value (incl. sponsor support):** $1266000000.00
- **C.18.a - Value (excl. sponsor support):** $1266000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2028-03-31      | 1.2500%  | 0.0000% | $62676500.00       | $59166804.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-30      | 1.2500%  | 0.0000% | $24102400.00       | $22831745.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-15      | 4.3750%  | 0.0000% | $713600.00         | $721134.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-30      | 4.1250%  | 0.0000% | $94585000.00       | $97297508.63       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-01-22      | 0.0000%  | 0.0000% | $329900.00         | $325975.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-30      | 4.3750%  | 0.0000% | $114800.00         | $119791.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 4.2500%  | 0.0000% | $18200.00          | $18513.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-15      | 4.2500%  | 0.0000% | $119127700.00      | $121827570.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 3.9965%  | 0.0000% | $5531600.00        | $5563394.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-02-15      | 4.6250%  | 0.0000% | $112400.00         | $117596.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 2.2500%  | 0.0000% | $1241300.00        | $1217245.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 1.3750%  | 0.0000% | $521900.00         | $487823.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 1.2500%  | 0.0000% | $1452900.00        | $1414305.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-15      | 1.8750%  | 0.0000% | $1577500.00        | $1404403.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 3.7500%  | 0.0000% | $8300.00           | $8406.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 4.2500%  | 0.0000% | $242000.00         | $244711.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50887325.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-15      | 3.8750%  | 0.0000% | $62586100.00       | $63087769.09       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2041-02-15      | 2.1250%  | 0.0000% | $1559300.00        | $2305526.16        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2043-02-15      | 0.6250%  | 0.0000% | $5000.00           | $5343.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 2.7500%  | 0.0000% | $249700.00         | $245615.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-15      | 2.6250%  | 0.0000% | $707400.00         | $687113.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-28      | 2.5000%  | 0.0000% | $58900.00          | $58679.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 2.2500%  | 0.0000% | $30000.00          | $29761.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-15      | 2.3750%  | 0.0000% | $16394300.00       | $15831356.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.8750%  | 0.0000% | $3949900.00        | $3858747.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 2.3750%  | 0.0000% | $715000.00         | $685230.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-04-30      | 2.8750%  | 0.0000% | $5994900.00        | $5909461.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 2.7500%  | 0.0000% | $121181200.00      | $120896960.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 2.7500%  | 0.0000% | $411900.00         | $402808.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $119300.00         | $118372.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-28      | 4.6250%  | 0.0000% | $60191400.00       | $60587331.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 3.8750%  | 0.0000% | $100553000.00      | $102212091.02      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2046-02-15      | 1.0000%  | 0.0000% | $2371000.00        | $2497364.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-31      | 2.1250%  | 0.0000% | $3268000.00        | $3254517.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-15      | 1.6250%  | 0.0000% | $893000.00         | $887240.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-15      | 1.6250%  | 0.0000% | $564300.00         | $560188.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 2.2500%  | 0.0000% | $400000.00         | $393523.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-31      | 3.1250%  | 0.0000% | $12990000.00       | $12762152.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-15      | 4.5000%  | 0.0000% | $46782100.00       | $48329125.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-04-30      | 4.6250%  | 0.0000% | $4303900.00        | $4565551.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-04-30      | 4.6250%  | 0.0000% | $344400.00         | $362083.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-05-15      | 4.3750%  | 0.0000% | $799900.00         | $832424.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-06-30      | 4.0000%  | 0.0000% | $1583000.00        | $1608582.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-06-30      | 3.8750%  | 0.0000% | $3629900.00        | $3689297.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-15      | 3.8750%  | 0.0000% | $113282000.00      | $114961747.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 1.3750%  | 0.0000% | $1090500.00        | $1068676.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 1.6250%  | 0.0000% | $3040600.00        | $2994127.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.1250%  | 0.0000% | $80000.00          | $77279.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 0.6250%  | 0.0000% | $337200.00         | $322408.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-10-15      | 4.2500%  | 0.0000% | $2841100.00        | $2896692.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 4.1250%  | 0.0000% | $4665500.00        | $4793050.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-11-30      | 3.8750%  | 0.0000% | $4401900.00        | $4488593.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 3.8750%  | 0.0000% | $94146800.00       | $95580326.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 4.5000%  | 0.0000% | $49562400.00       | $51715291.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-06-30      | 4.2500%  | 0.0000% | $1512500.00        | $1562618.20        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 4.0805%  | 0.0000% | $50000000.00       | $50354110.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-02-15      | 3.5000%  | 0.0000% | $109899300.00      | $107281388.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 0.5000%  | 0.0000% | $14559600.00       | $13689340.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 0.3750%  | 0.0000% | $516300.00         | $512164.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-31      | 0.3750%  | 0.0000% | $5013800.00        | $4957257.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $60800.00          | $53250.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 1.1250%  | 0.0000% | $863000.00         | $814621.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 3.6250%  | 0.0000% | $2395000.00        | $2424749.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-15      | 4.1250%  | 0.0000% | $710200.00         | $720325.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $9799200.00        | $9733584.56        | U.S. Treasuries (including strips) |

### Security 245: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AR1X8, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1AR1X8_4.18_1023
- **C.18 - Value (incl. sponsor support):** $632000000.00
- **C.18.a - Value (excl. sponsor support):** $632000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2028-04-30      | 1.2500%  | 0.0000% | $268378200.00      | $254229572.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $5000.00           | $4661.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $70919000.00       | $74197603.10       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $61000.00          | $99900.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 1.3750%  | 0.0000% | $1201000.00        | $1122582.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-12-31      | 4.2500%  | 0.0000% | $1166700.00        | $1179774.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-15      | 3.8750%  | 0.0000% | $6398500.00        | $6493377.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $57113800.00       | $55645827.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.1250%  | 0.0000% | $4741200.00        | $4579995.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $91914600.00       | $91945299.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-01-31      | 0.3750%  | 0.0000% | $165400.00         | $163534.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 3.5000%  | 0.0000% | $153170100.00      | $154977910.02      | U.S. Treasuries (including strips) |

### Security 246: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.110000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AUWT6, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1AUWT6_4.11_1112
- **C.18 - Value (incl. sponsor support):** $751000000.00
- **C.18.a - Value (excl. sponsor support):** $751000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $92.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $1000.00           | $911.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 0.7500%  | 0.0000% | $5942000.00        | $5855901.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $15983300.00       | $16302454.53       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $424100.00         | $445664.47         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $1217100.00        | $1251599.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 4.2500%  | 0.0000% | $159986300.00      | $163247247.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 4.3750%  | 0.0000% | $500.00            | $518.68            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-11-06      | 0.0000%  | 0.0000% | $1063000.00        | $1058733.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $400.00            | $392.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $100.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $35813000.00       | $33385964.45       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $13957100.00       | $15488979.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-15      | 4.2500%  | 0.0000% | $480600.00         | $491492.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $22661700.00       | $23314013.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $917100.00         | $949929.46         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $13104900.00       | $13877470.23       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $157700.00         | $258267.62         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $100.00            | $157.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 4.8750%  | 0.0000% | $900.00            | $926.85            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $52200.00          | $68497.30          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $200.00            | $259.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $792100.00         | $690216.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $200.00            | $189.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $152900.00         | $154262.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 4.0000%  | 0.0000% | $33910400.00       | $34513816.41       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $104000.00         | $110261.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-15      | 3.8750%  | 0.0000% | $10560800.00       | $10645451.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $514200.00         | $523033.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.8750%  | 0.0000% | $29480500.00       | $30160784.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 2.5000%  | 0.0000% | $50504200.00       | $49655779.94       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $107100.00         | $120855.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 2.8750%  | 0.0000% | $489000.00         | $482030.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $29885000.00       | $29990075.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $114152500.00      | $116078823.44      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $1643600.00        | $1706418.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $14275700.00       | $14649102.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $102.57            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $126400.00         | $129471.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-02-15      | 3.0000%  | 0.0000% | $9681600.00        | $7435614.02        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $47429000.00       | $58124217.53       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 0.6250%  | 0.0000% | $100.00            | $135.75            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $358300.00         | $481149.21         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $818100.00         | $1086178.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $115000.00         | $111216.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-15      | 4.5000%  | 0.0000% | $4158000.00        | $4295499.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.7500%  | 0.0000% | $989600.00         | $1000792.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $2682100.00        | $2715292.16        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $1560900.00        | $1741507.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $4431100.00        | $4623578.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-15      | 4.3750%  | 0.0000% | $41975500.00       | $42890994.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $196100.00         | $200571.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $3485600.00        | $3496475.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $39500.00          | $40112.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $6000.00           | $6002.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $1010600.00        | $1001191.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $7968900.00        | $7963463.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-05-15      | 1.2500%  | 0.0000% | $66089700.00       | $32796121.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-11-15      | 1.6250%  | 0.0000% | $2770000.00        | $1506895.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $57.49             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $1783400.00        | $2137343.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $172.70            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $137.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $124.91            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-01-15      | 0.1250%  | 0.0000% | $137100.00         | $159826.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $1712400.00        | $1605671.60        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $16440400.00       | $17868589.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $6815000.00        | $6639590.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-15      | 3.8750%  | 0.0000% | $431800.00         | $441693.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $37400.00          | $38657.32          | U.S. Treasuries (including strips) |

### Security 247: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AXEW3, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1AXEW3_4.16_1015
- **C.18 - Value (incl. sponsor support):** $406000000.00
- **C.18.a - Value (excl. sponsor support):** $406000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $2563200.00        | $2362632.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-08-15      | 3.3750%  | 0.0000% | $11716000.00       | $10046103.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 0.7500%  | 0.0000% | $17650000.00       | $17394255.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 1.2500%  | 0.0000% | $300.00            | $282.47            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $2372000.00        | $2492610.55        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $651500.00         | $687317.69         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $400.00            | $392.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $186.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $1163500.00        | $1084649.98        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $43823800.00       | $48633737.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 4.2500%  | 0.0000% | $200.00            | $203.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $200.00            | $205.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $103.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $104.62            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $1226700.00        | $2008984.72        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $95400.00          | $144118.07         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $59448800.00       | $78009234.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $3377400.00        | $3187653.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 4.0000%  | 0.0000% | $400.00            | $407.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-15      | 3.8750%  | 0.0000% | $3510100.00        | $3538235.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $82.33             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $106.87            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $298900.00         | $380095.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 2.5000%  | 0.0000% | $19535300.00       | $19207126.50       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $112.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 2.8750%  | 0.0000% | $178500.00         | $175956.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $8500.00           | $8088.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 2.7500%  | 0.0000% | $4535400.00        | $4435297.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $65269900.00       | $65499388.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-31      | 4.1250%  | 0.0000% | $1000.00           | $1027.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 4.0000%  | 0.0000% | $19227100.00       | $19720762.20       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $5897500.00        | $7008784.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $80.53             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $2052300.00        | $2755965.75        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $269900.00         | $358342.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $600.00            | $580.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-06-30      | 4.0000%  | 0.0000% | $16028000.00       | $16287028.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $200.00            | $202.48            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $99.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $285300.00         | $318311.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $270600.00         | $271444.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-15      | 3.3750%  | 0.0000% | $14307000.00       | $14232639.10       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $105.40            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $3100400.00        | $3253349.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $45919600.00       | $45492077.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $2867800.00        | $2859252.47        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $148.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-08-15      | 1.3750%  | 0.0000% | $5264600.00        | $2662559.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 1.3750%  | 0.0000% | $14912400.00       | $9816195.41        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $137.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 1.7500%  | 0.0000% | $116800.00         | $79551.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $62.45             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $1720500.00        | $1084282.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $500.00            | $435.41            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-01-15      | 0.1250%  | 0.0000% | $400.00            | $466.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $1800.00           | $1576.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 3.5000%  | 0.0000% | $6946800.00        | $7028790.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 4.1035%  | 0.0000% | $21430400.00       | $21587595.93       | U.S. Treasuries (including strips) |

### Security 248: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AXEY9, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1AXEY9_4.09_1117
- **C.18 - Value (incl. sponsor support):** $625000000.00
- **C.18.a - Value (excl. sponsor support):** $625000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $107499000.00      | $101220520.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $105413000.00      | $98530216.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $153991400.00      | $156161138.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $207699500.00      | $220326370.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $52899600.00       | $52624653.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $9182500.00        | $8637108.47        | U.S. Treasuries (including strips) |

### Security 249: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.110000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B1MO1, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1B1MO1_4.11_1030
- **C.18 - Value (incl. sponsor support):** $3782000000.00
- **C.18.a - Value (excl. sponsor support):** $3782000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                         | 2053-05-15      | 3.6250%  | 0.0000% | $51231600.00       | $43107126.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2043-05-15      | 3.8750%  | 0.0000% | $2303000.00        | $2122793.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2043-02-15      | 3.8750%  | 0.0000% | $880900.00         | $804898.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2053-08-15      | 4.1250%  | 0.0000% | $39288800.00       | $35807193.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2043-08-15      | 4.3750%  | 0.0000% | $327100.00         | $317902.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-04-30      | 0.7500%  | 0.0000% | $71478200.00       | $70442495.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-04-30      | 1.2500%  | 0.0000% | $1071800.00        | $1015295.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-05-15      | 1.6250%  | 0.0000% | $1100.00           | $986.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-05-31      | 1.2500%  | 0.0000% | $200.00            | $188.86            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2031-07-15      | 0.1250%  | 0.0000% | $843600.00         | $949844.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-06-30      | 4.0000%  | 0.0000% | $6822600.00        | $6958833.68        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2033-07-15      | 1.3750%  | 0.0000% | $21638300.00       | $22738555.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-07-31      | 4.0000%  | 0.0000% | $7424200.00        | $7561595.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2033-08-15      | 3.8750%  | 0.0000% | $499800.00         | $498631.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-08-31      | 4.1250%  | 0.0000% | $11003100.00       | $11232531.23       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2029-10-15      | 1.6250%  | 0.0000% | $400900.00         | $422940.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2034-11-15      | 4.2500%  | 0.0000% | $164539600.00      | $169203557.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-11-30      | 4.2500%  | 0.0000% | $5500000.00        | $5612104.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-12-31      | 4.3750%  | 0.0000% | $34417300.00       | $35703044.28       | U.S. Treasuries (including strips) |
| United States Treasury Bill                    | 2025-12-26      | 0.0000%  | 0.0000% | $17776400.00       | $17612697.13       | U.S. Treasuries (including strips) |
| United States Treasury Bill                    | 2025-10-23      | 0.0000%  | 0.0000% | $63000.00          | $62844.64          | U.S. Treasuries (including strips) |
| United States Treasury Bill                    | 2025-11-06      | 0.0000%  | 0.0000% | $8499200.00        | $8465084.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2053-11-15      | 4.7500%  | 0.0000% | $8001800.00        | $8179035.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2043-11-15      | 4.7500%  | 0.0000% | $4400100.00        | $4530076.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2054-02-15      | 4.2500%  | 0.0000% | $921700.00         | $857758.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2044-02-15      | 4.5000%  | 0.0000% | $35500.00          | $34972.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2054-05-15      | 4.6250%  | 0.0000% | $96910400.00       | $97137824.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2044-05-15      | 4.6250%  | 0.0000% | $6579800.00        | $6654117.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2054-08-15      | 4.2500%  | 0.0000% | $68522700.00       | $63788569.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2054-11-15      | 4.5000%  | 0.0000% | $10123300.00       | $9942052.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2044-11-15      | 4.6250%  | 0.0000% | $1809300.00        | $1825995.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2055-02-15      | 4.6250%  | 0.0000% | $5045500.00        | $5000707.31        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2055-02-15      | 2.3750%  | 0.0000% | $42381300.00       | $42595482.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-07-31      | 1.0000%  | 0.0000% | $622100.00         | $579537.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-08-31      | 1.1250%  | 0.0000% | $342800.00         | $319568.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-10-31      | 1.1250%  | 0.0000% | $39453300.00       | $38556617.63       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2028-10-15      | 2.3750%  | 0.0000% | $130238300.00      | $144532770.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2033-11-15      | 4.5000%  | 0.0000% | $16775300.00       | $17644394.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-11-30      | 4.8750%  | 0.0000% | $952200.00         | $968785.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-12-31      | 4.2500%  | 0.0000% | $13125700.00       | $13352105.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-01-31      | 4.2500%  | 0.0000% | $18705400.00       | $19243831.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-01-31      | 4.3750%  | 0.0000% | $138000.00         | $142939.99         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2035-01-15      | 2.1250%  | 0.0000% | $183233800.00      | $194035941.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2035-02-15      | 4.6250%  | 0.0000% | $17837300.00       | $18661922.84       | U.S. Treasuries (including strips) |
| United States Treasury Bill                    | 2026-01-13      | 0.0000%  | 0.0000% | $400.00            | $395.58            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2028-01-15      | 1.7500%  | 0.0000% | $268000.00         | $421428.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2039-11-15      | 4.3750%  | 0.0000% | $34400.00          | $34715.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2040-08-15      | 3.8750%  | 0.0000% | $300.00            | $281.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2045-02-15      | 4.7500%  | 0.0000% | $20742000.00       | $21026466.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2055-05-15      | 4.7500%  | 0.0000% | $22785700.00       | $23320491.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2045-08-15      | 4.8750%  | 0.0000% | $25083100.00       | $25831498.18       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2027-07-15      | 0.3750%  | 0.0000% | $67472200.00       | $88537610.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-08-15      | 2.2500%  | 0.0000% | $900.00            | $880.29            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2028-01-15      | 0.5000%  | 0.0000% | $22500300.00       | $29144776.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-11-15      | 1.3750%  | 0.0000% | $2384000.00        | $2077358.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-12-31      | 1.2500%  | 0.0000% | $4411900.00        | $4294702.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-01-31      | 1.7500%  | 0.0000% | $1374100.00        | $1296901.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $102.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-12-31      | 3.7500%  | 0.0000% | $199891000.00      | $202457800.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-12-31      | 4.2500%  | 0.0000% | $128300.00         | $129737.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note      | 2026-01-31      | 4.1435%  | 0.0000% | $900.00            | $906.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-01-31      | 4.0000%  | 0.0000% | $246820700.00      | $251214462.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $203.56            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $106.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-02-15      | 4.2500%  | 0.0000% | $440200.00         | $448864.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-02-28      | 4.1250%  | 0.0000% | $22100.00          | $22312.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-03-31      | 4.0000%  | 0.0000% | $111900.00         | $113246.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-03-31      | 3.8750%  | 0.0000% | $8917200.00        | $8945182.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-04-15      | 3.7500%  | 0.0000% | $25061300.00       | $25576337.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-04-30      | 3.7500%  | 0.0000% | $971100.00         | $987783.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-04-30      | 3.8750%  | 0.0000% | $15516000.00       | $15874043.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2041-02-15      | 4.7500%  | 0.0000% | $11493500.00       | $11874181.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2041-05-15      | 4.3750%  | 0.0000% | $300.00            | $299.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2042-02-15      | 3.1250%  | 0.0000% | $189400.00         | $158021.20         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2042-02-15      | 0.7500%  | 0.0000% | $11762800.00       | $13355397.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2042-05-15      | 3.0000%  | 0.0000% | $850600.00         | $700281.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2042-08-15      | 2.7500%  | 0.0000% | $12283100.00       | $9610708.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $78.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2043-02-15      | 3.1250%  | 0.0000% | $4366200.00        | $3583053.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2043-05-15      | 2.8750%  | 0.0000% | $13679300.00       | $10870601.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.36             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2029-01-15      | 0.8750%  | 0.0000% | $30000100.00       | $38149573.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-02-15      | 2.6250%  | 0.0000% | $6888300.00        | $6690759.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-03-31      | 2.5000%  | 0.0000% | $15000000.00       | $14748015.00       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2027-04-15      | 0.1250%  | 0.0000% | $45700.00          | $51569.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-04-30      | 2.8750%  | 0.0000% | $54466100.00       | $53689855.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-05-15      | 2.8750%  | 0.0000% | $15537800.00       | $14786271.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2034-02-15      | 4.0000%  | 0.0000% | $63391000.00       | $63613882.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-02-15      | 4.1250%  | 0.0000% | $6638600.00        | $6711586.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-02-28      | 4.2500%  | 0.0000% | $24999900.00       | $25570275.19       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2030-04-15      | 1.6250%  | 0.0000% | $94444000.00       | $98053641.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2035-05-15      | 4.2500%  | 0.0000% | $9932100.00        | $10191888.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-05-15      | 3.7500%  | 0.0000% | $349100.00         | $355208.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-05-31      | 4.1250%  | 0.0000% | $113597000.00      | $116714215.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-05-31      | 4.0000%  | 0.0000% | $2500.00           | $2564.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2044-05-15      | 3.3750%  | 0.0000% | $6437300.00        | $5459044.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2044-08-15      | 3.1250%  | 0.0000% | $6817500.00        | $5489868.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2045-02-15      | 2.5000%  | 0.0000% | $53409600.00       | $38451280.14       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2045-02-15      | 0.7500%  | 0.0000% | $9036200.00        | $9255751.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2045-05-15      | 3.0000%  | 0.0000% | $2499600.00        | $1974903.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2045-08-15      | 2.8750%  | 0.0000% | $6754800.00        | $5161759.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2046-02-15      | 2.5000%  | 0.0000% | $2594900.00        | $1840751.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2047-02-15      | 3.0000%  | 0.0000% | $27335000.00       | $20993690.03       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2029-07-15      | 0.2500%  | 0.0000% | $6797400.00        | $8330210.55        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2026-01-15      | 0.6250%  | 0.0000% | $159624800.00      | $216690982.26      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2026-07-15      | 0.1250%  | 0.0000% | $6841500.00        | $9187223.93        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2027-01-15      | 0.3750%  | 0.0000% | $37259800.00       | $49469261.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-02-15      | 2.2500%  | 0.0000% | $50400.00          | $49583.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-06-30      | 3.2500%  | 0.0000% | $41618100.00       | $41686395.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $96.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-08-15      | 2.7500%  | 0.0000% | $27783100.00       | $25947178.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-08-31      | 3.1250%  | 0.0000% | $2360200.00        | $2344728.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-08-31      | 3.1250%  | 0.0000% | $8700.00           | $8547.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-09-30      | 3.8750%  | 0.0000% | $2664400.00        | $2683549.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-04-30      | 4.6250%  | 0.0000% | $4397500.00        | $4623293.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2034-05-15      | 4.3750%  | 0.0000% | $50600.00          | $52657.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-05-15      | 4.5000%  | 0.0000% | $7099400.00        | $7312438.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-06-30      | 4.0000%  | 0.0000% | $8938500.00        | $9082955.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-06-30      | 3.7500%  | 0.0000% | $5358900.00        | $5419509.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-07-31      | 3.8750%  | 0.0000% | $254800.00         | $258138.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-07-31      | 4.0000%  | 0.0000% | $185900.00         | $188200.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2035-08-15      | 4.2500%  | 0.0000% | $6000000.00        | $6087171.00        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2047-02-15      | 0.8750%  | 0.0000% | $120825800.00      | $119655103.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2047-05-15      | 3.0000%  | 0.0000% | $597900.00         | $462445.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2047-08-15      | 2.7500%  | 0.0000% | $10017500.00       | $7306809.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2047-11-15      | 2.7500%  | 0.0000% | $16960100.00       | $12451961.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.01             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2048-02-15      | 1.0000%  | 0.0000% | $11046600.00       | $10868879.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2048-11-15      | 3.3750%  | 0.0000% | $932600.00         | $762242.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2049-02-15      | 3.0000%  | 0.0000% | $35474100.00       | $26740837.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2049-05-15      | 2.8750%  | 0.0000% | $800.00            | $593.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2049-08-15      | 2.2500%  | 0.0000% | $24959900.00       | $16034601.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2050-02-15      | 2.0000%  | 0.0000% | $116589000.00      | $70135278.84       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2028-07-15      | 0.7500%  | 0.0000% | $15850300.00       | $20324137.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-09-30      | 1.6250%  | 0.0000% | $510000.00         | $499681.17         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2030-01-15      | 0.1250%  | 0.0000% | $43100.00          | $51677.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-01-31      | 1.5000%  | 0.0000% | $3299200.00        | $3214402.02        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2027-10-15      | 1.6250%  | 0.0000% | $1198200.00        | $1336840.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-10-31      | 4.0000%  | 0.0000% | $6428200.00        | $6609413.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-11-15      | 4.5000%  | 0.0000% | $21195100.00       | $21561414.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-12-31      | 3.8750%  | 0.0000% | $25000900.00       | $25413502.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-05-31      | 4.5000%  | 0.0000% | $134200.00         | $140029.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-06-15      | 4.6250%  | 0.0000% | $4626100.00        | $4762917.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-06-30      | 4.2500%  | 0.0000% | $2363800.00        | $2442126.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-07-15      | 4.3750%  | 0.0000% | $2826600.00        | $2888248.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-07-31      | 4.0000%  | 0.0000% | $2220900.00        | $2261454.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-07-31      | 4.1250%  | 0.0000% | $8249000.00        | $8437074.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-08-31      | 3.6250%  | 0.0000% | $29871200.00       | $29964402.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-08-31      | 3.8750%  | 0.0000% | $21986900.00       | $22015160.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-09-15      | 3.3750%  | 0.0000% | $26042500.00       | $25907143.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-09-30      | 3.5000%  | 0.0000% | $527000.00         | $525950.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-02-28      | 4.0000%  | 0.0000% | $5454000.00        | $5538509.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-03-31      | 3.6250%  | 0.0000% | $13700.00          | $13704.58          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2034-07-15      | 1.8750%  | 0.0000% | $1501700.00        | $1575782.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2034-08-15      | 3.8750%  | 0.0000% | $252587200.00      | $250235550.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-08-15      | 3.7500%  | 0.0000% | $1000300.00        | $1007215.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-08-31      | 3.7500%  | 0.0000% | $1900.00           | $1898.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-08-31      | 3.6250%  | 0.0000% | $61500.00          | $61566.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-09-15      | 3.3750%  | 0.0000% | $200.00            | $199.40            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2050-02-15      | 0.2500%  | 0.0000% | $42746400.00       | $31798332.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2050-05-15      | 1.2500%  | 0.0000% | $111014800.00      | $55089595.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2050-08-15      | 1.3750%  | 0.0000% | $7688200.00        | $3888289.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2040-05-15      | 1.1250%  | 0.0000% | $24427900.00       | $15678210.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2050-11-15      | 1.6250%  | 0.0000% | $6075400.00        | $3305052.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2040-11-15      | 1.3750%  | 0.0000% | $773900.00         | $509425.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2051-02-15      | 1.8750%  | 0.0000% | $30244200.00       | $17387050.33       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2051-02-15      | 0.1250%  | 0.0000% | $5880000.00        | $4051481.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-05-31      | 0.5000%  | 0.0000% | $419800.00         | $399344.27         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $119.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-08-15      | 0.6250%  | 0.0000% | $300.00            | $259.06            | U.S. Treasuries (including strips) |
| United States Treasury Inflation Indexed Bonds | 2025-10-15      | 0.1250%  | 0.0000% | $700.00            | $871.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2041-02-15      | 1.8750%  | 0.0000% | $25482700.00       | $17986855.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2051-05-15      | 2.3750%  | 0.0000% | $6526000.00        | $4269493.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2051-08-15      | 2.0000%  | 0.0000% | $14967700.00       | $8831317.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2041-08-15      | 1.7500%  | 0.0000% | $24271100.00       | $16530936.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2051-11-15      | 1.8750%  | 0.0000% | $21710000.00       | $12466929.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $71.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2052-02-15      | 2.2500%  | 0.0000% | $26203000.00       | $16364834.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2042-02-15      | 2.3750%  | 0.0000% | $122300.00         | $91095.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-11-15      | 0.8750%  | 0.0000% | $66453800.00       | $57869514.09       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2031-01-15      | 0.1250%  | 0.0000% | $5430300.00        | $6330474.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-02-15      | 1.1250%  | 0.0000% | $418600.00         | $366625.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $94.39             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2028-04-15      | 1.2500%  | 0.0000% | $43200.00          | $46952.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2033-05-15      | 3.3750%  | 0.0000% | $67033400.00       | $65308044.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-09-30      | 3.5000%  | 0.0000% | $5481300.00        | $5444597.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-10-15      | 3.8750%  | 0.0000% | $500.00            | $511.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-10-31      | 4.1250%  | 0.0000% | $1400.00           | $1447.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-10-31      | 4.1250%  | 0.0000% | $3773500.00        | $3896810.95        | U.S. Treasuries (including strips) |

### Security 250: Barclays Bank plc

- **C.1 - Title:** Barclays Bank PLC 4.110000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B1MV5, C.3 - LEI: N/A, C.5 - Other ID: ARP1B1MV5_4.11_1030
- **C.18 - Value (incl. sponsor support):** $1883000000.00
- **C.18.a - Value (excl. sponsor support):** $1883000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY      | 2052-08-15      | 3.0000%  | 0.0000% | $6607800.00        | $4869294.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2053-11-15      | 4.7500%  | 0.0000% | $4754500.00        | $4859809.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-11-30      | 4.1250%  | 0.0000% | $6599700.00        | $6799228.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2043-02-15      | 3.8750%  | 0.0000% | $344528000.00      | $314803071.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2052-11-15      | 4.0000%  | 0.0000% | $200.00            | $180.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-08-31      | 4.3750%  | 0.0000% | $21022800.00       | $21530325.94       | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-10-23      | 0.0000%  | 0.0000% | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-10-14      | 0.0000%  | 0.0000% | $100.00            | $99.85             | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-02-26      | 0.0000%  | 0.0000% | $200.00            | $196.93            | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-09      | 0.0000%  | 0.0000% | $512000.00         | $508243.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2054-02-15      | 4.2500%  | 0.0000% | $6904000.00        | $6425045.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2054-05-15      | 4.6250%  | 0.0000% | $146269900.00      | $146613158.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2054-11-15      | 4.5000%  | 0.0000% | $52146200.00       | $51212574.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-08-15      | 1.2500%  | 0.0000% | $50000000.00       | $43356525.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-08-31      | 0.7500%  | 0.0000% | $10701500.00       | $10421907.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-10-31      | 1.1250%  | 0.0000% | $57405000.00       | $56100316.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2035-02-15      | 4.6250%  | 0.0000% | $43339900.00       | $45343514.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-02-15      | 6.0000%  | 0.0000% | $6777400.00        | $6880667.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-08-15      | 6.1250%  | 0.0000% | $3672400.00        | $4022072.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-02-15      | 5.3750%  | 0.0000% | $15186900.00       | $16455625.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2039-11-15      | 4.3750%  | 0.0000% | $81363400.00       | $82110499.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2040-08-15      | 3.8750%  | 0.0000% | $3400.00           | $3188.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2045-02-15      | 4.7500%  | 0.0000% | $24957800.00       | $25300083.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2055-08-15      | 4.7500%  | 0.0000% | $166601400.00      | $168598700.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-08-15      | 2.2500%  | 0.0000% | $23515400.00       | $23000353.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $93.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-12-15      | 4.3750%  | 0.0000% | $5636800.00        | $5753911.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-01-15      | 4.0000%  | 0.0000% | $44910700.00       | $45457647.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-02-15      | 4.2500%  | 0.0000% | $36646700.00       | $37368035.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2032-03-31      | 4.1250%  | 0.0000% | $1925000.00        | $1952123.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2041-02-15      | 4.7500%  | 0.0000% | $480800.00         | $496724.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2042-11-15      | 2.7500%  | 0.0000% | $900.00            | $707.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2043-05-15      | 2.8750%  | 0.0000% | $22410000.00       | $17808672.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-05-15      | 2.8750%  | 0.0000% | $5400100.00        | $5357867.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-04-30      | 2.8750%  | 0.0000% | $5805000.00        | $5722267.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-03-31      | 4.1250%  | 0.0000% | $43706200.00       | $44443742.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-03-31      | 4.1250%  | 0.0000% | $93510800.00       | $94950585.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2035-05-15      | 4.2500%  | 0.0000% | $8315200.00        | $8532696.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2044-11-15      | 3.0000%  | 0.0000% | $26795400.00       | $21294920.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2046-02-15      | 2.5000%  | 0.0000% | $18531800.00       | $13145958.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2032-08-15      | 2.7500%  | 0.0000% | $6151700.00        | $5745192.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-04-30      | 4.6250%  | 0.0000% | $16292900.00       | $17283409.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-07-31      | 3.8750%  | 0.0000% | $97168200.00       | $98441514.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2048-02-15      | 3.0000%  | 0.0000% | $200.00            | $152.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2049-11-15      | 2.3750%  | 0.0000% | $1000.00           | $664.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-12-31      | 1.7500%  | 0.0000% | $16142700.00       | $15832049.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-12-31      | 3.8750%  | 0.0000% | $34100000.00       | $34619223.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-05-31      | 4.5000%  | 0.0000% | $26007200.00       | $27136900.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-08-31      | 3.6250%  | 0.0000% | $40461700.00       | $40587946.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-08-31      | 3.6250%  | 0.0000% | $25900.00          | $25863.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-09-15      | 3.3750%  | 0.0000% | $61557700.00       | $61237752.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-09-30      | 3.6250%  | 0.0000% | $137653200.00      | $137028529.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-03-31      | 3.6250%  | 0.0000% | $72346300.00       | $72370463.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2034-08-15      | 3.8750%  | 0.0000% | $16239600.00       | $16088405.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-06-30      | 0.5000%  | 0.0000% | $41023500.00       | $38914399.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-11-30      | 0.6250%  | 0.0000% | $2400.00           | $2257.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-09-30      | 3.6250%  | 0.0000% | $13999600.00       | $13844400.43       | U.S. Treasuries (including strips) |

### Security 251: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B1N36, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1B1N36_4.16_1002
- **C.18 - Value (incl. sponsor support):** $627000000.00
- **C.18.a - Value (excl. sponsor support):** $627000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2028-03-31      | 1.2500%  | 0.0000% | $17736200.00       | $16743026.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 0.7500%  | 0.0000% | $5609500.00        | $5523719.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 0.7500%  | 0.0000% | $15168000.00       | $14948218.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-30      | 1.2500%  | 0.0000% | $1817600.00        | $1721777.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-05-15      | 1.6250%  | 0.0000% | $9400.00           | $8431.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 1.2500%  | 0.0000% | $2193800.00        | $2071611.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-31      | 0.7500%  | 0.0000% | $5880200.00        | $5776267.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-30      | 0.8750%  | 0.0000% | $2696600.00        | $2644829.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-30      | 4.0000%  | 0.0000% | $3237800.00        | $3302452.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-15      | 4.5000%  | 0.0000% | $3630300.00        | $3684376.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 4.1250%  | 0.0000% | $2346000.00        | $2393489.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-15      | 4.3750%  | 0.0000% | $4198800.00        | $4243129.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $5275400.00        | $5385400.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-31      | 4.3750%  | 0.0000% | $1288300.00        | $1319401.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-15      | 4.6250%  | 0.0000% | $16576200.00       | $16746080.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 4.6250%  | 0.0000% | $621300.00         | $646154.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 4.1250%  | 0.0000% | $6300.00           | $6463.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-30      | 4.1250%  | 0.0000% | $7300.00           | $7509.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-12-31      | 4.5000%  | 0.0000% | $551500.00         | $577316.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 0.6250%  | 0.0000% | $1131400.00        | $1103646.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 1.0000%  | 0.0000% | $3999100.00        | $3725492.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-15      | 1.2500%  | 0.0000% | $19179600.00       | $16631216.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-31      | 1.1250%  | 0.0000% | $1890800.00        | $1762661.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 0.7500%  | 0.0000% | $890700.00         | $867429.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 0.8750%  | 0.0000% | $12534000.00       | $12186519.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 1.3750%  | 0.0000% | $11308600.00       | $10634389.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 1.1250%  | 0.0000% | $4564400.00        | $4460661.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-15      | 4.6250%  | 0.0000% | $2061800.00        | $2124762.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-10-31      | 5.0000%  | 0.0000% | $8752200.00        | $8939768.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 4.8750%  | 0.0000% | $14606300.00       | $15425922.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-10-31      | 4.8750%  | 0.0000% | $193000.00         | $206909.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-11-15      | 4.5000%  | 0.0000% | $3728000.00        | $3921140.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-15      | 4.6250%  | 0.0000% | $452800.00         | $465146.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-11-30      | 4.8750%  | 0.0000% | $704300.00         | $716567.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-30      | 4.3750%  | 0.0000% | $6471200.00        | $6752556.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-15      | 4.2500%  | 0.0000% | $1800400.00        | $1841203.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 4.1250%  | 0.0000% | $8400.00           | $8504.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-01-31      | 4.3750%  | 0.0000% | $4253600.00        | $4405866.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-02-15      | 4.6250%  | 0.0000% | $3214600.00        | $3363211.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 2.2500%  | 0.0000% | $99200.00          | $97027.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-30      | 1.5000%  | 0.0000% | $13440200.00       | $12655225.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 1.3750%  | 0.0000% | $300.00            | $280.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 1.2500%  | 0.0000% | $1700.00           | $1654.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-15      | 1.8750%  | 0.0000% | $7700.00           | $6855.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 1.8750%  | 0.0000% | $9199900.00        | $8695265.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-30      | 4.3750%  | 0.0000% | $51600.00          | $53481.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-12-31      | 3.7500%  | 0.0000% | $2900.00           | $2925.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 3.7500%  | 0.0000% | $117700.00         | $119211.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 4.2500%  | 0.0000% | $5677000.00        | $5740616.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-15      | 4.0000%  | 0.0000% | $58300.00          | $59010.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-31      | 4.2500%  | 0.0000% | $4468300.00        | $4503411.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 4.0000%  | 0.0000% | $3608200.00        | $3672431.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 4.2500%  | 0.0000% | $5900.00           | $6016.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 4.1250%  | 0.0000% | $1471000.00        | $1485160.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-15      | 3.7500%  | 0.0000% | $8800.00           | $8980.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-04-30      | 3.8750%  | 0.0000% | $6133100.00        | $6274625.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 2.7500%  | 0.0000% | $50300.00          | $49477.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-10-31      | 3.0000%  | 0.0000% | $212800.00         | $215242.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-15      | 3.1250%  | 0.0000% | $99600.00          | $99270.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 2.6250%  | 0.0000% | $62800.00          | $62999.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-31      | 2.6250%  | 0.0000% | $823900.00         | $823681.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-15      | 2.6250%  | 0.0000% | $600.00            | $582.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-28      | 2.5000%  | 0.0000% | $5124600.00        | $5105453.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 2.2500%  | 0.0000% | $7033400.00        | $6977554.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 2.3750%  | 0.0000% | $905800.00         | $907198.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-15      | 2.3750%  | 0.0000% | $1700.00           | $1641.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 2.3750%  | 0.0000% | $1082700.00        | $1037620.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 2.5000%  | 0.0000% | $600.00            | $589.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 2.7500%  | 0.0000% | $2300900.00        | $2295503.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 2.7500%  | 0.0000% | $4635200.00        | $4532894.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 4.1250%  | 0.0000% | $9884800.00        | $9993475.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-28      | 4.6250%  | 0.0000% | $219600.00         | $221044.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-28      | 4.2500%  | 0.0000% | $7900.00           | $8110.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 4.2500%  | 0.0000% | $2104700.00        | $2152718.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-15      | 4.2500%  | 0.0000% | $597100.00         | $603051.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-05-15      | 4.2500%  | 0.0000% | $13459600.00       | $13811656.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-31      | 4.1250%  | 0.0000% | $4907800.00        | $5042474.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-31      | 4.0000%  | 0.0000% | $7491400.00        | $7683744.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-15      | 3.8750%  | 0.0000% | $8267500.00        | $8416931.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-31      | 2.1250%  | 0.0000% | $2809700.00        | $2798108.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-30      | 1.8750%  | 0.0000% | $4522600.00        | $4479899.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-11-15      | 2.2500%  | 0.0000% | $613900.00         | $617712.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-15      | 1.6250%  | 0.0000% | $433000.00         | $430207.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-15      | 1.6250%  | 0.0000% | $1740200.00        | $1727520.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-15      | 2.0000%  | 0.0000% | $969300.00         | $958346.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 2.2500%  | 0.0000% | $584900.00         | $575429.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 3.2500%  | 0.0000% | $10891700.00       | $10821709.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.2500%  | 0.0000% | $887100.00         | $888555.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 2.7500%  | 0.0000% | $441300.00         | $436433.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 2.6250%  | 0.0000% | $98400.00          | $95162.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.8750%  | 0.0000% | $99600.00          | $100315.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 4.1250%  | 0.0000% | $70000.00          | $70676.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-15      | 4.5000%  | 0.0000% | $5700.00           | $5888.49           | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-04-30      | 4.0485%  | 0.0000% | $13130700.00       | $13222076.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-04-30      | 4.6250%  | 0.0000% | $5392000.00        | $5719800.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-04-30      | 4.6250%  | 0.0000% | $9900.00           | $10408.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 4.5000%  | 0.0000% | $1236900.00        | $1274016.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-06-30      | 4.0000%  | 0.0000% | $427500.00         | $434408.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-15      | 3.8750%  | 0.0000% | $11063700.00       | $11227752.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-08-15      | 4.2500%  | 0.0000% | $5840600.00        | $5925455.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 2.3750%  | 0.0000% | $42200.00          | $41732.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 1.8750%  | 0.0000% | $1608600.00        | $1588859.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-15      | 1.6250%  | 0.0000% | $11731600.00       | $10911411.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 1.6250%  | 0.0000% | $6304900.00        | $6177332.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 1.6250%  | 0.0000% | $4440700.00        | $4372828.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-11-15      | 1.7500%  | 0.0000% | $9999300.00        | $9344060.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.6250%  | 0.0000% | $4705900.00        | $4620900.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 1.7500%  | 0.0000% | $21100.00          | $20693.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-15      | 1.5000%  | 0.0000% | $100000.00         | $91414.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.1250%  | 0.0000% | $24800.00          | $23956.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-10-15      | 4.2500%  | 0.0000% | $65300.00          | $66577.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-10-31      | 4.0000%  | 0.0000% | $4000200.00        | $4112967.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 4.1250%  | 0.0000% | $13262800.00       | $13625393.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-11-15      | 4.5000%  | 0.0000% | $6053400.00        | $6158020.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-30      | 3.8750%  | 0.0000% | $89500.00          | $91128.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-15      | 4.0000%  | 0.0000% | $810600.00         | $820186.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 3.8750%  | 0.0000% | $715700.00         | $727511.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 3.8750%  | 0.0000% | $2700.00           | $2741.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-15      | 3.8750%  | 0.0000% | $15711300.00       | $15832465.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 3.5000%  | 0.0000% | $79500.00          | $79756.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-31      | 4.8750%  | 0.0000% | $1802300.00        | $1843518.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 4.5000%  | 0.0000% | $3777200.00        | $3941274.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-15      | 4.6250%  | 0.0000% | $3419000.00        | $3520117.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 4.2500%  | 0.0000% | $12424500.00       | $12809199.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-30      | 4.6250%  | 0.0000% | $13268400.00       | $13503310.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 4.3750%  | 0.0000% | $21600.00          | $21863.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 4.0000%  | 0.0000% | $8007200.00        | $8153414.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-07-31      | 4.1250%  | 0.0000% | $7210100.00        | $7374487.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-31      | 3.8750%  | 0.0000% | $13221800.00       | $13238794.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 3.6250%  | 0.0000% | $646200.00         | $645296.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-09-30      | 3.8750%  | 0.0000% | $9964100.00        | $9940534.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 3.5000%  | 0.0000% | $101500.00         | $101277.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-15      | 4.0000%  | 0.0000% | $75300.00          | $75693.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-02-15      | 3.5000%  | 0.0000% | $3171100.00        | $3095561.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 4.0000%  | 0.0000% | $984600.00         | $996616.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-28      | 4.0000%  | 0.0000% | $12580700.00       | $12775636.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-15      | 4.6250%  | 0.0000% | $2627800.00        | $2641717.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-03-31      | 3.6250%  | 0.0000% | $701600.00         | $699065.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-31      | 3.6250%  | 0.0000% | $6635100.00        | $6637316.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-08-15      | 3.8750%  | 0.0000% | $8795100.00        | $8713215.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 3.7500%  | 0.0000% | $6969500.00        | $6992643.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-31      | 3.7500%  | 0.0000% | $4423800.00        | $4420781.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-31      | 3.6250%  | 0.0000% | $9918900.00        | $9929683.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 0.6250%  | 0.0000% | $99400.00          | $95039.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 0.5000%  | 0.0000% | $499600.00         | $476736.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-15      | 0.6250%  | 0.0000% | $4246100.00        | $3703290.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 0.5000%  | 0.0000% | $99300.00          | $94461.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $94.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 0.3750%  | 0.0000% | $99600.00          | $93965.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 0.5000%  | 0.0000% | $200.00            | $188.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 0.3750%  | 0.0000% | $99200.00          | $93066.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-10-31      | 0.2500%  | 0.0000% | $14424700.00       | $14393476.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-15      | 0.8750%  | 0.0000% | $55000.00          | $47895.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-11-30      | 0.3750%  | 0.0000% | $1992800.00        | $1983300.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 0.3750%  | 0.0000% | $7769100.00        | $7706865.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-31      | 0.3750%  | 0.0000% | $2103300.00        | $2079580.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $600.00            | $562.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $2619900.00        | $2294603.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 1.1250%  | 0.0000% | $400.00            | $377.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-28      | 0.5000%  | 0.0000% | $799400.00         | $788579.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-15      | 3.7500%  | 0.0000% | $5624200.00        | $5717939.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-04-30      | 3.5000%  | 0.0000% | $419000.00         | $421305.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-15      | 3.6250%  | 0.0000% | $804300.00         | $814158.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-05-15      | 3.3750%  | 0.0000% | $2505300.00        | $2440816.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-31      | 3.7500%  | 0.0000% | $871300.00         | $883269.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-15      | 4.1250%  | 0.0000% | $97600.00          | $98991.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-06-30      | 3.7500%  | 0.0000% | $19300.00          | $19498.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $7700.00           | $7648.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 3.5000%  | 0.0000% | $160800.00         | $160453.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-10-31      | 4.1250%  | 0.0000% | $1934700.00        | $1999741.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 4.1250%  | 0.0000% | $2319900.00        | $2369594.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-10-31      | 4.1250%  | 0.0000% | $16883600.00       | $17435324.58       | U.S. Treasuries (including strips) |

### Security 252: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.110000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B1NB8, C.3 - LEI: N/A, C.5 - Other ID: ARP1B1NB8_4.11_1030
- **C.18 - Value (incl. sponsor support):** $627000000.00
- **C.18.a - Value (excl. sponsor support):** $627000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $42541400.00       | $37143090.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 1.2500%  | 0.0000% | $85027400.00       | $80266120.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $44945400.00       | $45777179.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $25871100.00       | $26613031.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $17555000.00       | $17240695.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $800.00            | $745.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $75254400.00       | $70154433.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 4.3750%  | 0.0000% | $1081000.00        | $1128000.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 4.2500%  | 0.0000% | $10981100.00       | $11170512.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $103.58            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $800.00            | $1049.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.2500%  | 0.0000% | $103600.00         | $101148.06         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $1690800.00        | $1814833.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $89.03             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $9493700.00        | $11282627.81       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $4389900.00        | $4953701.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 4.1250%  | 0.0000% | $98000.00          | $99077.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $53396800.00       | $54793473.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 3.0000%  | 0.0000% | $200.00            | $157.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 2.5000%  | 0.0000% | $61911500.00       | $43918346.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-08-15      | 2.2500%  | 0.0000% | $200.00            | $134.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-15      | 1.6250%  | 0.0000% | $900.00            | $893.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 2.2500%  | 0.0000% | $48195500.00       | $47415094.37       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $4000700.00        | $4217264.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 4.1250%  | 0.0000% | $98000.00          | $99508.91          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $24900.00          | $27092.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $400.00            | $424.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-05-15      | 3.0000%  | 0.0000% | $1043500.00        | $807094.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-05-15      | 3.1250%  | 0.0000% | $67829400.00       | $53180810.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-08-15      | 2.2500%  | 0.0000% | $66902000.00       | $42978814.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $58900.00          | $57386.12          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $111.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $400.00            | $409.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-15      | 3.3750%  | 0.0000% | $801600.00         | $797433.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $400.00            | $406.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $400.00            | $399.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 0.6250%  | 0.0000% | $3173700.00        | $3034485.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $8316500.00        | $5440889.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 2.3750%  | 0.0000% | $300.00            | $223.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $1200.00           | $1125.21           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $350600.00         | $381056.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 3.7500%  | 0.0000% | $14723900.00       | $14926162.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.7500%  | 0.0000% | $59107100.00       | $59714070.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.27            | U.S. Treasuries (including strips) |

### Security 253: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B1ND4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1B1ND4_4.09_1118
- **C.18 - Value (incl. sponsor support):** $2511000000.00
- **C.18.a - Value (excl. sponsor support):** $2511000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                         | 2029-11-30      | 4.1250%  | 0.0000% | $1864900.00        | $1921281.52        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2053-02-15      | 1.5000%  | 0.0000% | $13997900.00       | $12221630.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-03-31      | 1.2500%  | 0.0000% | $203613600.00      | $192211849.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-03-31      | 0.7500%  | 0.0000% | $2445000.00        | $2407611.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-04-30      | 0.7500%  | 0.0000% | $3570000.00        | $3518271.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-04-30      | 1.2500%  | 0.0000% | $1013500.00        | $960069.30         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2026-04-15      | 0.1250%  | 0.0000% | $15039000.00       | $18435324.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-05-15      | 1.6250%  | 0.0000% | $630000.00         | $565104.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-05-31      | 1.2500%  | 0.0000% | $1130500.00        | $1067534.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-05-31      | 0.7500%  | 0.0000% | $23000.00          | $22593.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-06-30      | 0.8750%  | 0.0000% | $23579300.00       | $23126612.81       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2031-07-15      | 0.1250%  | 0.0000% | $2000.00           | $2251.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-07-15      | 4.5000%  | 0.0000% | $1806800.00        | $1833713.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-07-31      | 4.0000%  | 0.0000% | $8000.00           | $8148.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-08-15      | 4.3750%  | 0.0000% | $5246000.00        | $5301385.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-08-31      | 4.1250%  | 0.0000% | $2498600.00        | $2550699.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-08-31      | 4.3750%  | 0.0000% | $2840700.00        | $2909279.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-09-15      | 4.6250%  | 0.0000% | $938400.00         | $948017.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-11-15      | 4.1250%  | 0.0000% | $28676800.00       | $29420755.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-11-30      | 4.1250%  | 0.0000% | $7356000.00        | $7566955.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-12-31      | 4.5000%  | 0.0000% | $365000.00         | $382086.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-07-31      | 0.6250%  | 0.0000% | $21637900.00       | $21107122.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-07-31      | 1.0000%  | 0.0000% | $9550000.00        | $8896613.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-08-15      | 1.2500%  | 0.0000% | $19298000.00       | $16733884.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-09-30      | 0.8750%  | 0.0000% | $86400.00          | $84004.73          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2026-10-15      | 0.1250%  | 0.0000% | $7297600.00        | $8582181.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-10-31      | 1.3750%  | 0.0000% | $19699000.00       | $18524559.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-10-31      | 1.1250%  | 0.0000% | $5071300.00        | $4956041.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-09-30      | 4.6250%  | 0.0000% | $5418600.00        | $5571827.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-10-15      | 4.6250%  | 0.0000% | $8066700.00        | $8313036.92        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note      | 2025-10-31      | 4.0685%  | 0.0000% | $17747400.00       | $17874841.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-10-31      | 5.0000%  | 0.0000% | $4588800.00        | $4687142.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-10-31      | 4.8750%  | 0.0000% | $1701100.00        | $1796556.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-10-31      | 4.8750%  | 0.0000% | $4600000.00        | $4931532.77        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2028-10-15      | 2.3750%  | 0.0000% | $220000.00         | $244146.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2033-11-15      | 4.5000%  | 0.0000% | $150200.00         | $157981.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-11-15      | 4.6250%  | 0.0000% | $10026200.00       | $10299591.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-11-30      | 4.8750%  | 0.0000% | $14000.00          | $14243.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-11-30      | 4.3750%  | 0.0000% | $20000.00          | $20869.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-11-30      | 4.3750%  | 0.0000% | $19855100.00       | $20579023.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-12-31      | 4.2500%  | 0.0000% | $27106000.00       | $27573551.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-01-15      | 4.2500%  | 0.0000% | $867300.00         | $886956.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-01-31      | 4.2500%  | 0.0000% | $1062800.00        | $1093392.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-01-31      | 3.9965%  | 0.0000% | $24998000.00       | $25141685.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-01-31      | 4.3750%  | 0.0000% | $399200.00         | $413490.18         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2035-01-15      | 2.1250%  | 0.0000% | $272300.00         | $288352.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2035-02-15      | 4.6250%  | 0.0000% | $430100.00         | $449983.63         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2028-04-15      | 3.6250%  | 0.0000% | $650000.00         | $1402025.95        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2029-04-15      | 3.8750%  | 0.0000% | $4700.00           | $10258.68          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2032-04-15      | 3.3750%  | 0.0000% | $400.00            | $826.17            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2026-01-15      | 2.0000%  | 0.0000% | $1900.00           | $3108.78           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2027-01-15      | 2.3750%  | 0.0000% | $238200.00         | $390103.66         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2028-01-15      | 1.7500%  | 0.0000% | $307400.00         | $483384.22         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2029-01-15      | 2.5000%  | 0.0000% | $572300.00         | $904257.41         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2040-02-15      | 2.1250%  | 0.0000% | $48500.00          | $73267.57          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2027-07-15      | 0.3750%  | 0.0000% | $32031200.00       | $42031620.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-11-15      | 2.2500%  | 0.0000% | $197600.00         | $193770.81         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2028-01-15      | 0.5000%  | 0.0000% | $155298000.00      | $201158453.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-02-15      | 2.7500%  | 0.0000% | $110702800.00      | $108891978.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-11-15      | 1.3750%  | 0.0000% | $9361300.00        | $8157205.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-11-30      | 1.2500%  | 0.0000% | $1214500.00        | $1185756.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-12-31      | 1.3750%  | 0.0000% | $113500.00         | $106089.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-12-31      | 1.2500%  | 0.0000% | $4485000.00        | $4365860.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-01-31      | 1.7500%  | 0.0000% | $11008200.00       | $10389746.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-02-15      | 1.8750%  | 0.0000% | $2203700.00        | $1961891.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-12-15      | 4.3750%  | 0.0000% | $10000000.00       | $10207763.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-12-31      | 3.7500%  | 0.0000% | $25000.00          | $25222.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-12-31      | 3.7500%  | 0.0000% | $5107400.00        | $5172984.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-12-31      | 4.2500%  | 0.0000% | $236000.00         | $238644.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-01-15      | 4.0000%  | 0.0000% | $2762000.00        | $2795637.20        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note      | 2026-01-31      | 4.1435%  | 0.0000% | $192000.00         | $193435.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-01-31      | 4.2500%  | 0.0000% | $11359600.00       | $11448861.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-03-15      | 3.8750%  | 0.0000% | $3821900.00        | $3852535.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-03-31      | 4.1250%  | 0.0000% | $400000.00         | $405636.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-03-31      | 4.0000%  | 0.0000% | $731100.00         | $739895.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-04-30      | 3.7500%  | 0.0000% | $26048100.00       | $26495607.22       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2041-02-15      | 2.1250%  | 0.0000% | $2438100.00        | $3604888.94        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2042-02-15      | 0.7500%  | 0.0000% | $2210700.00        | $2510012.61        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2043-02-15      | 0.6250%  | 0.0000% | $558600.00         | $596968.78         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2044-02-15      | 1.3750%  | 0.0000% | $400.00            | $475.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-08-15      | 2.8750%  | 0.0000% | $246400.00         | $242236.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-10-31      | 3.0000%  | 0.0000% | $3803000.00        | $3846642.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-11-15      | 3.1250%  | 0.0000% | $725100.00         | $722701.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-11-30      | 2.8750%  | 0.0000% | $57200.00          | $57632.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-12-31      | 2.6250%  | 0.0000% | $81000.00          | $81257.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-01-31      | 2.6250%  | 0.0000% | $16879000.00       | $16874530.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-02-15      | 2.6250%  | 0.0000% | $7918600.00        | $7691512.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-02-28      | 2.5000%  | 0.0000% | $22844100.00       | $22758750.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-03-31      | 2.2500%  | 0.0000% | $20090700.00       | $19931179.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-04-30      | 2.3750%  | 0.0000% | $2211200.00        | $2214614.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-05-15      | 2.3750%  | 0.0000% | $35581100.00       | $34359325.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-02-28      | 1.8750%  | 0.0000% | $9300.00           | $8789.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-02-28      | 1.8750%  | 0.0000% | $115394200.00      | $112731232.70      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2027-04-15      | 0.1250%  | 0.0000% | $177233000.00      | $199995317.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-04-30      | 2.7500%  | 0.0000% | $85133100.00       | $84933413.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-05-15      | 2.8750%  | 0.0000% | $400000.00         | $380652.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-05-31      | 2.7500%  | 0.0000% | $43895900.00       | $42927058.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-02-15      | 4.1250%  | 0.0000% | $1660000.00        | $1678250.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-02-28      | 4.2500%  | 0.0000% | $4220000.00        | $4316279.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-04-30      | 4.0000%  | 0.0000% | $1668000.00        | $1706905.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-05-31      | 4.1250%  | 0.0000% | $200.00            | $205.49            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2045-02-15      | 0.7500%  | 0.0000% | $104632600.00      | $107174851.06      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2046-02-15      | 1.0000%  | 0.0000% | $364000.00         | $383399.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-05-31      | 2.1250%  | 0.0000% | $2284200.00        | $2274776.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-06-30      | 1.8750%  | 0.0000% | $1838000.00        | $1820646.52        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2029-07-15      | 0.2500%  | 0.0000% | $8700.00           | $10661.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-11-15      | 2.2500%  | 0.0000% | $3038000.00        | $3056864.46        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2026-01-15      | 0.6250%  | 0.0000% | $14147100.00       | $19204716.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-02-15      | 1.6250%  | 0.0000% | $2102500.00        | $2088939.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-05-15      | 1.6250%  | 0.0000% | $2676500.00        | $2656998.35        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2026-07-15      | 0.1250%  | 0.0000% | $58920000.00       | $79121718.05       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2027-01-15      | 0.3750%  | 0.0000% | $175000000.00      | $232344801.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-02-15      | 2.2500%  | 0.0000% | $98600.00          | $97003.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-07-31      | 2.7500%  | 0.0000% | $4720000.00        | $4667954.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-07-31      | 2.6250%  | 0.0000% | $828700.00         | $801434.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-08-31      | 3.1250%  | 0.0000% | $310900.00         | $308861.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-08-31      | 3.1250%  | 0.0000% | $2873700.00        | $2823294.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-09-30      | 4.1250%  | 0.0000% | $69000.00          | $69666.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-03-31      | 4.1250%  | 0.0000% | $226000.00         | $229479.72         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note      | 2026-03-31      | 4.5000%  | 0.0000% | $596200.00         | $597998.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-04-30      | 4.6250%  | 0.0000% | $1590000.00        | $1671640.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2034-05-15      | 4.3750%  | 0.0000% | $404600.00         | $421051.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-05-15      | 4.5000%  | 0.0000% | $9888200.00        | $10184925.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-05-31      | 4.8750%  | 0.0000% | $14000.00          | $14320.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-06-30      | 4.0000%  | 0.0000% | $14085700.00       | $14313339.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-06-30      | 3.8750%  | 0.0000% | $200.00            | $203.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-07-31      | 3.8750%  | 0.0000% | $5072900.00        | $5139376.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-07-31      | 3.8750%  | 0.0000% | $12238000.00       | $12368704.70       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note      | 2027-07-31      | 4.0575%  | 0.0000% | $3800.00           | $3824.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-07-31      | 4.0000%  | 0.0000% | $5103000.00        | $5166151.84        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2035-07-15      | 1.8750%  | 0.0000% | $900.00            | $916.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2035-08-15      | 4.2500%  | 0.0000% | $8289700.00        | $8410136.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-08-15      | 3.6250%  | 0.0000% | $794700.00         | $798515.55         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2048-02-15      | 1.0000%  | 0.0000% | $250300.00         | $246273.11         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $94.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-05-15      | 2.3750%  | 0.0000% | $3245600.00        | $3209633.07        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2028-07-15      | 0.7500%  | 0.0000% | $65000000.00       | $83346620.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-07-31      | 1.8750%  | 0.0000% | $483000.00         | $477072.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-08-31      | 1.3750%  | 0.0000% | $15100.00          | $14797.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-10-31      | 1.6250%  | 0.0000% | $39700.00          | $39093.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-11-15      | 1.7500%  | 0.0000% | $273900.00         | $255951.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-11-30      | 1.6250%  | 0.0000% | $675000.00         | $662807.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-01-31      | 1.5000%  | 0.0000% | $84005500.00       | $81846341.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-02-28      | 1.1250%  | 0.0000% | $10568200.00       | $10208874.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-10-15      | 4.2500%  | 0.0000% | $10083600.00       | $10280907.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-10-31      | 4.0000%  | 0.0000% | $1713300.00        | $1761598.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-10-31      | 4.1250%  | 0.0000% | $298000.00         | $306147.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-11-15      | 4.5000%  | 0.0000% | $3309300.00        | $3366494.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-12-15      | 4.0000%  | 0.0000% | $2862800.00        | $2896658.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-12-31      | 3.8750%  | 0.0000% | $10577700.00       | $10752269.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-01-15      | 3.8750%  | 0.0000% | $3546100.00        | $3573447.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-05-31      | 4.5000%  | 0.0000% | $16634000.00       | $17356547.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-05-31      | 4.6250%  | 0.0000% | $3040000.00        | $3213221.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-06-30      | 4.6250%  | 0.0000% | $9749800.00        | $9922415.33        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note      | 2026-07-31      | 4.0805%  | 0.0000% | $10000200.00       | $10071023.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-07-31      | 4.3750%  | 0.0000% | $3527500.00        | $3570510.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-08-31      | 3.6250%  | 0.0000% | $2399000.00        | $2406485.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-09-30      | 3.8750%  | 0.0000% | $14695000.00       | $14660246.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-09-30      | 3.6250%  | 0.0000% | $13844700.00       | $13781872.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-01-31      | 3.5000%  | 0.0000% | $3031600.00        | $3024956.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-02-15      | 4.0000%  | 0.0000% | $71000.00          | $71371.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2033-02-15      | 3.5000%  | 0.0000% | $13278200.00       | $12961900.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-02-29      | 4.0000%  | 0.0000% | $24999100.00       | $25304211.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-03-15      | 4.6250%  | 0.0000% | $474300.00         | $476812.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-03-31      | 3.6250%  | 0.0000% | $5400.00           | $5401.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-04-15      | 3.7500%  | 0.0000% | $1185400.00        | $1205157.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-07-31      | 4.1250%  | 0.0000% | $5000000.00        | $5113998.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-08-31      | 3.7500%  | 0.0000% | $17455000.00       | $17512963.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-08-31      | 3.7500%  | 0.0000% | $11964700.00       | $11956536.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-08-31      | 3.6250%  | 0.0000% | $746900.00         | $747711.99         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2050-02-15      | 0.2500%  | 0.0000% | $908300.00         | $675669.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2040-11-15      | 1.3750%  | 0.0000% | $3150000.00        | $2073510.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-03-31      | 0.6250%  | 0.0000% | $14774900.00       | $14126799.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-05-31      | 0.5000%  | 0.0000% | $20975500.00       | $19953419.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-07-31      | 0.3750%  | 0.0000% | $8899900.00        | $8396420.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-08-15      | 0.6250%  | 0.0000% | $1714400.00        | $1480415.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-08-31      | 0.5000%  | 0.0000% | $25053900.00       | $23627740.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-09-30      | 0.3750%  | 0.0000% | $2185000.00        | $2049899.27        | U.S. Treasuries (including strips) |
| United States Treasury Inflation Indexed Bonds | 2025-10-15      | 0.1250%  | 0.0000% | $122000.00         | $151904.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-10-31      | 0.5000%  | 0.0000% | $13156700.00       | $12370295.15       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2051-02-15      | 0.1250%  | 0.0000% | $1800.00           | $1240.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-11-15      | 0.8750%  | 0.0000% | $854500.00         | $744118.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-11-30      | 0.3750%  | 0.0000% | $1405300.00        | $1398600.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2025-12-31      | 0.3750%  | 0.0000% | $4000.00           | $3967.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-01-31      | 0.3750%  | 0.0000% | $3229500.00        | $3193079.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-02-15      | 1.1250%  | 0.0000% | $456000.00         | $399381.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-02-29      | 1.1250%  | 0.0000% | $4782600.00        | $4514493.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-04-30      | 3.5000%  | 0.0000% | $7786200.00        | $7878097.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-05-15      | 3.6250%  | 0.0000% | $14200.00          | $14374.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-05-31      | 3.7500%  | 0.0000% | $2730500.00        | $2768008.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-06-15      | 4.1250%  | 0.0000% | $84200.00          | $85400.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-06-30      | 3.7500%  | 0.0000% | $1973100.00        | $1993361.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-09-30      | 3.5000%  | 0.0000% | $26971200.00       | $26790600.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-10-31      | 4.1250%  | 0.0000% | $1740300.00        | $1798805.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-10-31      | 4.1250%  | 0.0000% | $15500000.00       | $15832027.61       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2029-10-15      | 1.6250%  | 0.0000% | $2100.00           | $2215.45           | U.S. Treasuries (including strips) |

### Security 254: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.070000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B5KA4, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1B5KA4_4.07_1124
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND      | 2031-07-15      | 0.1250%  | 0.0000% | $539927000.00      | $607926587.78      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2054-02-15      | 2.1250%  | 0.0000% | $10440000.00       | $10194728.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $89902000.00       | $92489814.42       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-01-15      | 2.1250%  | 0.0000% | $286963700.00      | $303881006.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 1.3750%  | 0.0000% | $603100.00         | $563721.49         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-01-31      | 4.1435%  | 0.0000% | $19527400.00       | $19673366.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 4.0000%  | 0.0000% | $123845300.00      | $126049924.06      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2041-02-15      | 2.1250%  | 0.0000% | $300.00            | $443.57            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2044-02-15      | 1.3750%  | 0.0000% | $17475600.00       | $20768582.39       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2045-02-15      | 0.7500%  | 0.0000% | $102745300.00      | $105241695.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 3.2500%  | 0.0000% | $958200.00         | $952042.61         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-07-15      | 0.6250%  | 0.0000% | $210519200.00      | $221914935.29      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-04-15      | 2.1250%  | 0.0000% | $422445400.00      | $459638170.68      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2047-02-15      | 0.8750%  | 0.0000% | $120319900.00      | $119154105.14      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2048-02-15      | 1.0000%  | 0.0000% | $37531000.00       | $36927191.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-11-15      | 3.3750%  | 0.0000% | $119645500.00      | $97789886.43       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2049-02-15      | 1.0000%  | 0.0000% | $19702900.00       | $18710107.79       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-01-15      | 0.1250%  | 0.0000% | $1624300.00        | $1947560.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-07-31      | 4.1250%  | 0.0000% | $699687400.00      | $715640018.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-02-15      | 1.8750%  | 0.0000% | $6611300.00        | $3800761.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $97387500.00       | $96735393.30       | U.S. Treasuries (including strips) |

### Security 255: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B7VJ9, C.3 - LEI: N/A, C.5 - Other ID: ARP1B7VJ9_4.17_1001
- **C.18 - Value (incl. sponsor support):** $5629000000.00
- **C.18.a - Value (excl. sponsor support):** $5629000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 2.5000%  | 0.0000% | $3600.00           | $5688.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $93.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $15701200.00       | $14819087.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $684695300.00      | $647138302.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 4.0000%  | 0.0000% | $285600.00         | $290684.09         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $127.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-15      | 2.6250%  | 0.0000% | $778572600.00      | $756244889.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 2.3750%  | 0.0000% | $69005400.00       | $66132291.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 4.2500%  | 0.0000% | $764954100.00      | $782406603.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 4.1250%  | 0.0000% | $2449628900.00     | $2487345836.17     | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $158691600.00      | $172663063.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 4.6250%  | 0.0000% | $301918400.00      | $317420684.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 4.2500%  | 0.0000% | $482182900.00      | $497112729.13      | U.S. Treasuries (including strips) |

### Security 256: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B7VQ3, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1B7VQ3_4.17_1001
- **C.18 - Value (incl. sponsor support):** $2165000000.00
- **C.18.a - Value (excl. sponsor support):** $2165000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $65859000.00       | $60176866.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $4200000.00        | $3925753.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $688064800.00      | $704214024.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $50707500.00       | $47396629.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $10059700.00       | $8281949.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $25000000.00       | $19560837.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $10001100.00       | $8734933.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $21945800.00       | $21590442.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $92750000.00       | $95817125.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $340996800.00      | $358505601.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $9899500.00        | $7268128.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $110250000.00      | $81782044.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $14808500.00       | $9513195.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $92591500.00       | $86118173.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $40802000.00       | $41735141.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $125754200.00      | $129647927.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $527878400.00      | $515303808.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $9964700.00        | $8727445.48        | U.S. Treasuries (including strips) |

### Security 257: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B7WD1, C.3 - LEI: N/A, C.5 - Other ID: ARP1B7WD1_4.18_1001
- **C.18 - Value (incl. sponsor support):** $2301000000.00
- **C.18.a - Value (excl. sponsor support):** $2301000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $8413000.00        | $7345428.76        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $551582500.00      | $676148836.22      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $111319900.00      | $125339771.78      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $27929100.00       | $27272950.64       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $251272500.00      | $252542355.80      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 3.6250%  | 0.0000% | $12513900.00       | $26992019.27       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $24658400.00       | $53821836.21       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-04-15      | 3.3750%  | 0.0000% | $2062100.00        | $4259088.19        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 2.0000%  | 0.0000% | $124459300.00      | $203640231.41      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $5629200.00        | $9219024.04        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $78106400.00       | $122821735.53      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 2.5000%  | 0.0000% | $2694400.00        | $4257262.23        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $7149400.00        | $10800395.32       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $382172700.00      | $495030645.23      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $23050000.00       | $34080919.61       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $47138800.00       | $53521048.77       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $20128700.00       | $21511287.88       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $48646100.00       | $57812637.94       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $23564900.00       | $24137454.75       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2046-02-15      | 1.0000%  | 0.0000% | $22841800.00       | $24059177.19       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $60200.00          | $59616.71          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $6687100.00        | $6579516.17        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $22755900.00       | $21609272.84       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $18196800.00       | $13536295.58       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $32764600.00       | $22575708.03       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $79263800.00       | $49953144.83       | U.S. Treasuries (including strips) |

### Security 258: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B7WN9, C.3 - LEI: N/A, C.5 - Other ID: ARP1B7WN9_4.17_1001
- **C.18 - Value (incl. sponsor support):** $495000000.00
- **C.18.a - Value (excl. sponsor support):** $495000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $13000000.00       | $14426831.60       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $25000000.00       | $26473819.39       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $84000000.00       | $106818448.89      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $25000000.00       | $26505129.34       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $94078100.00       | $97673757.18       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $25000000.00       | $30637488.42       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $13000000.00       | $13244771.07       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $40000000.00       | $51290227.88       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $25000000.00       | $26350132.18       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $35000000.00       | $38040474.47       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $70000000.00       | $73848408.30       | U.S. Treasuries (including strips) |

### Security 259: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B7WR0, C.3 - LEI: N/A, C.5 - Other ID: ARP1B7WR0_4.18_1001
- **C.18 - Value (incl. sponsor support):** $617000000.00
- **C.18.a - Value (excl. sponsor support):** $617000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2029-11-30      | 4.1250%  | 0.0000% | $4117400.00        | $4241881.35        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-04-15      | 0.1250%  | 0.0000% | $26000.00          | $31871.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 4.1250%  | 0.0000% | $11652100.00       | $11954387.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 1.1250%  | 0.0000% | $31839900.00       | $31116252.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 4.3750%  | 0.0000% | $172319100.00      | $178756510.78      | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-01-13      | 0.0000%  | 0.0000% | $26745700.00       | $26450454.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-02-15      | 4.6250%  | 0.0000% | $39697200.00       | $41532411.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 3.7500%  | 0.0000% | $41609600.00       | $42324454.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-02-15      | 4.0000%  | 0.0000% | $54058300.00       | $54248368.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-31      | 3.1250%  | 0.0000% | $499800.00         | $491033.40         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-03-31      | 4.5000%  | 0.0000% | $543700.00         | $545339.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-05-15      | 4.3750%  | 0.0000% | $325600.00         | $338838.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-05-31      | 4.6250%  | 0.0000% | $22592400.00       | $23879730.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 4.2500%  | 0.0000% | $986200.00         | $1016735.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-28      | 4.0000%  | 0.0000% | $208720800.00      | $211954911.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-31      | 3.6250%  | 0.0000% | $10300.00          | $10303.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-05-15      | 3.3750%  | 0.0000% | $458300.00         | $446503.93         | U.S. Treasuries (including strips) |

### Security 260: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B7WT6, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: ARP1B7WT6_4.17_1001
- **C.18 - Value (incl. sponsor support):** $309000000.00
- **C.18.a - Value (excl. sponsor support):** $309000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $176220500.00      | $176840091.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $137390100.00      | $138339946.46      | U.S. Treasuries (including strips) |

### Security 261: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B7YU1, C.3 - LEI: N/A, C.5 - Other ID: ARP1B7YU1_4.17_1001
- **C.18 - Value (incl. sponsor support):** $308000000.00
- **C.18.a - Value (excl. sponsor support):** $308000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $75000000.00       | $84445664.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 4.3750%  | 0.0000% | $39127500.00       | $40589205.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 4.1250%  | 0.0000% | $71760700.00       | $72865599.50       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $13000000.00       | $15587201.19       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $95755800.00       | $100927119.47      | U.S. Treasuries (including strips) |

### Security 262: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B96A2, C.3 - LEI: N/A, C.5 - Other ID: ARP1B96A2_4.22_1002
- **C.18 - Value (incl. sponsor support):** $1621000000.00
- **C.18.a - Value (excl. sponsor support):** $1621000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $138280000.00      | $130578172.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $159665100.00      | $159291763.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $120424400.00      | $124735236.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $142883200.00      | $144623312.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $99231000.00       | $98459280.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $148754100.00      | $152147939.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $128788100.00      | $130244693.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $163362400.00      | $161552058.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $129402300.00      | $131756861.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $136972000.00      | $136648061.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $131878800.00      | $128737315.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $155687800.00      | $154645314.49      | U.S. Treasuries (including strips) |

### Security 263: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.195000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BAJC1, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1BAJC1_4.19_1003
- **C.18 - Value (incl. sponsor support):** $255000000.00
- **C.18.a - Value (excl. sponsor support):** $255000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $65690700.00       | $67020452.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $78931200.00       | $81879872.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $116532600.00      | $111199695.79      | U.S. Treasuries (including strips) |

### Security 264: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.195000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BAJD9, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1BAJD9_4.19_1003
- **C.18 - Value (incl. sponsor support):** $409000000.00
- **C.18.a - Value (excl. sponsor support):** $409000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2027-01-31      | 4.1250%  | 0.0000% | $100000000.00      | $101243963.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $115101100.00      | $100296249.79      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-03-31      | 4.5000%  | 0.0000% | $100000400.00      | $100302001.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 2.3750%  | 0.0000% | $21122400.00       | $20888326.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-06-30      | 4.2500%  | 0.0000% | $91420200.00       | $94449499.75       | U.S. Treasuries (including strips) |

### Security 265: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BBK29, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1BBK29_4.05_1128
- **C.18 - Value (incl. sponsor support):** $2323000000.00
- **C.18.a - Value (excl. sponsor support):** $2323000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2043-02-15      | 3.8750%  | 0.0000% | $1708200.00        | $1560821.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 4.0000%  | 0.0000% | $98921900.00       | $93046631.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $700.00            | $715.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-31      | 0.7500%  | 0.0000% | $2325900.00        | $2284789.72        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $112.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 0.6250%  | 0.0000% | $900.00            | $877.92            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $42219200.00       | $44365945.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $1581400.00        | $1577702.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 4.3750%  | 0.0000% | $53100.00          | $54381.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-15      | 4.6250%  | 0.0000% | $200.00            | $202.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 4.1250%  | 0.0000% | $2200.00           | $2257.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $102.01            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-12-26      | 0.0000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-19      | 0.0000%  | 0.0000% | $100.00            | $98.54             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-19      | 0.0000%  | 0.0000% | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-10-09      | 0.0000%  | 0.0000% | $100.00            | $99.91             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-10-16      | 0.0000%  | 0.0000% | $100.00            | $99.83             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-11-20      | 0.0000%  | 0.0000% | $200.00            | $198.90            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-12-11      | 0.0000%  | 0.0000% | $200.00            | $198.48            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-12-18      | 0.0000%  | 0.0000% | $111000.00         | $110071.04         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-10-14      | 0.0000%  | 0.0000% | $17555100.00       | $17529522.22       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-09      | 0.0000%  | 0.0000% | $800.00            | $777.78            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-08-06      | 0.0000%  | 0.0000% | $11100.00          | $10762.38          | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-01-15      | 0.0000%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-11-25      | 0.0000%  | 0.0000% | $400.00            | $397.56            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-26      | 0.0000%  | 0.0000% | $800.00            | $787.73            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-12-16      | 0.0000%  | 0.0000% | $100.00            | $99.19             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-01-06      | 0.0000%  | 0.0000% | $100.00            | $98.97             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-01-13      | 0.0000%  | 0.0000% | $100.00            | $98.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $93.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $1000.00           | $934.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $105341000.00      | $98270406.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $900.00            | $925.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 4.8750%  | 0.0000% | $25325000.00       | $27150232.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-11-15      | 4.5000%  | 0.0000% | $565000000.00      | $594271520.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $102.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $1608900.00        | $1666493.85        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $900.00            | $953.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $465000000.00      | $486497066.25      | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-01-20      | 0.0000%  | 0.0000% | $7453700.00        | $7365791.06        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-01-27      | 0.0000%  | 0.0000% | $500.00            | $493.74            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 3.6250%  | 0.0000% | $100.00            | $215.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 5.5000%  | 0.0000% | $100.00            | $105.88            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $100.00            | $218.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 5.3750%  | 0.0000% | $63000.00          | $68263.07          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 2.0000%  | 0.0000% | $200.00            | $327.24            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $700.00            | $1100.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $1653700.00        | $2169999.59        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $39300.00          | $50905.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $81999900.00       | $77502030.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-01-31      | 4.2500%  | 0.0000% | $1345200.00        | $1355770.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-03-31      | 4.1250%  | 0.0000% | $300.00            | $304.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-15      | 3.7500%  | 0.0000% | $1100.00           | $1122.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 4.0585%  | 0.0000% | $700.00            | $704.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $15100.00          | $15359.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $98.88             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $147.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $84.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $82.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $78.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 2.8750%  | 0.0000% | $418100.00         | $332253.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 2.8750%  | 0.0000% | $2867800.00        | $2819339.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 2.5000%  | 0.0000% | $3459900.00        | $3401777.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $99.77             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $700.00            | $742.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-28      | 4.2500%  | 0.0000% | $362549000.00      | $372208791.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $785900.00         | $793733.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.8750%  | 0.0000% | $58814000.00       | $60171176.22       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $200.00            | $207.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $19000.00          | $19496.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 3.7500%  | 0.0000% | $1100.00           | $1119.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 3.8750%  | 0.0000% | $300.00            | $304.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-31      | 4.1250%  | 0.0000% | $1900.00           | $1952.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 4.0000%  | 0.0000% | $1300.00           | $1333.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $1800.00           | $1832.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $127900.00         | $92079.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $76.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $141.87            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2046-02-15      | 1.0000%  | 0.0000% | $930000.00         | $979565.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-05-15      | 2.5000%  | 0.0000% | $600.00            | $427.87            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $200.00            | $245.10            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 0.6250%  | 0.0000% | $300.00            | $407.25            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $2400.00           | $3222.88           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $1178000.00        | $1564012.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $1000.00           | $993.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.2500%  | 0.0000% | $9277000.00        | $9292223.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.1250%  | 0.0000% | $400.00            | $397.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-15      | 4.5000%  | 0.0000% | $145198000.00      | $149999514.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $102.61            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $300.00            | $326.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $105.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $102.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.7500%  | 0.0000% | $3100.00           | $3135.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-15      | 3.8750%  | 0.0000% | $1977300.00        | $2006619.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $59160700.00       | $59935955.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $2200.00           | $2227.23           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $349800.00         | $346410.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $78.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $74.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 1.8750%  | 0.0000% | $400.00            | $395.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $500.00            | $487.15            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $111.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.8750%  | 0.0000% | $700.00            | $712.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 4.2500%  | 0.0000% | $400.00            | $412.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 4.6250%  | 0.0000% | $300.00            | $305.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $800.00            | $814.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-09-30      | 3.8750%  | 0.0000% | $44477400.00       | $44372210.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 3.5000%  | 0.0000% | $3800.00           | $3792.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-15      | 4.0000%  | 0.0000% | $200.00            | $201.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 4.0000%  | 0.0000% | $200.00            | $202.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $1000.00           | $1015.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $300.00            | $306.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $400.00            | $399.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $394700.00         | $395129.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $99.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-02-15      | 1.8750%  | 0.0000% | $1000.00           | $574.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 0.5000%  | 0.0000% | $400.00            | $379.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 0.3750%  | 0.0000% | $501400.00         | $473035.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $582000.00         | $506819.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-11-15      | 1.8750%  | 0.0000% | $3901200.00        | $2240257.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $62.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 2.3750%  | 0.0000% | $1000.00           | $744.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-30      | 0.3750%  | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-12-31      | 0.3750%  | 0.0000% | $400.00            | $396.80            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-01-15      | 0.1250%  | 0.0000% | $5010000.00        | $5840501.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $300.00            | $281.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-15      | 3.7500%  | 0.0000% | $376000.00         | $382266.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 3.6250%  | 0.0000% | $169580500.00      | $171686915.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $400.00            | $397.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 3.5000%  | 0.0000% | $22669200.00       | $22620393.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-15      | 3.8750%  | 0.0000% | $6400.00           | $6546.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.27            | U.S. Treasuries (including strips) |

### Security 266: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BBKN3, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1BBKN3_4.13_1031
- **C.18 - Value (incl. sponsor support):** $147000000.00
- **C.18.a - Value (excl. sponsor support):** $147000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                         | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $102.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2053-05-15      | 3.6250%  | 0.0000% | $1600.00           | $1346.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2042-11-15      | 4.0000%  | 0.0000% | $3000.00           | $2821.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2053-02-15      | 3.6250%  | 0.0000% | $400.00            | $333.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2053-08-15      | 4.1250%  | 0.0000% | $400.00            | $364.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2043-08-15      | 4.3750%  | 0.0000% | $809100.00         | $786350.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $186.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2054-08-15      | 4.2500%  | 0.0000% | $900.00            | $837.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $103.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2033-11-15      | 4.5000%  | 0.0000% | $180100.00         | $189430.62         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2026-01-15      | 2.0000%  | 0.0000% | $185400.00         | $303351.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-02-15      | 1.8750%  | 0.0000% | $41000.00          | $36501.14          | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note      | 2026-01-31      | 4.1435%  | 0.0000% | $2000.00           | $2014.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-01-31      | 4.0000%  | 0.0000% | $49700.00          | $50584.73          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2034-01-15      | 1.7500%  | 0.0000% | $115400.00         | $122347.68         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2029-01-15      | 0.8750%  | 0.0000% | $2300.00           | $2924.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-02-15      | 4.1250%  | 0.0000% | $357300.00         | $361228.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $102.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-05-31      | 4.0000%  | 0.0000% | $4200.00           | $4307.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2044-08-15      | 3.1250%  | 0.0000% | $200.00            | $161.05            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2026-07-15      | 0.1250%  | 0.0000% | $156500.00         | $210158.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-04-30      | 4.6250%  | 0.0000% | $23436600.00       | $24639974.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-05-15      | 4.5000%  | 0.0000% | $180200.00         | $185607.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-06-30      | 4.0000%  | 0.0000% | $800.00            | $812.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2047-11-15      | 2.7500%  | 0.0000% | $300.00            | $220.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2048-11-15      | 3.3750%  | 0.0000% | $400.00            | $326.93            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2027-10-15      | 1.6250%  | 0.0000% | $65800.00          | $73413.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-12-31      | 3.8750%  | 0.0000% | $300.00            | $304.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-05-31      | 4.5000%  | 0.0000% | $400.00            | $417.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-05-31      | 4.6250%  | 0.0000% | $22032000.00       | $23287398.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-08-31      | 3.6250%  | 0.0000% | $24000.00          | $24074.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-08-31      | 3.8750%  | 0.0000% | $1000.00           | $1001.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-02-28      | 4.0000%  | 0.0000% | $1500.00           | $1523.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-08-15      | 3.7500%  | 0.0000% | $3100.00           | $3121.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $99.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2050-11-15      | 1.6250%  | 0.0000% | $13700.00          | $7452.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2040-11-15      | 1.3750%  | 0.0000% | $300.00            | $197.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2051-02-15      | 1.8750%  | 0.0000% | $1500.00           | $862.33            | U.S. Treasuries (including strips) |
| United States Treasury Inflation Indexed Bonds | 2025-10-15      | 0.1250%  | 0.0000% | $3097900.00        | $3857242.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $70.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2041-08-15      | 1.7500%  | 0.0000% | $1700.00           | $1157.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-01-31      | 0.7500%  | 0.0000% | $800.00            | $750.14            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2028-04-15      | 1.2500%  | 0.0000% | $700.00            | $760.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-10-31      | 4.1250%  | 0.0000% | $92662000.00       | $95777123.72       | U.S. Treasuries (including strips) |

### Security 267: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCQB1, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1BCQB1_4.05_1128
- **C.18 - Value (incl. sponsor support):** $617000000.00
- **C.18.a - Value (excl. sponsor support):** $617000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $254000000.00      | $253406084.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 4.3750%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $9384000.00        | $8856795.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 4.0000%  | 0.0000% | $26760800.00       | $27236993.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-29      | 4.1250%  | 0.0000% | $49000000.00       | $49869578.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $1529300.00        | $1476787.28        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $122290500.00      | $129653020.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 4.1250%  | 0.0000% | $111300.00         | $113013.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-31      | 4.1250%  | 0.0000% | $10795000.00       | $11091225.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 4.0000%  | 0.0000% | $224000.00         | $229751.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $5636200.00        | $5537339.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $103000000.00      | $107188005.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $100.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $1000.00           | $999.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 3.7500%  | 0.0000% | $34210100.00       | $34680044.14       | U.S. Treasuries (including strips) |

### Security 268: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCQC9, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQC9_4.20_1001
- **C.18 - Value (incl. sponsor support):** $10181000000.00
- **C.18.a - Value (excl. sponsor support):** $10181000000.00
- **C.19 - Percentage of Net Assets:** 2.8000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $1311000000.00     | $1175188593.75     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $822424900.00      | $845523476.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $35000000.00       | $36610546.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $2241351100.00     | $1942008148.66     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $1257348100.00     | $1301338208.71     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $500000.00         | $435292.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $44476562.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $547141300.00      | $556470781.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $550128700.00      | $558960845.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $1042000000.00     | $1104612029.44     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $1068847000.00     | $1129039236.38     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $931247000.00      | $961476152.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $675000000.00      | $689924979.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $54498200.00       | $54418492.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $35460000.00       | $35041682.64       | U.S. Treasuries (including strips) |

### Security 269: Fixed Income Clearing Corp. - The Bank of New York Mellon

- **C.1 - Title:** Fixed Income Clearing Corp. - The Bank of New York Mellon 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCQM7, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQM7_4.20_1001
- **C.18 - Value (incl. sponsor support):** $7855000000.00
- **C.18.a - Value (excl. sponsor support):** $7855000000.00
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2052-08-15      | 3.0000%  | 0.0000% | $63148700.00       | $46612076.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-05-15      | 3.6250%  | 0.0000% | $208810300.00      | $175955199.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.8750%  | 0.0000% | $193800000.00      | $177160477.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $307100000.00      | $314298270.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 1.2500%  | 0.0000% | $248200000.00      | $234141455.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 1.2500%  | 0.0000% | $81820500.00       | $76991044.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 4.6250%  | 0.0000% | $252560000.00      | $262495710.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 4.2500%  | 0.0000% | $224197000.00      | $228677950.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $276283000.00      | $257409091.55      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $251000000.00      | $269207444.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $300200000.00      | $302627117.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-15      | 3.8750%  | 0.0000% | $272000000.00      | $274030660.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 2.3750%  | 0.0000% | $321520000.00      | $307929349.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 2.7500%  | 0.0000% | $184500000.00      | $180330976.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 4.2500%  | 0.0000% | $269300000.00      | $275265560.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $180600000.00      | $182350203.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 3.0000%  | 0.0000% | $260000000.00      | $206736400.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $221000000.00      | $218462091.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $191420000.00      | $178636302.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.1250%  | 0.0000% | $282500000.00      | $280505770.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $177205000.00      | $179974271.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-08-15      | 2.7500%  | 0.0000% | $256000000.00      | $186859648.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-11-15      | 3.3750%  | 0.0000% | $273000000.00      | $223361024.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-01-15      | 3.8750%  | 0.0000% | $303528700.00      | $305886819.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $200000000.00      | $200506828.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $217000000.00      | $217596669.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-15      | 3.5000%  | 0.0000% | $192800000.00      | $188085076.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $180000000.00      | $178208235.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $181746300.00      | $182910839.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $310600000.00      | $199397357.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 0.5000%  | 0.0000% | $239024400.00      | $227272924.80      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $265000000.00      | $317388770.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-11-15      | 1.8750%  | 0.0000% | $429050400.00      | $246828082.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 3.7500%  | 0.0000% | $215000000.00      | $217762750.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $259000000.00      | $255974880.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $236004400.00      | $234262687.53      | U.S. Treasuries (including strips) |

### Security 270: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCQP0, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQP0_4.20_1001
- **C.18 - Value (incl. sponsor support):** $6875000000.00
- **C.18.a - Value (excl. sponsor support):** $6875000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $160282300.00      | $165128114.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $60301600.00       | $59427842.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $4645100.00        | $4555921.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $117550100.00      | $119897340.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $114755400.00      | $116464769.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $75726600.00       | $77259506.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $621607400.00      | $620153926.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $11143800.00       | $11261453.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $110942400.00      | $112079386.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $8083700.00        | $7530634.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $126433600.00      | $109634430.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $200583000.00      | $206255086.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $3155700.00        | $3252067.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $2270900.00        | $2398330.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $72460800.00       | $77683219.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $83339500.00       | $87657152.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $213485100.00      | $219306358.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $45898500.00       | $47571974.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $130327300.00      | $127472806.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $900.00            | $882.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $400441600.00      | $389804269.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $995200.00         | $1015876.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $100.00            | $100.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $206587800.00      | $210265359.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $46063900.00       | $46883581.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $103480200.00      | $105316612.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $1062700.00        | $1032224.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $90160400.00       | $88079756.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $1268100.00        | $1265125.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $147204000.00      | $146059194.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $7149900.00        | $7175039.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $233837400.00      | $239172423.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $85227000.00       | $85366857.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $8566900.00        | $8510742.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $97766300.00       | $98710820.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $21342800.00       | $22438666.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $192421700.00      | $200245614.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $45000000.00       | $44501321.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $28801500.00       | $29325562.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $104087600.00      | $108608957.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $69589400.00       | $71744096.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $74896000.00       | $76221996.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $154104000.00      | $156918006.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $394971000.00      | $392918130.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $15953000.00       | $16200190.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $30504600.00       | $30394417.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $276548000.00      | $276640367.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $298937600.00      | $298733645.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $610117500.00      | $610780785.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $4703500.00        | $4689481.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $35024700.00       | $17713663.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $2241300.00        | $1935403.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $14324900.00       | $13439177.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $102209700.00      | $96100401.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $36752700.00       | $32005105.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $41637700.00       | $41074107.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $142592800.00      | $144969410.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $124386800.00      | $125854891.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $54545700.00       | $55214253.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $165017500.00      | $167067237.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $282900.00         | $285805.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $24000000.00       | $23733936.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $85084300.00       | $87033826.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $253538800.00      | $262062301.86      | U.S. Treasuries (including strips) |

### Security 271: Fixed Income Clearing Corp. - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. - Northern Trust 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCQR6, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQR6_4.20_1001
- **C.18 - Value (incl. sponsor support):** $3386000000.00
- **C.18.a - Value (excl. sponsor support):** $3386000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $694600.00         | $654226.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $357288700.00      | $366388365.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $10250000.00       | $10433274.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $288070000.00      | $295566183.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $1020881000.00     | $1037470305.25     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $127788000.00      | $135516481.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $4300000.00        | $4368531.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $22220400.00       | $23479555.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $28669000.00       | $28611780.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $23150000.00       | $22918499.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $395143200.00      | $393720000.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $300000000.00      | $258984372.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $83000000.00       | $78088783.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $119294000.00      | $120934291.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $100000000.00      | $101062498.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $562700700.00      | $575522850.46      | U.S. Treasuries (including strips) |

### Security 272: Barclays Bank plc

- **C.1 - Title:** Barclays Bank PLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCQV7, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCQV7_4.20_1001
- **C.18 - Value (incl. sponsor support):** $1980000000.00
- **C.18.a - Value (excl. sponsor support):** $1980000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY      | 2026-11-30      | 4.2500%  | 0.0000% | $318143000.00      | $324627602.83      | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-26      | 0.0000%  | 0.0000% | $84000.00          | $83226.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2054-02-15      | 4.2500%  | 0.0000% | $20666800.00       | $19233071.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2054-11-15      | 4.5000%  | 0.0000% | $24209200.00       | $23775758.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-08-15      | 1.2500%  | 0.0000% | $4266000.00        | $3699178.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $93.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2033-11-15      | 4.5000%  | 0.0000% | $135649000.00      | $142676703.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-01-31      | 4.2500%  | 0.0000% | $276100.00         | $284047.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-08-15      | 2.2500%  | 0.0000% | $860800.00         | $841946.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $194.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-12-15      | 4.3750%  | 0.0000% | $3363300.00        | $3433176.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-12-31      | 3.7500%  | 0.0000% | $96121600.00       | $96978235.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2032-03-31      | 4.1250%  | 0.0000% | $8584500.00        | $8705455.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-02-15      | 2.6250%  | 0.0000% | $1890900.00        | $1836673.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-05-31      | 2.6250%  | 0.0000% | $244710400.00      | $242807287.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2046-02-15      | 2.5000%  | 0.0000% | $19316000.00       | $13702248.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2046-05-15      | 2.5000%  | 0.0000% | $65770400.00       | $46902384.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-11-15      | 2.0000%  | 0.0000% | $2459800.00        | $2432004.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-04-15      | 4.5000%  | 0.0000% | $55000.00          | $56818.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-04-30      | 4.6250%  | 0.0000% | $1000.00           | $1060.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-05-31      | 4.8750%  | 0.0000% | $689600.00         | $705371.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-07-31      | 3.8750%  | 0.0000% | $172223000.00      | $174062381.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2032-07-31      | 4.0000%  | 0.0000% | $35670000.00       | $36111431.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2048-02-15      | 3.0000%  | 0.0000% | $451212200.00      | $342962783.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2049-11-15      | 2.3750%  | 0.0000% | $2324700.00        | $1545163.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-10-31      | 4.1250%  | 0.0000% | $500.00            | $513.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-08-31      | 3.6250%  | 0.0000% | $2600.00           | $2608.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-09-15      | 3.3750%  | 0.0000% | $100150800.00      | $99630264.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2032-09-30      | 3.8750%  | 0.0000% | $211516800.00      | $211016562.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-09-30      | 3.6250%  | 0.0000% | $179478000.00      | $178663528.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2050-05-15      | 1.2500%  | 0.0000% | $13123900.00       | $6512558.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $57.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2052-05-15      | 2.8750%  | 0.0000% | $50005900.00       | $36309646.53       | U.S. Treasuries (including strips) |

### Security 273: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCQZ8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BCQZ8_4.20_1001
- **C.18 - Value (incl. sponsor support):** $2605000000.00
- **C.18.a - Value (excl. sponsor support):** $2605000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $1286468800.00     | $1666370936.83     | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $954257500.00      | $990729142.49      | U.S. Treasuries (including strips) |

### Security 274: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCR12, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCR12_4.20_1001
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill | 2025-10-30      | 0.0000%  | 0.0000% | $1464000.00        | $1459250.78        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-11-28      | 0.0000%  | 0.0000% | $3959400.00        | $3933996.49        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-02-19      | 0.0000%  | 0.0000% | $1270200.00        | $1251681.75        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-10-16      | 0.0000%  | 0.0000% | $4308500.00        | $4301227.25        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-05-14      | 0.0000%  | 0.0000% | $1946500.00        | $1902674.55        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-11-06      | 0.0000%  | 0.0000% | $4173300.00        | $4156548.37        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-11-13      | 0.0000%  | 0.0000% | $162400.00         | $161624.54         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-11      | 0.0000%  | 0.0000% | $1348200.00        | $1337969.86        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-02      | 0.0000%  | 0.0000% | $3607000.00        | $3571186.10        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-10-14      | 0.0000%  | 0.0000% | $10365700.00       | $10350597.18       | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-10-28      | 0.0000%  | 0.0000% | $6760200.00        | $6739716.59        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-08      | 0.0000%  | 0.0000% | $3318300.00        | $3283819.54        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-29      | 0.0000%  | 0.0000% | $1796200.00        | $1773553.51        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-02-05      | 0.0000%  | 0.0000% | $646200.00         | $637708.29         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-11-04      | 0.0000%  | 0.0000% | $9221800.00        | $9186877.04        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-11-12      | 0.0000%  | 0.0000% | $3782000.00        | $3764406.14        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-02      | 0.0000%  | 0.0000% | $9422500.00        | $9359736.73        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-02-12      | 0.0000%  | 0.0000% | $1532700.00        | $1511484.37        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-03-05      | 0.0000%  | 0.0000% | $1607800.00        | $1581928.89        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-16      | 0.0000%  | 0.0000% | $2060600.00        | $2044003.93        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-23      | 0.0000%  | 0.0000% | $2997700.00        | $2970993.49        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-30      | 0.0000%  | 0.0000% | $7987500.00        | $7910716.16        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-03-12      | 0.0000%  | 0.0000% | $707000.00         | $695099.07         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-13      | 0.0000%  | 0.0000% | $31600.00          | $31251.17          | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-27      | 0.0000%  | 0.0000% | $4967000.00        | $4904773.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2052-02-15      | 2.2500%  | 0.0000% | $11317700.00       | $7068362.02        | U.S. Treasuries (including strips) |

### Security 275: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCR20, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCR20_4.20_1001
- **C.18 - Value (incl. sponsor support):** $1511000000.00
- **C.18.a - Value (excl. sponsor support):** $1511000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2028-02-15      | 4.2500%  | 0.0000% | $1700.00           | $1733.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-15      | 3.8750%  | 0.0000% | $4619100.00        | $4656125.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-15      | 3.7500%  | 0.0000% | $273221200.00      | $278836200.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $522099600.00      | $531536316.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 4.0000%  | 0.0000% | $90200.00          | $91300.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $237485600.00      | $237564920.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $228033200.00      | $247842603.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 3.6250%  | 0.0000% | $237737600.00      | $240690617.90      | U.S. Treasuries (including strips) |

### Security 276: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCR38, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1BCR38_4.20_1001
- **C.18 - Value (incl. sponsor support):** $1303000000.00
- **C.18.a - Value (excl. sponsor support):** $1303000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2029-11-30      | 4.1250%  | 0.0000% | $1615200.00        | $1664032.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 1.2500%  | 0.0000% | $195624700.00      | $184195718.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 4.3750%  | 0.0000% | $4999900.00        | $5052687.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $9000000.00        | $9187663.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 4.2500%  | 0.0000% | $100246800.00      | $102290097.14      | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-11      | 0.0000%  | 0.0000% | $213800.00         | $208447.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $93.06             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $2409900.00        | $2353283.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $22445200.00       | $19462917.50       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $50794100.00       | $59735282.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $34400.00          | $32349.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $5182100.00        | $5472890.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 2.2500%  | 0.0000% | $8373500.00        | $8190099.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 4.3750%  | 0.0000% | $31000000.00       | $32130270.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 4.1250%  | 0.0000% | $9608800.00        | $9701299.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $5000200.00        | $5086103.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $98.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 2.7500%  | 0.0000% | $58133900.00       | $57997542.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 2.7500%  | 0.0000% | $4999900.00        | $4889545.54        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $30246000.00       | $32066965.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 4.2500%  | 0.0000% | $124999200.00      | $127851069.12      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $46146600.00       | $47910319.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 3.7500%  | 0.0000% | $62232200.00       | $63321045.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 3.8750%  | 0.0000% | $1200.00           | $1219.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $55112800.00       | $56108939.17       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $24499400.00       | $30024003.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $4865800.00        | $4929562.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $1000.00           | $988.92            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $119.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $6782200.00        | $6971767.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.8750%  | 0.0000% | $46202000.00       | $47042676.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-31      | 4.6250%  | 0.0000% | $3000200.00        | $3171153.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-15      | 4.6250%  | 0.0000% | $10999900.00       | $11325223.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $8999900.00        | $9298120.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $90204000.00       | $91851164.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $600.00            | $601.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 3.6250%  | 0.0000% | $13807900.00       | $13788584.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 3.6250%  | 0.0000% | $18889900.00       | $18804177.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $19000000.00       | $18987036.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $200.00            | $199.40            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $94744000.00       | $70478479.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 0.3750%  | 0.0000% | $15000000.00       | $14072535.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 0.6250%  | 0.0000% | $158200.00         | $148803.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-28      | 0.5000%  | 0.0000% | $9999900.00        | $9864545.00        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $102030900.00      | $110894395.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $6884100.00        | $6838004.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-15      | 3.8750%  | 0.0000% | $25082900.00       | $25657621.60       | U.S. Treasuries (including strips) |

### Security 277: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCR46, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCR46_4.19_1001
- **C.18 - Value (incl. sponsor support):** $1303000000.00
- **C.18.a - Value (excl. sponsor support):** $1303000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2053-02-15      | 3.6250%  | 0.0000% | $75892500.00       | $63240100.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-31      | 0.7500%  | 0.0000% | $622700.00         | $613177.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 0.7500%  | 0.0000% | $500.00            | $492.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $94.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 0.8750%  | 0.0000% | $372600.00         | $365446.64         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $1911300.00        | $2152013.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 4.1250%  | 0.0000% | $200.00            | $204.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $85800.00          | $87589.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $102.04            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-05      | 0.0000%  | 0.0000% | $1000.00           | $986.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $93.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $93.29             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $230000.00         | $270486.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.1250%  | 0.0000% | $14119800.00       | $13798889.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-11-15      | 4.5000%  | 0.0000% | $10800000.00       | $11359526.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 4.3750%  | 0.0000% | $3726000.00        | $3888000.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-15      | 4.2500%  | 0.0000% | $1000.00           | $1022.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 4.1250%  | 0.0000% | $10299700.00       | $10427824.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $68074000.00       | $71221078.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 1.5000%  | 0.0000% | $800.00            | $786.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $1100.00           | $1078.68           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $4285000.00        | $5550386.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.2500%  | 0.0000% | $22628300.00       | $22092748.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 1.3750%  | 0.0000% | $924500.00         | $864136.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-15      | 4.3750%  | 0.0000% | $1400.00           | $1429.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 4.0000%  | 0.0000% | $39210000.00       | $39907994.27       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $958100.00         | $1015782.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-29      | 4.1250%  | 0.0000% | $25985000.00       | $26446143.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 3.8750%  | 0.0000% | $102300.00         | $102621.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-15      | 3.7500%  | 0.0000% | $84084800.00       | $85812836.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.8750%  | 0.0000% | $14100.00          | $14425.37          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $15672700.00       | $23173103.20       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $3111600.00        | $3532887.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $13636100.00       | $13529455.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-10-31      | 3.0000%  | 0.0000% | $256400.00         | $259342.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-30      | 2.8750%  | 0.0000% | $100.00            | $100.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-31      | 2.2500%  | 0.0000% | $315400.00         | $312895.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 2.3750%  | 0.0000% | $408000.00         | $408630.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $315700.00         | $304859.57         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $78878800.00       | $89009330.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 4.1250%  | 0.0000% | $1983800.00        | $2005610.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 4.2500%  | 0.0000% | $5375900.00        | $5498551.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $897400.00         | $906344.43         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $32866000.00       | $34122135.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-05-15      | 3.0000%  | 0.0000% | $700.00            | $553.06            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2046-02-15      | 1.0000%  | 0.0000% | $23700.00          | $24963.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-15      | 1.6250%  | 0.0000% | $116900.00         | $116146.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-15      | 1.6250%  | 0.0000% | $13700.00          | $13600.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-15      | 2.0000%  | 0.0000% | $510100.00         | $504335.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $1603200.00        | $1592897.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.2500%  | 0.0000% | $549600.00         | $550501.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $98.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $93.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 4.1250%  | 0.0000% | $746000.00         | $757486.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 4.8750%  | 0.0000% | $337000.00         | $345811.99         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $108.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $83203900.00       | $88262192.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-06-30      | 4.0000%  | 0.0000% | $17931000.00       | $18220782.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $37100.00          | $37707.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 3.8750%  | 0.0000% | $4079200.00        | $4122766.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $150.76            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $369600.00         | $473921.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 1.8750%  | 0.0000% | $202200.00         | $199718.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-15      | 1.6250%  | 0.0000% | $55000.00          | $51154.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $97.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.6250%  | 0.0000% | $175700.00         | $172526.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-10-15      | 4.2500%  | 0.0000% | $100.00            | $101.96            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $59303000.00       | $66164788.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.0000%  | 0.0000% | $11743000.00       | $12074040.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-12-15      | 4.0000%  | 0.0000% | $8100.00           | $8195.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $138198000.00      | $144201044.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $57840100.00       | $59756689.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-15      | 4.3750%  | 0.0000% | $75300.00          | $76942.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $235495100.00      | $240864302.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-15      | 4.0000%  | 0.0000% | $225800.00         | $226980.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-15      | 3.5000%  | 0.0000% | $8411300.00        | $8210934.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $201.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $62200.00          | $62267.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $1000.00           | $997.02            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $74.39             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $152295000.00      | $104935432.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 0.6250%  | 0.0000% | $19000.00          | $18166.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $994800.00         | $949274.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 0.5000%  | 0.0000% | $25000500.00       | $23577380.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $74.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 0.6250%  | 0.0000% | $1910000.00        | $1796556.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-30      | 0.3750%  | 0.0000% | $12200.00          | $12141.84          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-01-15      | 0.1250%  | 0.0000% | $8234900.00        | $9599989.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 1.1250%  | 0.0000% | $900.00            | $849.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-15      | 3.7500%  | 0.0000% | $521200.00         | $529886.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-15      | 3.6250%  | 0.0000% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $934200.00         | $910154.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.7500%  | 0.0000% | $3062000.00        | $3093443.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $2000000.00        | $1977828.00        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $2144100.00        | $2261976.75        | U.S. Treasuries (including strips) |

### Security 278: Banco Bilbao Vizcaya Argentaria SA

- **C.1 - Title:** Banco Bilbao Vizcaya Argentaria SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCR53, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCR53_4.20_1001
- **C.18 - Value (incl. sponsor support):** $1303000000.00
- **C.18.a - Value (excl. sponsor support):** $1303000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $2000.00           | $1746.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $54435000.00       | $55977987.29       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $6999900.00        | $6835448.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.71             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $1546900.00        | $1638094.05        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $19000000.00       | $19096020.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 1.5000%  | 0.0000% | $400.00            | $393.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $30028300.00       | $26165917.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $89.03             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $21429600.00       | $25467647.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 2.8750%  | 0.0000% | $140000300.00      | $137634539.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $47581612.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $184968700.00      | $188311926.39      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2046-02-15      | 1.0000%  | 0.0000% | $480200.00         | $505792.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $19430000.00       | $20611226.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-15      | 3.8750%  | 0.0000% | $99016500.00       | $100484718.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $275005800.00      | $275304770.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 2.3750%  | 0.0000% | $300000000.00      | $223455225.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 1.1250%  | 0.0000% | $11715300.00       | $11058555.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $191046100.00      | $188928162.94      | U.S. Treasuries (including strips) |

### Security 279: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCR79, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCR79_4.18_1007
- **C.18 - Value (incl. sponsor support):** $1233000000.00
- **C.18.a - Value (excl. sponsor support):** $1233000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $122867300.00      | $127457315.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $41165200.00       | $42638792.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $177036400.00      | $178455464.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $184337000.00      | $189158610.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $179868800.00      | $184486991.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $176501100.00      | $170693900.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $180805900.00      | $181002462.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $179912600.00      | $183766532.27      | U.S. Treasuries (including strips) |

### Security 280: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCRP9, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCRP9_4.16_1007
- **C.18 - Value (incl. sponsor support):** $1234000000.00
- **C.18.a - Value (excl. sponsor support):** $1234000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $200000000.00      | $245166892.07      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $13382700.00       | $14851535.33       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $1000000.00        | $1128431.60        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $344831300.00      | $365591928.32      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $30620000.00       | $31790293.86       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $57000000.00       | $76543413.59       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $75000000.00       | $81603120.31       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-01-15      | 0.1250%  | 0.0000% | $117000000.00      | $136394949.26      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $253000000.00      | $274978286.85      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $30000000.00       | $31649317.84       | U.S. Treasuries (including strips) |

### Security 281: Natixis SA

- **C.1 - Title:** Natixis SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCRQ7, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCRQ7_4.20_1001
- **C.18 - Value (incl. sponsor support):** $1042000000.00
- **C.18.a - Value (excl. sponsor support):** $1042000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $82876200.00       | $76391240.95       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $94292200.00       | $82326950.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-11-15      | 4.0000%  | 0.0000% | $264052700.00      | $238094999.33      | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-01-15      | 0.0000%  | 0.0000% | $156527800.00      | $154783454.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 0.6250%  | 0.0000% | $1700900.00        | $1659176.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 3.9965%  | 0.0000% | $124999000.00      | $125717479.00      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $5373300.00        | $5690070.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 4.3750%  | 0.0000% | $65769700.00       | $68167685.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $81662500.00       | $82711128.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $4600.00           | $4655.34           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $1803300.00        | $1911867.99        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $3689100.00        | $3888796.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 4.8750%  | 0.0000% | $150272200.00      | $154201568.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $7160800.00        | $5311790.14        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $5034600.00        | $5617139.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 3.7500%  | 0.0000% | $25000000.00       | $25083018.38       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $23785800.00       | $16389068.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $530600.00         | $347133.51         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $13902400.00       | $14666715.88       | U.S. Treasuries (including strips) |

### Security 282: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCRR5, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCRR5_4.20_1001
- **C.18 - Value (incl. sponsor support):** $782000000.00
- **C.18.a - Value (excl. sponsor support):** $782000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2053-08-15      | 4.1250%  | 0.0000% | $9577600.00        | $8728873.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-02-15      | 3.6250%  | 0.0000% | $8999300.00        | $7498983.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-08-15      | 3.3750%  | 0.0000% | $600.00            | $514.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-31      | 1.2500%  | 0.0000% | $1730000.00        | $1633125.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-31      | 4.3750%  | 0.0000% | $17231700.00       | $17647702.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-08-15      | 4.1250%  | 0.0000% | $500.00            | $467.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-11-15      | 4.5000%  | 0.0000% | $218800.00         | $214882.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 1.0000%  | 0.0000% | $999900.00         | $931489.45         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2025-10-31      | 4.0685%  | 0.0000% | $9375800.00        | $9443126.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-10-31      | 4.8750%  | 0.0000% | $29000000.00       | $31090097.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-11-15      | 4.5000%  | 0.0000% | $75430100.00       | $79337982.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-01-31      | 4.3750%  | 0.0000% | $11400.00          | $11808.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-05-15      | 4.7500%  | 0.0000% | $200.00            | $204.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-08-15      | 4.7500%  | 0.0000% | $11499900.00       | $11637766.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $178.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 4.1250%  | 0.0000% | $53775500.00       | $54293170.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-11-15      | 3.1250%  | 0.0000% | $900.00            | $760.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-15      | 2.3750%  | 0.0000% | $9389700.00        | $9067278.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-03-31      | 4.1250%  | 0.0000% | $9022000.00        | $9174246.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $101.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-31      | 4.0000%  | 0.0000% | $307413900.00      | $315306854.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-05-15      | 3.3750%  | 0.0000% | $45300.00          | $38415.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-08-15      | 3.1250%  | 0.0000% | $6775800.00        | $5456289.18        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2046-02-15      | 1.0000%  | 0.0000% | $11123700.00       | $11716549.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-05-15      | 2.5000%  | 0.0000% | $22576300.00       | $16099678.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-08-15      | 2.2500%  | 0.0000% | $5171600.00        | $3467674.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-11-15      | 2.8750%  | 0.0000% | $1100.00           | $836.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 2.3750%  | 0.0000% | $23799200.00       | $23535463.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-07-31      | 4.0000%  | 0.0000% | $4999900.00        | $5061775.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-02-15      | 3.0000%  | 0.0000% | $35601000.00       | $27342102.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-05-15      | 3.0000%  | 0.0000% | $7227300.00        | $5589947.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-08-15      | 3.0000%  | 0.0000% | $7896800.00        | $5975445.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-05-15      | 2.8750%  | 0.0000% | $24796800.00       | $18393950.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-08-15      | 2.2500%  | 0.0000% | $12940000.00       | $8312843.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-11-15      | 2.3750%  | 0.0000% | $200.00            | $132.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $97.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-10-31      | 4.0000%  | 0.0000% | $523300.00         | $538052.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 4.0000%  | 0.0000% | $855800.00         | $871427.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 4.0000%  | 0.0000% | $24999900.00       | $25305021.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $99.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-08-15      | 1.3750%  | 0.0000% | $2999900.00        | $1517192.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-11-15      | 1.6250%  | 0.0000% | $11698600.00       | $6364105.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $65.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-15      | 0.6250%  | 0.0000% | $157500.00         | $137365.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 0.5000%  | 0.0000% | $200.00            | $188.62            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2051-02-15      | 0.1250%  | 0.0000% | $4849800.00        | $3341645.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-02-15      | 2.3750%  | 0.0000% | $5234100.00        | $3898623.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $72.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-15      | 3.7500%  | 0.0000% | $49999800.00       | $50833152.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-30      | 3.5000%  | 0.0000% | $999900.00         | $1011701.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-06-30      | 3.7500%  | 0.0000% | $1000100.00        | $1010370.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $16000000.00       | $15892864.00       | U.S. Treasuries (including strips) |

### Security 283: HSBC Securities USA Inc.

- **C.1 - Title:** HSBC Securities USA Inc. 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCRU8, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: ARP1BCRU8_4.21_1001
- **C.18 - Value (incl. sponsor support):** $782000000.00
- **C.18.a - Value (excl. sponsor support):** $782000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $508961000.00      | $527180296.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $33994500.00       | $31075970.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $23468500.00       | $23895525.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $689400.00         | $700777.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $208617600.00      | $214787502.03      | U.S. Treasuries (including strips) |

### Security 284: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCRV6, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCRV6_4.20_1001
- **C.18 - Value (incl. sponsor support):** $520000000.00
- **C.18.a - Value (excl. sponsor support):** $520000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2028-04-30      | 1.2500%  | 0.0000% | $11692800.00       | $11076367.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $14405000.00       | $14671585.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 4.1250%  | 0.0000% | $40735000.00       | $41791777.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $24937400.00       | $24490920.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $24289400.00       | $24073764.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $52843500.00       | $54337808.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-05-15      | 5.0000%  | 0.0000% | $900.00            | $952.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-15      | 4.3750%  | 0.0000% | $22982600.00       | $23460093.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-29      | 4.1250%  | 0.0000% | $42675800.00       | $43433146.43       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $3639600.00        | $5381384.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-15      | 2.6250%  | 0.0000% | $500000.00         | $485661.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-28      | 4.2500%  | 0.0000% | $699700.00         | $718342.88         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $6302900.00        | $8463955.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $48462400.00       | $47925351.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.1250%  | 0.0000% | $15320000.00       | $15219574.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-15      | 3.8750%  | 0.0000% | $109090000.00      | $110707588.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-15      | 4.5000%  | 0.0000% | $14984000.00       | $15242968.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $34642000.00       | $35274577.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-15      | 3.3750%  | 0.0000% | $2328300.00        | $2316198.62        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $57800.00          | $60921.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $2317500.00        | $2353409.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $3999800.00        | $3997071.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 0.6250%  | 0.0000% | $36099800.00       | $31484900.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $15625000.00       | $13492472.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $1000.00           | $988.91            | U.S. Treasuries (including strips) |

### Security 285: Nomura Securities International Inc.

- **C.1 - Title:** Nomura Securities International Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCRW4, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1BCRW4_4.20_1001
- **C.18 - Value (incl. sponsor support):** $520000000.00
- **C.18.a - Value (excl. sponsor support):** $520000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2053-02-15      | 3.6250%  | 0.0000% | $9217100.00        | $7680473.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $57292000.00       | $55681106.51       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $10899500.00       | $11453713.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $8133500.00        | $8373759.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $67948900.00       | $63235046.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-08-15      | 4.2500%  | 0.0000% | $445800.00         | $415000.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $19999400.00       | $19641330.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $41075800.00       | $41454837.21       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $39814400.00       | $42161569.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-05-15      | 4.2500%  | 0.0000% | $6130800.00        | $6138521.74        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $21000000.00       | $22540510.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.0000%  | 0.0000% | $12300.00          | $10126.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $20663300.00       | $20735952.16       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $12645700.00       | $13129017.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-06-30      | 4.0000%  | 0.0000% | $34482700.00       | $35039974.91       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $73394000.00       | $74775902.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.6250%  | 0.0000% | $233000.00         | $229438.85         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $100133200.00      | $105540922.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-11-15      | 1.8750%  | 0.0000% | $871300.00         | $500342.50         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-01-15      | 0.1250%  | 0.0000% | $1426100.00        | $1662502.88        | U.S. Treasuries (including strips) |

### Security 286: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCT77, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1BCT77_4.17_1007
- **C.18 - Value (incl. sponsor support):** $617000000.00
- **C.18.a - Value (excl. sponsor support):** $617000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $32081900.00       | $32157188.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $141803100.00      | $132006136.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $473657100.00      | $465176743.28      | U.S. Treasuries (including strips) |

### Security 287: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCT85, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCT85_4.20_1001
- **C.18 - Value (incl. sponsor support):** $520000000.00
- **C.18.a - Value (excl. sponsor support):** $520000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $30268000.00       | $31183092.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $134982000.00      | $136883896.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $357965000.00      | $362394972.59      | U.S. Treasuries (including strips) |

### Security 288: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCT93, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1BCT93_4.20_1001
- **C.18 - Value (incl. sponsor support):** $391000000.00
- **C.18.a - Value (excl. sponsor support):** $391000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $53750500.00       | $55012051.11       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $120080000.00      | $127309437.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 4.0000%  | 0.0000% | $211079000.00      | $216498523.61      | U.S. Treasuries (including strips) |

### Security 289: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCTS1, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1BCTS1_4.20_1001
- **C.18 - Value (incl. sponsor support):** $229000000.00
- **C.18.a - Value (excl. sponsor support):** $229000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $144657700.00      | $147995782.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $54793100.00       | $55689706.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $31864800.00       | $29894567.55       | U.S. Treasuries (including strips) |

### Security 290: Truist Bank

- **C.1 - Title:** Truist Bank 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCTT9, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCTT9_4.20_1001
- **C.18 - Value (incl. sponsor support):** $261000000.00
- **C.18.a - Value (excl. sponsor support):** $261000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $13050500.00       | $13166806.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $125000000.00      | $123089514.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $129546500.00      | $129963721.34      | U.S. Treasuries (including strips) |

### Security 291: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCTU6, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCTU6_4.15_1007
- **C.18 - Value (incl. sponsor support):** $308000000.00
- **C.18.a - Value (excl. sponsor support):** $308000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2029-11-30      | 4.1250%  | 0.0000% | $78307500.00       | $80674970.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-30      | 4.0000%  | 0.0000% | $1300.00           | $1325.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 4.1250%  | 0.0000% | $4800.00           | $4924.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-15      | 4.0000%  | 0.0000% | $290100.00         | $295934.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 4.3750%  | 0.0000% | $80035700.00       | $83025633.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $141000.00         | $145058.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2037-05-15      | 5.0000%  | 0.0000% | $14026400.00       | $15313939.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 2.2500%  | 0.0000% | $17352100.00       | $17015842.33       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-01-15      | 0.1250%  | 0.0000% | $7632900.00        | $8192831.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 3.7500%  | 0.0000% | $5287600.00        | $5355498.07        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $106.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-02-15      | 4.0000%  | 0.0000% | $301500.00         | $302560.07         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-03-31      | 4.5000%  | 0.0000% | $303800.00         | $304716.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-15      | 4.6250%  | 0.0000% | $344400.00         | $354585.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 4.2500%  | 0.0000% | $64100.00          | $66084.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-28      | 4.0000%  | 0.0000% | $97868700.00       | $99385167.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-31      | 3.6250%  | 0.0000% | $700.00            | $700.23            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2034-07-15      | 1.8750%  | 0.0000% | $3545300.00        | $3720197.84        | U.S. Treasuries (including strips) |

### Security 292: Navy Federal Credit Union

- **C.1 - Title:** Navy Federal Credit Union 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCTV4, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCTV4_4.14_1007
- **C.18 - Value (incl. sponsor support):** $154000000.00
- **C.18.a - Value (excl. sponsor support):** $154000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $161689000.00      | $157206495.85      | U.S. Treasuries (including strips) |

### Security 293: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCTW2, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCTW2_4.20_1001
- **C.18 - Value (incl. sponsor support):** $118000000.00
- **C.18.a - Value (excl. sponsor support):** $118000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2031-05-15      | 1.6250%  | 0.0000% | $1600.00           | $1435.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $40471000.00       | $41219973.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $5111200.00        | $5099248.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $15942300.00       | $16399493.28       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-26      | 0.0000%  | 0.0000% | $100.00            | $98.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $7790200.00        | $7257214.84        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $400.00            | $443.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $201.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 3.6250%  | 0.0000% | $400.00            | $351.21            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $10585200.00       | $12579802.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 2.5000%  | 0.0000% | $1100.00           | $780.31            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $649900.00         | $662136.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.8750%  | 0.0000% | $200.00            | $203.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-31      | 4.6250%  | 0.0000% | $10888000.00       | $11508405.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $101.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $172.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $148.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 3.7500%  | 0.0000% | $24943600.00       | $25286250.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-10-31      | 4.1250%  | 0.0000% | $332600.00         | $343468.75         | U.S. Treasuries (including strips) |

### Security 294: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCTX0, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCTX0_4.20_1001
- **C.18 - Value (incl. sponsor support):** $104000000.00
- **C.18.a - Value (excl. sponsor support):** $104000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $13015800.00       | $11736281.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $36000000.00       | $33512814.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $50000000.00       | $31631662.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $40230500.00       | $29211657.72       | U.S. Treasuries (including strips) |

### Security 295: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCTY8, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1BCTY8_4.20_1001
- **C.18 - Value (incl. sponsor support):** $78000000.00
- **C.18.a - Value (excl. sponsor support):** $78000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $2893200.00        | $2526912.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $47304200.00       | $36330335.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $64338700.00       | $40702800.88       | U.S. Treasuries (including strips) |

### Security 296: Fixed Income Clearing Corp. - The Bank of New York Mellon

- **C.1 - Title:** Fixed Income Clearing Corp. - The Bank of New York Mellon 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCWZ1, C.3 - LEI: N/A, C.5 - Other ID: ARP1BCWZ1_4.15_1001
- **C.18 - Value (incl. sponsor support):** $10134000000.00
- **C.18.a - Value (excl. sponsor support):** $10134000000.00
- **C.19 - Percentage of Net Assets:** 2.7900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2043-08-15      | 4.3750%  | 0.0000% | $16000000.00       | $15554172.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-05-15      | 3.8750%  | 0.0000% | $112900000.00      | $104092812.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-02-15      | 3.6250%  | 0.0000% | $172700100.00      | $144092889.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-11-15      | 4.0000%  | 0.0000% | $53000000.00       | $47869653.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-08-15      | 4.1250%  | 0.0000% | $122000100.00      | $111314141.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 0.7500%  | 0.0000% | $3300000.00        | $3249213.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-30      | 1.2500%  | 0.0000% | $82070000.00       | $77692140.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-30      | 1.2500%  | 0.0000% | $105137000.00      | $98931288.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-30      | 0.8750%  | 0.0000% | $24000000.00       | $23535972.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-30      | 4.0000%  | 0.0000% | $52500000.00       | $53519025.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $150000000.00      | $152997076.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-31      | 4.3750%  | 0.0000% | $126100000.00      | $129074155.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-15      | 4.6250%  | 0.0000% | $89525000.00       | $90440611.21       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-06-11      | 0.0000%  | 0.0000% | $100000000.00      | $97468000.00       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-11-12      | 0.0000%  | 0.0000% | $19000000.00       | $18909180.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-02-15      | 4.2500%  | 0.0000% | $107512000.00      | $100221880.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-02-15      | 4.5000%  | 0.0000% | $48200000.00       | $47507655.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-05-15      | 4.6250%  | 0.0000% | $76100000.00       | $76349893.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-08-15      | 4.2500%  | 0.0000% | $52750000.00       | $49176846.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-08-15      | 4.1250%  | 0.0000% | $15000000.00       | $14027583.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-11-15      | 4.5000%  | 0.0000% | $69602800.00       | $68455397.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-11-15      | 4.6250%  | 0.0000% | $55506600.00       | $56060764.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-02-15      | 4.6250%  | 0.0000% | $57421000.00       | $56990414.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-09-30      | 1.2500%  | 0.0000% | $28400000.00       | $26474877.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 0.8750%  | 0.0000% | $44000000.00       | $42772796.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 1.3750%  | 0.0000% | $144810400.00      | $136083649.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 1.1250%  | 0.0000% | $20000000.00       | $19541946.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-15      | 4.6250%  | 0.0000% | $18000000.00       | $18548271.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-10-31      | 5.0000%  | 0.0000% | $15000000.00       | $15321420.65       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-10-15      | 2.3750%  | 0.0000% | $72000000.00       | $79873294.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-15      | 4.6250%  | 0.0000% | $139375000.00      | $143150494.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-30      | 4.3750%  | 0.0000% | $28000000.00       | $29195973.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 4.2500%  | 0.0000% | $5260000.00        | $5349183.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-15      | 4.2500%  | 0.0000% | $1877500.00        | $1918903.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $162000000.00      | $166527063.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 4.1250%  | 0.0000% | $152900000.00      | $154757373.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-15      | 6.2500%  | 0.0000% | $7000000.00        | $7901477.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2037-05-15      | 5.0000%  | 0.0000% | $58000000.00       | $63309726.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2039-05-15      | 4.2500%  | 0.0000% | $2395000.00        | $2397959.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-05-15      | 4.3750%  | 0.0000% | $29000000.00       | $29204196.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-08-15      | 3.8750%  | 0.0000% | $69000000.00       | $64734816.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-11-15      | 4.2500%  | 0.0000% | $59000000.00       | $58354746.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-05-15      | 5.0000%  | 0.0000% | $150800000.00      | $159730376.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 2.2500%  | 0.0000% | $76000000.00       | $74294902.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 2.2500%  | 0.0000% | $141890000.00      | $139074547.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $100000000.00      | $87066125.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.2500%  | 0.0000% | $177465000.00      | $173220510.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-30      | 1.5000%  | 0.0000% | $185000000.00      | $174059100.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 1.7500%  | 0.0000% | $29500000.00       | $27824719.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-15      | 1.8750%  | 0.0000% | $53000000.00       | $47151648.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-30      | 4.3750%  | 0.0000% | $85825000.00       | $88896962.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-15      | 4.3750%  | 0.0000% | $112640000.00      | $114947576.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 4.2500%  | 0.0000% | $9000000.00        | $9100755.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-15      | 4.0000%  | 0.0000% | $41200000.00       | $41692734.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-31      | 4.2500%  | 0.0000% | $53000000.00       | $53413126.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-03-31      | 4.0000%  | 0.0000% | $136093000.00      | $137624046.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-05-15      | 4.3750%  | 0.0000% | $96000000.00       | $96005496.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-11-15      | 3.1250%  | 0.0000% | $75000000.00       | $63422006.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-02-15      | 3.1250%  | 0.0000% | $60000000.00       | $50071455.00       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2042-02-15      | 0.7500%  | 0.0000% | $100000000.00      | $113645196.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-08-15      | 2.7500%  | 0.0000% | $170000000.00      | $133071155.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-11-15      | 2.7500%  | 0.0000% | $156000000.00      | $122591430.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-08-15      | 3.6250%  | 0.0000% | $160325000.00      | $140804349.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-11-15      | 3.7500%  | 0.0000% | $110000000.00      | $99118745.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-02-15      | 3.6250%  | 0.0000% | $32200000.00       | $28138493.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 2.7500%  | 0.0000% | $49474700.00       | $48641669.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-15      | 2.8750%  | 0.0000% | $47682000.00       | $46851319.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-15      | 3.1250%  | 0.0000% | $23250000.00       | $23158156.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-15      | 2.6250%  | 0.0000% | $33655000.00       | $32669354.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-15      | 2.3750%  | 0.0000% | $47000000.00       | $45358583.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 1.8750%  | 0.0000% | $107000000.00      | $101072613.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.8750%  | 0.0000% | $100200000.00      | $97854705.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 2.7500%  | 0.0000% | $24011000.00       | $23944091.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-15      | 2.8750%  | 0.0000% | $151700000.00      | $144274929.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $43500000.00       | $43144735.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 4.1250%  | 0.0000% | $9000000.00        | $9095996.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-28      | 4.6250%  | 0.0000% | $25000000.00       | $25166071.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-03-31      | 4.1250%  | 0.0000% | $41570000.00       | $42242186.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-15      | 3.8750%  | 0.0000% | $55750000.00       | $56725544.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-05-15      | 3.3750%  | 0.0000% | $161020000.00      | $136630662.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-08-15      | 3.1250%  | 0.0000% | $39000000.00       | $31433619.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 2.5000%  | 0.0000% | $60700000.00       | $43729918.90       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2045-02-15      | 0.7500%  | 0.0000% | $29000000.00       | $29743356.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-05-15      | 2.5000%  | 0.0000% | $50000000.00       | $35683450.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-08-15      | 2.2500%  | 0.0000% | $55000000.00       | $36912287.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-11-15      | 2.8750%  | 0.0000% | $70000000.00       | $53247057.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-02-15      | 3.0000%  | 0.0000% | $49000000.00       | $37665026.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 2.2500%  | 0.0000% | $100000000.00      | $98351250.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 3.2500%  | 0.0000% | $49000000.00       | $48651855.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.2500%  | 0.0000% | $25000000.00       | $25030200.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 2.7500%  | 0.0000% | $31000000.00       | $30642521.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-31      | 3.1250%  | 0.0000% | $94000000.00       | $92297639.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.8750%  | 0.0000% | $1425000.00        | $1434134.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 4.1250%  | 0.0000% | $29500000.00       | $29769866.00       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-03-31      | 4.5000%  | 0.0000% | $30000000.00       | $30089640.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-15      | 4.5000%  | 0.0000% | $150000000.00      | $154908860.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 4.8750%  | 0.0000% | $14000000.00       | $14365796.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-04-30      | 4.6250%  | 0.0000% | $113505000.00      | $120329935.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 4.5000%  | 0.0000% | $81379300.00       | $83786092.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $50581521.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-15      | 3.6250%  | 0.0000% | $30000000.00       | $30124237.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-05-15      | 3.0000%  | 0.0000% | $975000.00         | $754820.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-02-15      | 3.0000%  | 0.0000% | $65000000.00       | $49463115.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-08-15      | 3.0000%  | 0.0000% | $55400000.00       | $41974862.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-02-15      | 3.0000%  | 0.0000% | $41050000.00       | $30977725.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-05-15      | 2.8750%  | 0.0000% | $143230000.00      | $106369079.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-08-15      | 2.2500%  | 0.0000% | $55490000.00       | $35687977.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-11-15      | 2.3750%  | 0.0000% | $35000000.00       | $23289078.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-15      | 1.6250%  | 0.0000% | $3235000.00        | $3007030.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 1.3750%  | 0.0000% | $24000000.00       | $23513508.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 1.6250%  | 0.0000% | $3735000.00        | $3676954.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.6250%  | 0.0000% | $5000000.00        | $4907903.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 1.5000%  | 0.0000% | $149278100.00      | $145392452.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-15      | 1.5000%  | 0.0000% | $32000000.00       | $29232416.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.1250%  | 0.0000% | $100000000.00      | $96573632.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-10-15      | 4.2500%  | 0.0000% | $20700000.00       | $21103819.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-11-15      | 4.1250%  | 0.0000% | $49020000.00       | $50362106.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-11-30      | 3.8750%  | 0.0000% | $158000000.00      | $161022013.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-30      | 3.8750%  | 0.0000% | $28000000.00       | $28496234.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-15      | 4.0000%  | 0.0000% | $18000000.00       | $18211751.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 3.8750%  | 0.0000% | $157768000.00      | $160269806.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-30      | 4.6250%  | 0.0000% | $2000000.00        | $2035165.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 3.5000%  | 0.0000% | $24500000.00       | $24428744.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 4.0000%  | 0.0000% | $144000000.00      | $145686948.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-15      | 4.6250%  | 0.0000% | $74000000.00       | $74389716.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-31      | 3.6250%  | 0.0000% | $53000000.00       | $52993905.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 3.7500%  | 0.0000% | $24000000.00       | $24073625.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-02-15      | 2.0000%  | 0.0000% | $250550000.00      | $150938084.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-05-15      | 1.2500%  | 0.0000% | $51556000.00       | $25633153.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-08-15      | 1.3750%  | 0.0000% | $185250000.00      | $93840008.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-11-15      | 1.6250%  | 0.0000% | $130694100.00      | $71206948.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-11-15      | 1.3750%  | 0.0000% | $89700000.00       | $59049532.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-02-15      | 1.8750%  | 0.0000% | $66100000.00       | $38059504.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 0.5000%  | 0.0000% | $65157000.00       | $61772745.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 0.3750%  | 0.0000% | $22660000.00       | $21366716.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 0.5000%  | 0.0000% | $4000000.00        | $3770129.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 0.3750%  | 0.0000% | $43200000.00       | $40504665.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 0.5000%  | 0.0000% | $45125000.00       | $42394883.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-05-15      | 2.3750%  | 0.0000% | $111257700.00      | $72886615.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-02-15      | 2.2500%  | 0.0000% | $228000000.00      | $142641930.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-05-15      | 2.8750%  | 0.0000% | $187569000.00      | $136376590.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-05-15      | 3.2500%  | 0.0000% | $187000000.00      | $159647229.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-15      | 0.8750%  | 0.0000% | $46000000.00       | $40025577.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-30      | 0.6250%  | 0.0000% | $164500000.00      | $154612453.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 0.6250%  | 0.0000% | $182000000.00      | $170532817.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $22000000.00       | $20616622.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $39000000.00       | $34127973.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 1.1250%  | 0.0000% | $33800000.00       | $31886592.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-15      | 3.7500%  | 0.0000% | $16500000.00       | $16775007.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-30      | 3.5000%  | 0.0000% | $158500000.00      | $160286870.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-05-15      | 3.3750%  | 0.0000% | $95764000.00       | $93227810.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-15      | 4.1250%  | 0.0000% | $100000000.00      | $101420742.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-06-30      | 3.7500%  | 0.0000% | $1335000.00        | $1347821.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 3.5000%  | 0.0000% | $31600000.00       | $31527952.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 4.1250%  | 0.0000% | $6735000.00        | $6877311.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-10-31      | 4.1250%  | 0.0000% | $156877000.00      | $161908066.73      | U.S. Treasuries (including strips) |

### Security 297: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD2N9, C.3 - LEI: N/A, C.5 - Other ID: ARP1BD2N9_4.20_1001
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill | 2026-03-19      | 0.0000%  | 0.0000% | $13730000.00       | $13489436.67       | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-02-26      | 0.0000%  | 0.0000% | $24866600.00       | $24485295.56       | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-20      | 0.0000%  | 0.0000% | $8025300.00        | $7930649.61        | U.S. Treasuries (including strips) |

### Security 298: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD5Q9, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1BD5Q9_4.10_1001
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2029-11-30      | 4.1250%  | 0.0000% | $100494800.00      | $103533059.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $2266600.00        | $1975059.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 4.0000%  | 0.0000% | $17999700.00       | $18320120.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 3.8750%  | 0.0000% | $800.00            | $802.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $37819000.00       | $37951971.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $40695000.00       | $38005854.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-15      | 3.8750%  | 0.0000% | $622517600.00      | $631748300.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 3.8750%  | 0.0000% | $19565900.00       | $19774868.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $33000000.00       | $33408389.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $83087800.00       | $85410166.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $45149300.00       | $45290172.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $39178100.00       | $39151370.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $20522100.00       | $17973999.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.5000%  | 0.0000% | $21060100.00       | $21175985.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $36074900.00       | $35674973.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $23316000.00       | $23159876.06       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $67721900.00       | $71445064.60       | U.S. Treasuries (including strips) |

### Security 299: Barclays Bank plc

- **C.1 - Title:** Barclays Bank PLC 4.240000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDEZ9, C.3 - LEI: N/A, C.5 - Other ID: ARP1BDEZ9_4.24_1001
- **C.18 - Value (incl. sponsor support):** $98000000.00
- **C.18.a - Value (excl. sponsor support):** $98000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY      | 2026-07-15      | 4.5000%  | 0.0000% | $200.00            | $202.98            | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-10-30      | 0.0000%  | 0.0000% | $35000000.00       | $34886460.00       | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-11-20      | 0.0000%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2032-02-29      | 4.1250%  | 0.0000% | $33650600.00       | $34247780.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-11-30      | 3.8750%  | 0.0000% | $200.00            | $203.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-12-31      | 3.8750%  | 0.0000% | $1000200.00        | $1015429.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-10-31      | 4.1035%  | 0.0000% | $29592800.00       | $29809868.63       | U.S. Treasuries (including strips) |

### Security 300: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDF70, C.3 - LEI: N/A, C.5 - Other ID: ARP1BDF70_4.15_1001
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $86397300.00       | $95879946.01       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $127.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 4.1035%  | 0.0000% | $10800.00          | $10879.22          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.50            | U.S. Treasuries (including strips) |

### Security 301: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDJ84, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: ARP1BDJ84_4.00_1001
- **C.18 - Value (incl. sponsor support):** $461000000.00
- **C.18.a - Value (excl. sponsor support):** $461000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $529443000.00      | $461051273.95      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Vanguard Money Market Reserves

**Date:** 2025-10-07

**By:** Ashley Grim

**Name of Signing Officer:** Ashley Grim

**Title of Signing Officer:** Treasurer