# EDGAR Filing Document

**Accession Number:** 0000106830
**File Stem:** 0001410368-25-033499
**Filing Date:** 2025-12
**Character Count:** 616220
**Document Hash:** 7c80055e06c10d2f87025638e5445cff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-033499.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001410368-25-033499

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**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:** 251552204

**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):** 2025-11-30

**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:** $376314395550.15

- **Amortized Cost of Portfolio Securities:** $376278804507.55

- **Cash:** $0.00

- **Total Other Assets:** $495891529.21

- **Total Liabilities:** $4577659915.74

- **Net Assets of Series:** $372197036121.02

- **Number of Shares Outstanding (Series):** 372185294208.6900

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $225511040962.16          | $299927737972.14           | 58.5900%                  | 77.9200%                   |
| 2025-11-04 | $224871520718.20          | $289986505097.95           | 59.6400%                  | 76.9000%                   |
| 2025-11-05 | $222529898799.92          | $288133891275.70           | 58.7500%                  | 76.0700%                   |
| 2025-11-06 | $220116684292.02          | $288101716726.70           | 58.6500%                  | 76.7600%                   |
| 2025-11-07 | $219364838634.77          | $284157051747.49           | 58.5400%                  | 75.8400%                   |
| 2025-11-10 | $228313153853.45          | $288323967455.64           | 60.6700%                  | 76.6200%                   |
| 2025-11-11 | $230816225308.91          | $288480659306.83           | 61.2800%                  | 76.5900%                   |
| 2025-11-12 | $226591385942.34          | $286974964194.96           | 60.1800%                  | 76.2100%                   |
| 2025-11-13 | $217002696565.16          | $287021656316.21           | 57.7300%                  | 76.3500%                   |
| 2025-11-14 | $216728724567.94          | $284394773962.97           | 57.7800%                  | 75.8200%                   |
| 2025-11-17 | $216692397827.30          | $283380077612.73           | 57.6400%                  | 75.3800%                   |
| 2025-11-18 | $221111788187.83          | $280258864889.38           | 59.3300%                  | 75.2000%                   |
| 2025-11-19 | $223082802498.73          | $282940996941.53           | 59.0500%                  | 74.9000%                   |
| 2025-11-20 | $215028058730.47          | $283339987284.36           | 56.9200%                  | 75.0000%                   |
| 2025-11-21 | $218102986801.19          | $280048711895.35           | 58.1100%                  | 74.6200%                   |
| 2025-11-24 | $220638018694.65          | $288706223630.18           | 58.0300%                  | 75.9400%                   |
| 2025-11-25 | $233017979363.75          | $281085478126.40           | 61.9300%                  | 74.7100%                   |
| 2025-11-26 | $215469642858.26          | $280328754647.49           | 57.5300%                  | 74.8500%                   |
| 2025-11-28 | $218479164898.36          | $282008084127.80           | 57.9900%                  | 74.8500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1100%             |
| 2025-11-04 | 4.0900%             |
| 2025-11-05 | 4.0700%             |
| 2025-11-06 | 4.0600%             |
| 2025-11-07 | 4.0200%             |
| 2025-11-10 | 4.0000%             |
| 2025-11-11 | 3.9900%             |
| 2025-11-12 | 3.9900%             |
| 2025-11-13 | 3.9900%             |
| 2025-11-14 | 4.0000%             |
| 2025-11-17 | 4.0000%             |
| 2025-11-18 | 4.0000%             |
| 2025-11-19 | 4.0000%             |
| 2025-11-20 | 3.9900%             |
| 2025-11-21 | 3.9800%             |
| 2025-11-24 | 3.9800%             |
| 2025-11-25 | 3.9800%             |
| 2025-11-26 | 3.9900%             |
| 2025-11-28 | 4.0100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0001                      |
|  |  |
| 2025-11-04 | 1.0001                      |
|  |  |
| 2025-11-05 | 1.0001                      |
|  |  |
| 2025-11-06 | 1.0001                      |
|  |  |
| 2025-11-07 | 1.0001                      |
|  |  |
| 2025-11-10 | 1.0002                      |
|  |  |
| 2025-11-11 | 1.0001                      |
|  |  |
| 2025-11-12 | 1.0001                      |
|  |  |
| 2025-11-13 | 1.0001                      |
|  |  |
| 2025-11-14 | 1.0001                      |
|  |  |
| 2025-11-17 | 1.0001                      |
|  |  |
| 2025-11-18 | 1.0001                      |
|  |  |
| 2025-11-19 | 1.0001                      |
|  |  |
| 2025-11-20 | 1.0001                      |
|  |  |
| 2025-11-21 | 1.0001                      |
|  |  |
| 2025-11-24 | 1.0001                      |
|  |  |
| 2025-11-25 | 1.0001                      |
|  |  |
| 2025-11-26 | 1.0001                      |
|  |  |
| 2025-11-28 | 1.0001                      |
|  |  |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $3000.00

- **Net Assets of Class:** $372197036121.02

- **Number of Shares Outstanding:** 372185294208.6900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0001          |
|  |  |
| 2025-11-04 | 1.0001          |
|  |  |
| 2025-11-05 | 1.0001          |
|  |  |
| 2025-11-06 | 1.0001          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0001          |
|  |  |
| 2025-11-12 | 1.0001          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0001          |
|  |  |
| 2025-11-24 | 1.0001          |
|  |  |
| 2025-11-25 | 1.0001          |
|  |  |
| 2025-11-26 | 1.0001          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $1791944537.36            | $410654462.01           |
| 2025-11-04 | $716627546.78             | $382637255.87           |
| 2025-11-05 | $667766652.01             | $555389751.71           |
| 2025-11-06 | $410505276.64             | $627925318.07           |
| 2025-11-07 | $250782441.11             | $337277567.39           |
| 2025-11-10 | $565505278.68             | $325077214.71           |
| 2025-11-11 | $267852434.67             | $278333505.96           |
| 2025-11-12 | $370902654.74             | $284952837.43           |
| 2025-11-13 | $377260642.69             | $344358236.73           |
| 2025-11-14 | $333027229.63             | $982491511.13           |
| 2025-11-17 | $473461434.25             | $259392166.07           |
| 2025-11-18 | $782696814.21             | $300043473.33           |
| 2025-11-19 | $534971868.11             | $308392107.21           |
| 2025-11-20 | $480634379.67             | $436767540.23           |
| 2025-11-21 | $267223612.72             | $651408193.92           |
| 2025-11-24 | $621689733.32             | $343767396.46           |
| 2025-11-25 | $645353967.09             | $388473094.16           |
| 2025-11-26 | $282855966.82             | $343279333.44           |
| 2025-11-28 | $754492525.13             | $319999807.18           |

**Total Gross Subscriptions (Month):** $10595554995.63

**Total Gross Redemptions (Month):** $7880620773.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0000%           |
| 2025-11-04 | 3.9800%           |
| 2025-11-05 | 3.9600%           |
| 2025-11-06 | 3.9500%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8900%           |
| 2025-11-11 | 3.8800%           |
| 2025-11-12 | 3.8800%           |
| 2025-11-13 | 3.8800%           |
| 2025-11-14 | 3.8900%           |
| 2025-11-17 | 3.8900%           |
| 2025-11-18 | 3.8900%           |
| 2025-11-19 | 3.8900%           |
| 2025-11-20 | 3.8800%           |
| 2025-11-21 | 3.8700%           |
| 2025-11-24 | 3.8700%           |
| 2025-11-25 | 3.8700%           |
| 2025-11-26 | 3.8800%           |
| 2025-11-28 | 3.9000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 65.2800%         | 0.0000%              |
| Broker-dealer |  | 6.1400%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.240000%
- **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):** $256523077.20
- **C.18.a - Value (excl. sponsor support):** $256523077.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $318539044.38
- **C.18.a - Value (excl. sponsor support):** $318539044.38
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **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):** $586853216.00
- **C.18.a - Value (excl. sponsor support):** $586853216.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **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):** $216700000.00
- **C.18.a - Value (excl. sponsor support):** $216700000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $632329367.67
- **C.18.a - Value (excl. sponsor support):** $632329367.67
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $319299042.10
- **C.18.a - Value (excl. sponsor support):** $319299042.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $958608082.78
- **C.18.a - Value (excl. sponsor support):** $958608082.78
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $447253658.24
- **C.18.a - Value (excl. sponsor support):** $447253658.24
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $319500000.00
- **C.18.a - Value (excl. sponsor support):** $319500000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $638748722.50
- **C.18.a - Value (excl. sponsor support):** $638748722.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $319499361.00
- **C.18.a - Value (excl. sponsor support):** $319499361.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $1117696646.90
- **C.18.a - Value (excl. sponsor support):** $1117696646.90
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $319299361.40
- **C.18.a - Value (excl. sponsor support):** $319299361.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $159299840.70
- **C.18.a - Value (excl. sponsor support):** $159299840.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $398174203.65
- **C.18.a - Value (excl. sponsor support):** $398174203.65
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $252999747.00
- **C.18.a - Value (excl. sponsor support):** $252999747.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $1204503795.50
- **C.18.a - Value (excl. sponsor support):** $1204503795.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $63399873.20
- **C.18.a - Value (excl. sponsor support):** $63399873.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **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):** $317104439.40
- **C.18.a - Value (excl. sponsor support):** $317104439.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **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):** $284703131.70
- **C.18.a - Value (excl. sponsor support):** $284703131.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $317999682.00
- **C.18.a - Value (excl. sponsor support):** $317999682.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $954197137.40
- **C.18.a - Value (excl. sponsor support):** $954197137.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $222599332.20
- **C.18.a - Value (excl. sponsor support):** $222599332.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **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):** $127002286.00
- **C.18.a - Value (excl. sponsor support):** $127002286.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **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):** $158802699.60
- **C.18.a - Value (excl. sponsor support):** $158802699.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $539914460.09
- **C.18.a - Value (excl. sponsor support):** $539914460.09
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $95299904.70
- **C.18.a - Value (excl. sponsor support):** $95299904.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **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):** $398389918.50
- **C.18.a - Value (excl. sponsor support):** $398389918.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $398395398.40
- **C.18.a - Value (excl. sponsor support):** $398395398.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $1226598773.40
- **C.18.a - Value (excl. sponsor support):** $1226598773.40
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $1093295000.00
- **C.18.a - Value (excl. sponsor support):** $1093295000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **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):** $308607097.80
- **C.18.a - Value (excl. sponsor support):** $308607097.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **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):** $185204444.80
- **C.18.a - Value (excl. sponsor support):** $185204444.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $316400000.00
- **C.18.a - Value (excl. sponsor support):** $316400000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $464801394.40
- **C.18.a - Value (excl. sponsor support):** $464801394.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $317200951.60
- **C.18.a - Value (excl. sponsor support):** $317200951.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $475800000.00
- **C.18.a - Value (excl. sponsor support):** $475800000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $1744940234.81
- **C.18.a - Value (excl. sponsor support):** $1744940234.81
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **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):** $317212688.00
- **C.18.a - Value (excl. sponsor support):** $317212688.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **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):** $158604599.40
- **C.18.a - Value (excl. sponsor support):** $158604599.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **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):** $63627608.64
- **C.18.a - Value (excl. sponsor support):** $63627608.64
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **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):** $313800941.40
- **C.18.a - Value (excl. sponsor support):** $313800941.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.065000%
- **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):** $627803139.00
- **C.18.a - Value (excl. sponsor support):** $627803139.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **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):** $586800000.00
- **C.18.a - Value (excl. sponsor support):** $586800000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **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):** $628999371.00
- **C.18.a - Value (excl. sponsor support):** $628999371.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **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):** $371699628.30
- **C.18.a - Value (excl. sponsor support):** $371699628.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **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):** $252299747.70
- **C.18.a - Value (excl. sponsor support):** $252299747.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **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):** $630900630.90
- **C.18.a - Value (excl. sponsor support):** $630900630.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 49: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **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):** $74299925.70
- **C.18.a - Value (excl. sponsor support):** $74299925.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 50: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **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):** $311716558.58
- **C.18.a - Value (excl. sponsor support):** $311716558.58
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.070000%
- **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):** $157342237.41
- **C.18.a - Value (excl. sponsor support):** $157342237.41
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $155529688.94
- **C.18.a - Value (excl. sponsor support):** $155529688.94
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **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):** $248731243.65
- **C.18.a - Value (excl. sponsor support):** $248731243.65
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 54: 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):** $1117022237.84
- **C.18.a - Value (excl. sponsor support):** $1117022237.84
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 55: 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):** $1303441451.64
- **C.18.a - Value (excl. sponsor support):** $1303441451.64
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 56: 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):** $746792389.53
- **C.18.a - Value (excl. sponsor support):** $746792389.53
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 57: 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):** $746760498.66
- **C.18.a - Value (excl. sponsor support):** $746760498.66
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 58: 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):** $746761992.68
- **C.18.a - Value (excl. sponsor support):** $746761992.68
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 59: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **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):** $802776631.68
- **C.18.a - Value (excl. sponsor support):** $802776631.68
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 60: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.200000%
- **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):** $749082022.88
- **C.18.a - Value (excl. sponsor support):** $749082022.88
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 61: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.065000%
- **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):** $250022750.00
- **C.18.a - Value (excl. sponsor support):** $250022750.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 62: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **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):** $152875656.19
- **C.18.a - Value (excl. sponsor support):** $152875656.19
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 63: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **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):** $152881465.25
- **C.18.a - Value (excl. sponsor support):** $152881465.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 64: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.065000%
- **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):** $152879019.33
- **C.18.a - Value (excl. sponsor support):** $152879019.33
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 65: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **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):** $449830817.28
- **C.18.a - Value (excl. sponsor support):** $449830817.28
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-05
- **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? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **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):** $449830817.28
- **C.18.a - Value (excl. sponsor support):** $449830817.28
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-05
- **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? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ZT4, C.4 - ISIN: US3130B7ZT48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $313778471.79
- **C.18.a - Value (excl. sponsor support):** $313778471.79
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82A9, C.4 - ISIN: US3130B82A96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $373885094.63
- **C.18.a - Value (excl. sponsor support):** $373885094.63
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **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 69: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83F7, C.4 - ISIN: US3130B83F74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $622999983.96
- **C.18.a - Value (excl. sponsor support):** $622999983.96
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83J9, C.4 - ISIN: US3130B83J96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $309931761.02
- **C.18.a - Value (excl. sponsor support):** $309931761.02
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83K6, C.4 - ISIN: US3130B83K69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $155098257.00
- **C.18.a - Value (excl. sponsor support):** $155098257.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 72: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83L4, C.4 - ISIN: US3130B83L43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $979588816.22
- **C.18.a - Value (excl. sponsor support):** $979588816.22
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83M2, C.4 - ISIN: US3130B83M26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $154992439.28
- **C.18.a - Value (excl. sponsor support):** $154992439.28
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83P5, C.4 - ISIN: US3130B83P56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $464994649.90
- **C.18.a - Value (excl. sponsor support):** $464994649.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83Q3, C.4 - ISIN: US3130B83Q30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $464999649.95
- **C.18.a - Value (excl. sponsor support):** $464999649.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83X8, C.4 - ISIN: US3130B83X80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $373957479.00
- **C.18.a - Value (excl. sponsor support):** $373957479.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83Y6, C.4 - ISIN: US3130B83Y63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $373942991.52
- **C.18.a - Value (excl. sponsor support):** $373942991.52
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 78: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84A7, C.4 - ISIN: US3130B84A78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $464389489.04
- **C.18.a - Value (excl. sponsor support):** $464389489.04
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **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 79: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84F6, C.4 - ISIN: US3130B84F65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $528892115.56
- **C.18.a - Value (excl. sponsor support):** $528892115.56
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 80: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84G4, C.4 - ISIN: US3130B84G49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $154953563.85
- **C.18.a - Value (excl. sponsor support):** $154953563.85
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84N9, C.4 - ISIN: US3130B84N99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $186876868.75
- **C.18.a - Value (excl. sponsor support):** $186876868.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **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 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84P4, C.4 - ISIN: US3130B84P48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $373759485.06
- **C.18.a - Value (excl. sponsor support):** $373759485.06
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **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 83: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84Q2, C.4 - ISIN: US3130B84Q21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $186836877.50
- **C.18.a - Value (excl. sponsor support):** $186836877.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84R0, C.4 - ISIN: US3130B84R04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $373618766.22
- **C.18.a - Value (excl. sponsor support):** $373618766.22
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84V1, C.4 - ISIN: US3130B84V16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $373750141.19
- **C.18.a - Value (excl. sponsor support):** $373750141.19
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 86: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85B4, C.4 - ISIN: US3130B85B43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $747478969.64
- **C.18.a - Value (excl. sponsor support):** $747478969.64
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 87: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85K4, C.4 - ISIN: US3130B85K42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1557512867.17
- **C.18.a - Value (excl. sponsor support):** $1557512867.17
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 88: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85L2, C.4 - ISIN: US3130B85L25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1401764624.43
- **C.18.a - Value (excl. sponsor support):** $1401764624.43
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 89: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86G2, C.4 - ISIN: US3130B86G21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1494370056.15
- **C.18.a - Value (excl. sponsor support):** $1494370056.15
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 90: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86H0, C.4 - ISIN: US3130B86H04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1494407932.68
- **C.18.a - Value (excl. sponsor support):** $1494407932.68
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 91: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BP6, C.4 - ISIN: US3130B8BP64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $625666887.45
- **C.18.a - Value (excl. sponsor support):** $625666887.45
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 92: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BQ4, C.4 - ISIN: US3130B8BQ48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $312830943.68
- **C.18.a - Value (excl. sponsor support):** $312830943.68
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 93: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BS0, C.4 - ISIN: US3130B8BS04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $625186878.33
- **C.18.a - Value (excl. sponsor support):** $625186878.33
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 94: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8E73, C.4 - ISIN: US3130B8E737, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1125767017.76
- **C.18.a - Value (excl. sponsor support):** $1125767017.76
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? 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 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8E81, C.4 - ISIN: US3130B8E810, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $863096576.88
- **C.18.a - Value (excl. sponsor support):** $863096576.88
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 96: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JG8, C.4 - ISIN: US3130B8JG83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3646043752.00
- **C.18.a - Value (excl. sponsor support):** $3646043752.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KJ0, C.4 - ISIN: US3130B8KJ04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2000072000.00
- **C.18.a - Value (excl. sponsor support):** $2000072000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KR2, C.4 - ISIN: US3130B8KR20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1330099750.00
- **C.18.a - Value (excl. sponsor support):** $1330099750.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8LD2, C.4 - ISIN: US3130B8LD25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $881688160.00
- **C.18.a - Value (excl. sponsor support):** $881688160.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8LG5, C.4 - ISIN: US3130B8LG55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $155731038.65
- **C.18.a - Value (excl. sponsor support):** $155731038.65
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8LL4, C.4 - ISIN: US3130B8LL41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1868763726.08
- **C.18.a - Value (excl. sponsor support):** $1868763726.08
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MF6, C.4 - ISIN: US3130B8MF63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2180772793.01
- **C.18.a - Value (excl. sponsor support):** $2180772793.01
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MV1, C.4 - ISIN: US3130B8MV14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1866171524.76
- **C.18.a - Value (excl. sponsor support):** $1866171524.76
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NQ1, C.4 - ISIN: US3130B8NQ10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2451174021.00
- **C.18.a - Value (excl. sponsor support):** $2451174021.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **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 105: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8Q54, C.4 - ISIN: US3130B8Q541, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2159961120.00
- **C.18.a - Value (excl. sponsor support):** $2159961120.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **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 106: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QW5, C.4 - ISIN: US3130B8QW50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $231747613.20
- **C.18.a - Value (excl. sponsor support):** $231747613.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 107: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QZ8, C.4 - ISIN: US3130B8QZ81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $626599373.40
- **C.18.a - Value (excl. sponsor support):** $626599373.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R87, C.4 - ISIN: US3130B8R879, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $155089689.82
- **C.18.a - Value (excl. sponsor support):** $155089689.82
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R95, C.4 - ISIN: US3130B8R952, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $775450000.00
- **C.18.a - Value (excl. sponsor support):** $775450000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RA2, C.4 - ISIN: US3130B8RA22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $620356277.84
- **C.18.a - Value (excl. sponsor support):** $620356277.84
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RB0, C.4 - ISIN: US3130B8RB05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $620159191.90
- **C.18.a - Value (excl. sponsor support):** $620159191.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **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 112: 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: 3130B8RC8, C.4 - ISIN: US3130B8RC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $155100000.00
- **C.18.a - Value (excl. sponsor support):** $155100000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: 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: 3130B8RJ3, C.4 - ISIN: US3130B8RJ31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $620110539.84
- **C.18.a - Value (excl. sponsor support):** $620110539.84
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RR5, C.4 - ISIN: US3130B8RR56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $108444891.56
- **C.18.a - Value (excl. sponsor support):** $108444891.56
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: 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: 3130B8RW4, C.4 - ISIN: US3130B8RW42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1213230000.00
- **C.18.a - Value (excl. sponsor support):** $1213230000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: 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: 3130B8RX2, C.4 - ISIN: US3130B8RX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $606615000.00
- **C.18.a - Value (excl. sponsor support):** $606615000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **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 117: 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):** $312788060.42
- **C.18.a - Value (excl. sponsor support):** $312788060.42
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 118: 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):** $308849513.67
- **C.18.a - Value (excl. sponsor support):** $308849513.67
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 119: 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):** $64293574.40
- **C.18.a - Value (excl. sponsor support):** $64293574.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 120: 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: 313313VF2, C.4 - ISIN: US313313VF23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $38975637.50
- **C.18.a - Value (excl. sponsor support):** $38975637.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PY6, C.4 - ISIN: US313385PY62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $321702930.55
- **C.18.a - Value (excl. sponsor support):** $321702930.55
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 122: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PZ3, C.4 - ISIN: US313385PZ38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $485947026.00
- **C.18.a - Value (excl. sponsor support):** $485947026.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QA7, C.4 - ISIN: US313385QA77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $812874567.93
- **C.18.a - Value (excl. sponsor support):** $812874567.93
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QC3, C.4 - ISIN: US313385QC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148250631.29
- **C.18.a - Value (excl. sponsor support):** $148250631.29
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QP4, C.4 - ISIN: US313385QP47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $282595318.68
- **C.18.a - Value (excl. sponsor support):** $282595318.68
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 126: 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):** $2291272929.19
- **C.18.a - Value (excl. sponsor support):** $2291272929.19
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 127: 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):** $876036787.95
- **C.18.a - Value (excl. sponsor support):** $876036787.95
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 128: 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: 313385QW9, C.4 - ISIN: US313385QW97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $618202138.02
- **C.18.a - Value (excl. sponsor support):** $618202138.02
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: 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):** $990948330.02
- **C.18.a - Value (excl. sponsor support):** $990948330.02
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 130: 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):** $3041027514.02
- **C.18.a - Value (excl. sponsor support):** $3041027514.02
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 131: 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):** $545336149.60
- **C.18.a - Value (excl. sponsor support):** $545336149.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 132: 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):** $336979805.95
- **C.18.a - Value (excl. sponsor support):** $336979805.95
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 133: 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):** $727136959.09
- **C.18.a - Value (excl. sponsor support):** $727136959.09
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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? Yes, 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: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $554608839.98
- **C.18.a - Value (excl. sponsor support):** $554608839.98
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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? 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: 313385RP3, C.4 - ISIN: US313385RP38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2162030956.39
- **C.18.a - Value (excl. sponsor support):** $2162030956.39
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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? 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: 313385RS7, C.4 - ISIN: US313385RS76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $793775866.80
- **C.18.a - Value (excl. sponsor support):** $793775866.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? 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: 313385RT5, C.4 - ISIN: US313385RT59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $62610597.10
- **C.18.a - Value (excl. sponsor support):** $62610597.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? 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: 313385RU2, C.4 - ISIN: US313385RU23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59505642.38
- **C.18.a - Value (excl. sponsor support):** $59505642.38
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? 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: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111620450.28
- **C.18.a - Value (excl. sponsor support):** $111620450.28
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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? 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: 313385SB3, C.4 - ISIN: US313385SB33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $794080965.70
- **C.18.a - Value (excl. sponsor support):** $794080965.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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? 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: 313385SD9, C.4 - ISIN: US313385SD98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1925648318.61
- **C.18.a - Value (excl. sponsor support):** $1925648318.61
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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? 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: 313385SG2, C.4 - ISIN: US313385SG20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $312649852.41
- **C.18.a - Value (excl. sponsor support):** $312649852.41
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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? 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: 313385SH0, C.4 - ISIN: US313385SH03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $62523229.56
- **C.18.a - Value (excl. sponsor support):** $62523229.56
- **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? 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: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $862067277.58
- **C.18.a - Value (excl. sponsor support):** $862067277.58
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 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: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2099629351.82
- **C.18.a - Value (excl. sponsor support):** $2099629351.82
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 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: 313385SR8, C.4 - ISIN: US313385SR84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $657359703.27
- **C.18.a - Value (excl. sponsor support):** $657359703.27
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1479206562.00
- **C.18.a - Value (excl. sponsor support):** $1479206562.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 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: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $735925327.42
- **C.18.a - Value (excl. sponsor support):** $735925327.42
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 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: 313385SW7, C.4 - ISIN: US313385SW79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1626468246.47
- **C.18.a - Value (excl. sponsor support):** $1626468246.47
- **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 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: 313385SX5, C.4 - ISIN: US313385SX52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $575027531.17
- **C.18.a - Value (excl. sponsor support):** $575027531.17
- **C.19 - Percentage of Net Assets:** 0.1500%
- **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 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: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $218919910.40
- **C.18.a - Value (excl. sponsor support):** $218919910.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385TA4, C.4 - ISIN: US313385TA41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $985482783.94
- **C.18.a - Value (excl. sponsor support):** $985482783.94
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 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: 313385TE6, C.4 - ISIN: US313385TE62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247942500.00
- **C.18.a - Value (excl. sponsor support):** $247942500.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 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: 313385TF3, C.4 - ISIN: US313385TF38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111693550.18
- **C.18.a - Value (excl. sponsor support):** $111693550.18
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 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: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $271536485.42
- **C.18.a - Value (excl. sponsor support):** $271536485.42
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 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: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1479208175.16
- **C.18.a - Value (excl. sponsor support):** $1479208175.16
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 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: 313385TN6, C.4 - ISIN: US313385TN61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $784310555.39
- **C.18.a - Value (excl. sponsor support):** $784310555.39
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 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: 313385TQ9, C.4 - ISIN: US313385TQ92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2407521676.36
- **C.18.a - Value (excl. sponsor support):** $2407521676.36
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 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: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1665898160.69
- **C.18.a - Value (excl. sponsor support):** $1665898160.69
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 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: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1393144467.31
- **C.18.a - Value (excl. sponsor support):** $1393144467.31
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 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: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349616564.49
- **C.18.a - Value (excl. sponsor support):** $349616564.49
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $451432703.22
- **C.18.a - Value (excl. sponsor support):** $451432703.22
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **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 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: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $858235712.64
- **C.18.a - Value (excl. sponsor support):** $858235712.64
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385UL8, C.4 - ISIN: US313385UL86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $730165341.99
- **C.18.a - Value (excl. sponsor support):** $730165341.99
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $649673823.74
- **C.18.a - Value (excl. sponsor support):** $649673823.74
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385UX2, C.4 - ISIN: US313385UX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1784410282.50
- **C.18.a - Value (excl. sponsor support):** $1784410282.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $307296420.98
- **C.18.a - Value (excl. sponsor support):** $307296420.98
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64225810.43
- **C.18.a - Value (excl. sponsor support):** $64225810.43
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64200229.67
- **C.18.a - Value (excl. sponsor support):** $64200229.67
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: 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: 313397PZ8, C.4 - ISIN: US313397PZ83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $227975148.00
- **C.18.a - Value (excl. sponsor support):** $227975148.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: 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):** $157557590.32
- **C.18.a - Value (excl. sponsor support):** $157557590.32
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 172: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.060000%
- **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):** $33789452.88
- **C.18.a - Value (excl. sponsor support):** $33789452.88
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 173: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETE60, C.4 - ISIN: US3133ETE609, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $31376345.14
- **C.18.a - Value (excl. sponsor support):** $31376345.14
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 174: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETE78, C.4 - ISIN: US3133ETE781, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59822734.81
- **C.18.a - Value (excl. sponsor support):** $59822734.81
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 175: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ24, C.4 - ISIN: US3133ETJ244, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $358195701.60
- **C.18.a - Value (excl. sponsor support):** $358195701.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 176: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ32, C.4 - ISIN: US3133ETJ327, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $31128342.40
- **C.18.a - Value (excl. sponsor support):** $31128342.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 177: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.055000%
- **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):** $24774000.00
- **C.18.a - Value (excl. sponsor support):** $24774000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 178: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP68, C.4 - ISIN: US3133ETP688, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150600251.66
- **C.18.a - Value (excl. sponsor support):** $150600251.66
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.070000%
- **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):** $55700612.70
- **C.18.a - Value (excl. sponsor support):** $55700612.70
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 180: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.075000%
- **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):** $252650410.74
- **C.18.a - Value (excl. sponsor support):** $252650410.74
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 181: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.050000%
- **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):** $15753984.25
- **C.18.a - Value (excl. sponsor support):** $15753984.25
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 182: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.045000%
- **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):** $221138115.44
- **C.18.a - Value (excl. sponsor support):** $221138115.44
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 183: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **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):** $107297432.80
- **C.18.a - Value (excl. sponsor support):** $107297432.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 184: 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):** $843232553.65
- **C.18.a - Value (excl. sponsor support):** $843232553.65
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 185: 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):** $3574287038.24
- **C.18.a - Value (excl. sponsor support):** $3574287038.24
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 186: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1805614210.36
- **C.18.a - Value (excl. sponsor support):** $1805614210.36
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: 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):** $13373330954.43
- **C.18.a - Value (excl. sponsor support):** $13373330954.43
- **C.19 - Percentage of Net Assets:** 3.5900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 188: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7197668114.29
- **C.18.a - Value (excl. sponsor support):** $7197668114.29
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: 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):** $5422955741.25
- **C.18.a - Value (excl. sponsor support):** $5422955741.25
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 190: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3624682681.21
- **C.18.a - Value (excl. sponsor support):** $3624682681.21
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1825637957.13
- **C.18.a - Value (excl. sponsor support):** $1825637957.13
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1822291306.25
- **C.18.a - Value (excl. sponsor support):** $1822291306.25
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: 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):** $8359278532.38
- **C.18.a - Value (excl. sponsor support):** $8359278532.38
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 194: 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):** $3506534189.62
- **C.18.a - Value (excl. sponsor support):** $3506534189.62
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 195: 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):** $7181439777.20
- **C.18.a - Value (excl. sponsor support):** $7181439777.20
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 196: 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):** $3405279743.25
- **C.18.a - Value (excl. sponsor support):** $3405279743.25
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 197: 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):** $7539052578.80
- **C.18.a - Value (excl. sponsor support):** $7539052578.80
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 198: 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):** $7930019319.91
- **C.18.a - Value (excl. sponsor support):** $7930019319.91
- **C.19 - Percentage of Net Assets:** 2.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 199: 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):** $7615465271.97
- **C.18.a - Value (excl. sponsor support):** $7615465271.97
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 200: 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):** $13093870835.82
- **C.18.a - Value (excl. sponsor support):** $13093870835.82
- **C.19 - Percentage of Net Assets:** 3.5200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 201: 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):** $8123970225.00
- **C.18.a - Value (excl. sponsor support):** $8123970225.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 202: 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):** $5545111459.36
- **C.18.a - Value (excl. sponsor support):** $5545111459.36
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 203: 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):** $2137235291.40
- **C.18.a - Value (excl. sponsor support):** $2137235291.40
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 204: 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):** $1803128843.12
- **C.18.a - Value (excl. sponsor support):** $1803128843.12
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 205: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1809813786.56
- **C.18.a - Value (excl. sponsor support):** $1809813786.56
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **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? 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: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1808796004.86
- **C.18.a - Value (excl. sponsor support):** $1808796004.86
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3638893127.94
- **C.18.a - Value (excl. sponsor support):** $3638893127.94
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5672673902.38
- **C.18.a - Value (excl. sponsor support):** $5672673902.38
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5599951900.70
- **C.18.a - Value (excl. sponsor support):** $5599951900.70
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3649746710.96
- **C.18.a - Value (excl. sponsor support):** $3649746710.96
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3650010367.50
- **C.18.a - Value (excl. sponsor support):** $3650010367.50
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2426658162.77
- **C.18.a - Value (excl. sponsor support):** $2426658162.77
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.025393%
- **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):** $1667584688.80
- **C.18.a - Value (excl. sponsor support):** $1667584688.80
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 214: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.930393%
- **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):** $392930108.88
- **C.18.a - Value (excl. sponsor support):** $392930108.88
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 215: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.962393%
- **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):** $2730888920.40
- **C.18.a - Value (excl. sponsor support):** $2730888920.40
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 216: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.939393%
- **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):** $1876210168.74
- **C.18.a - Value (excl. sponsor support):** $1876210168.74
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BH2U4, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1BH2U4_4.03_1203
- **C.18 - Value (incl. sponsor support):** $626000000.00
- **C.18.a - Value (excl. sponsor support):** $626000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? 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          | 2026-02-26      | 0.0000%  | 0.0000% | $100.00            | $99.10             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $73685700.00       | $79645174.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 4.3750%  | 0.0000% | $79935900.00       | $83817488.69       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $391900.00         | $411784.20         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $221527600.00      | $235481052.08      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $356800.00         | $385877.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $229579200.00      | $238778598.25      | U.S. Treasuries (including strips) |

### Security 218: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.025000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BICU1, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1BICU1_4.02_1208
- **C.18 - Value (incl. sponsor support):** $1255000000.00
- **C.18.a - Value (excl. sponsor support):** $1255000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **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 Floating Rate Note | 2026-10-31      | 3.9654%  | 0.0000% | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $139900.00         | $122298.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-15      | 4.6250%  | 0.0000% | $158616000.00      | $164468894.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 4.8750%  | 0.0000% | $569200.00         | $573843.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-15      | 2.7500%  | 0.0000% | $147837200.00      | $140120610.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 3.8750%  | 0.0000% | $253232900.00      | $259279405.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-31      | 4.2500%  | 0.0000% | $100000.00         | $101436.27         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-04-15      | 0.1250%  | 0.0000% | $380624900.00      | $430060756.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-11-30      | 4.8750%  | 0.0000% | $300000.00         | $307232.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 1.1250%  | 0.0000% | $4775600.00        | $4671201.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-31      | 1.1250%  | 0.0000% | $128998000.00      | $121398067.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-15      | 5.2500%  | 0.0000% | $400.00            | $427.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-15      | 6.7500%  | 0.0000% | $54000.00          | $56192.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-31      | 0.3750%  | 0.0000% | $98100.00          | $97652.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-08-15      | 2.2500%  | 0.0000% | $174761900.00      | $113850358.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 2.2500%  | 0.0000% | $22935100.00       | $22899710.64       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-01-15      | 0.5000%  | 0.0000% | $17017200.00       | $22091819.82       | U.S. Treasuries (including strips) |

### Security 219: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.980000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BQEV9, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1BQEV9_3.98_1215
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **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               | 2030-08-15      | 0.6250%  | 0.0000% | $41200.00          | $36016.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-31      | 4.8750%  | 0.0000% | $2123000.00        | $2185279.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-15      | 3.7500%  | 0.0000% | $20400000.00       | $20610200.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.2500%  | 0.0000% | $23700.00          | $23294.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-15      | 3.8750%  | 0.0000% | $130100000.00      | $132244863.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.1250%  | 0.0000% | $36806900.00       | $36002270.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 4.1250%  | 0.0000% | $18068900.00       | $18420558.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 6.7500%  | 0.0000% | $108000.00         | $112384.64         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-17      | 0.0000%  | 0.0000% | $224100.00         | $221652.38         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-10      | 0.0000%  | 0.0000% | $82700.00          | $82098.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-30      | 0.3750%  | 0.0000% | $16200.00          | $16230.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.1250%  | 0.0000% | $2492600.00        | $2425356.84        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $10988200.00       | $8268634.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 2.2500%  | 0.0000% | $1922500.00        | $1904860.75        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 0.6250%  | 0.0000% | $321971200.00      | $439972905.98      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $1289300.00        | $2773626.79        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $288255600.00      | $354699667.93      | U.S. Treasuries (including strips) |

### Security 220: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.940000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BZA19, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1BZA19_3.94_1223
- **C.18 - Value (incl. sponsor support):** $748000000.00
- **C.18.a - Value (excl. sponsor support):** $748000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **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 Bill          | 2026-02-10      | 0.0000%  | 0.0000% | $23057900.00       | $22890107.66       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-03      | 0.0000%  | 0.0000% | $353800.00         | $350452.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 3.5000%  | 0.0000% | $500.00            | $502.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 3.7500%  | 0.0000% | $503278400.00      | $507070444.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 0.5000%  | 0.0000% | $69120100.00       | $66240603.47       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $75000000.00       | $56437597.51       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $3384900.00        | $4503639.52        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $65020000.00       | $65003303.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.7500%  | 0.0000% | $5024500.00        | $5136261.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-08-15      | 3.0000%  | 0.0000% | $45984700.00       | $35327091.99       | U.S. Treasuries (including strips) |

### Security 221: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.930000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C0Q75, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1C0Q75_3.93_1224
- **C.18 - Value (incl. sponsor support):** $748000000.00
- **C.18.a - Value (excl. sponsor support):** $748000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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:** 2025-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Floating Rate Note | 2026-10-31      | 3.9654%  | 0.0000% | $1000.00           | $1003.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-28      | 4.2500%  | 0.0000% | $469500.00         | $488202.95         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-12-02      | 0.0000%  | 0.0000% | $506300.00         | $506245.32         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-09-03      | 0.0000%  | 0.0000% | $147792500.00      | $143859445.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-04-30      | 2.8750%  | 0.0000% | $41212000.00       | $40450021.31       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2043-02-15      | 0.6250%  | 0.0000% | $87000100.00       | $93693361.78       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2042-02-15      | 0.7500%  | 0.0000% | $283500.00         | $324684.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-15      | 4.6250%  | 0.0000% | $855700.00         | $870048.74         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-01-15      | 2.1250%  | 0.0000% | $361240100.00      | $386166488.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-15      | 3.7500%  | 0.0000% | $11664000.00       | $11715776.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.7500%  | 0.0000% | $68356800.00       | $69619297.34       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-01-15      | 0.1250%  | 0.0000% | $400.00            | $432.60            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-07-09      | 0.0000%  | 0.0000% | $2056300.00        | $2012618.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-11-15      | 1.6250%  | 0.0000% | $24407100.00       | $13251970.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-15      | 4.0000%  | 0.0000% | $400.00            | $407.28            | U.S. Treasuries (including strips) |

### Security 222: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.900000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C1XU4, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1C1XU4_3.90_1229
- **C.18 - Value (incl. sponsor support):** $621000000.00
- **C.18.a - Value (excl. sponsor support):** $621000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Floating Rate Note | 2026-10-31      | 3.9654%  | 0.0000% | $3100.00           | $3110.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-02-15      | 4.6250%  | 0.0000% | $100792900.00      | $107222814.88      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-01-15      | 0.1250%  | 0.0000% | $532800.00         | $576220.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.7500%  | 0.0000% | $394440100.00      | $401725104.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 2.2500%  | 0.0000% | $63000.00          | $62421.96          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2049-02-15      | 1.0000%  | 0.0000% | $5000000.00        | $4792338.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-11-15      | 4.0000%  | 0.0000% | $200.00            | $178.72            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-04-15      | 3.3750%  | 0.0000% | $13999200.00       | $28701887.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-05-15      | 3.0000%  | 0.0000% | $135300.00         | $106629.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-11-15      | 1.3750%  | 0.0000% | $135608500.00      | $89814836.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 1.7500%  | 0.0000% | $419800.00         | $414520.47         | U.S. Treasuries (including strips) |

### Security 223: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.950000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C5T89, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1C5T89_3.95_1211
- **C.18 - Value (incl. sponsor support):** $3605000000.00
- **C.18.a - Value (excl. sponsor support):** $3605000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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                    | 2052-02-15      | 2.2500%  | 0.0000% | $5415500.00        | $3426131.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-08-15      | 3.3750%  | 0.0000% | $73300.00          | $63878.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-11-15      | 4.0000%  | 0.0000% | $14000000.00       | $12510196.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-02-15      | 3.6250%  | 0.0000% | $922400.00         | $778556.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $20137000.00       | $19040855.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $177.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 1.1250%  | 0.0000% | $14478800.00       | $13783729.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-03-31      | 3.6250%  | 0.0000% | $5000.00           | $5039.17           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 1.2500%  | 0.0000% | $44100.00          | $47760.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-04-30      | 3.5000%  | 0.0000% | $890800.00         | $890343.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-05-15      | 3.3750%  | 0.0000% | $53463300.00       | $51974454.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 3.6250%  | 0.0000% | $86100.00          | $87919.89          | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.9654%  | 0.0000% | $2700.00           | $2709.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-10-31      | 4.1250%  | 0.0000% | $3610900.00        | $3704392.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-11-15      | 4.2500%  | 0.0000% | $62508100.00       | $64028999.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 4.2500%  | 0.0000% | $5500000.00        | $5648548.18        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-01-08      | 0.0000%  | 0.0000% | $400.00            | $398.40            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-12-23      | 0.0000%  | 0.0000% | $24741800.00       | $24682790.81       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-01-06      | 0.0000%  | 0.0000% | $14427000.00       | $14372076.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-08-15      | 4.1250%  | 0.0000% | $10959300.00       | $10116822.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-08-15      | 4.3750%  | 0.0000% | $600.00            | $592.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-02-15      | 4.2500%  | 0.0000% | $7020800.00        | $6620455.44        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2054-02-15      | 2.1250%  | 0.0000% | $900.00            | $888.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-05-15      | 4.6250%  | 0.0000% | $60188300.00       | $59747114.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-05-15      | 4.6250%  | 0.0000% | $80009000.00       | $80381034.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 0.7500%  | 0.0000% | $16561500.00       | $16415769.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 1.2500%  | 0.0000% | $1847300.00        | $1760319.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-30      | 1.2500%  | 0.0000% | $17344200.00       | $16479749.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-30      | 0.8750%  | 0.0000% | $813700.00         | $803225.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $102.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-30      | 4.0000%  | 0.0000% | $6822600.00        | $7020517.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 4.3750%  | 0.0000% | $6326300.00        | $6633497.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 4.2500%  | 0.0000% | $13125700.00       | $13441161.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $18803000.00       | $19556449.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 4.1250%  | 0.0000% | $15808000.00       | $16115656.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-01-31      | 4.3750%  | 0.0000% | $14507600.00       | $15234565.74       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-01-15      | 2.1250%  | 0.0000% | $24529200.00       | $26221770.56       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-01-15      | 2.0000%  | 0.0000% | $14000.00          | $23056.12          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-01-15      | 1.7500%  | 0.0000% | $49376300.00       | $77830979.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2039-11-15      | 4.3750%  | 0.0000% | $34400.00          | $34495.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-08-15      | 4.2500%  | 0.0000% | $16377500.00       | $15446838.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-11-15      | 4.5000%  | 0.0000% | $43534400.00       | $42345432.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-11-15      | 4.6250%  | 0.0000% | $12359800.00       | $12389561.31       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2055-02-15      | 2.3750%  | 0.0000% | $3240000.00        | $3289793.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 4.7500%  | 0.0000% | $23140400.00       | $23823573.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-05-15      | 4.7500%  | 0.0000% | $47483100.00       | $48121026.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 1.0000%  | 0.0000% | $622300.00         | $585075.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-31      | 1.1250%  | 0.0000% | $200.00            | $188.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 1.3750%  | 0.0000% | $200.00            | $188.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $165100.00         | $144747.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 4.6250%  | 0.0000% | $851400.00         | $896093.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-15      | 4.6250%  | 0.0000% | $120000.00         | $121631.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 4.8750%  | 0.0000% | $18500.00          | $19267.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-11-15      | 4.5000%  | 0.0000% | $17729100.00       | $18539692.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-02-15      | 4.6250%  | 0.0000% | $18388200.00       | $19561244.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 4.2500%  | 0.0000% | $1667400.00        | $1714114.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 4.1250%  | 0.0000% | $400.00            | $406.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $103.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-15      | 3.8750%  | 0.0000% | $300.00            | $304.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-03-31      | 4.0000%  | 0.0000% | $299945800.00      | $306958687.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 3.8750%  | 0.0000% | $104968600.00      | $106019955.69      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2042-02-15      | 0.7500%  | 0.0000% | $11762800.00       | $13471611.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-02-15      | 3.1250%  | 0.0000% | $4366200.00        | $3641482.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-08-15      | 4.7500%  | 0.0000% | $3239100.00        | $3322435.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-11-15      | 4.6250%  | 0.0000% | $6088700.00        | $6051941.98        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-01-15      | 0.5000%  | 0.0000% | $8684700.00        | $11274523.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 1.3750%  | 0.0000% | $1912700.00        | $1805940.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 1.2500%  | 0.0000% | $4411900.00        | $4324015.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 1.7500%  | 0.0000% | $1374100.00        | $1309785.97        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-01-15      | 0.1250%  | 0.0000% | $700.00            | $757.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-30      | 4.3750%  | 0.0000% | $253817100.00      | $268037438.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 4.2500%  | 0.0000% | $128300.00         | $130582.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-15      | 4.0000%  | 0.0000% | $8900.00           | $9069.34           | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-01-31      | 4.0054%  | 0.0000% | $3634900.00        | $3646761.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-15      | 3.7500%  | 0.0000% | $25255400.00       | $25515630.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 3.7500%  | 0.0000% | $454900.00         | $457351.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-04-30      | 3.8750%  | 0.0000% | $63760900.00       | $64725490.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-04-30      | 4.0000%  | 0.0000% | $4465100.00        | $4545270.53        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-04-15      | 1.6250%  | 0.0000% | $3290200.00        | $3405152.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-05-15      | 4.2500%  | 0.0000% | $58692700.00       | $60009895.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-05-15      | 3.3750%  | 0.0000% | $1740900.00        | $1470019.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-08-15      | 3.1250%  | 0.0000% | $1191600.00        | $974840.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 2.5000%  | 0.0000% | $10225100.00       | $7481318.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-05-15      | 3.0000%  | 0.0000% | $28580100.00       | $22523929.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-08-15      | 2.8750%  | 0.0000% | $69759300.00       | $54129249.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-15      | 2.6250%  | 0.0000% | $6888400.00        | $6755280.36        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-04-15      | 0.1250%  | 0.0000% | $45800.00          | $51748.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-04-30      | 2.8750%  | 0.0000% | $4462400.00        | $4379893.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 2.7500%  | 0.0000% | $133633000.00      | $132407728.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-15      | 2.8750%  | 0.0000% | $15537800.00       | $14785870.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 2.7500%  | 0.0000% | $7414200.00        | $7326969.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 4.0000%  | 0.0000% | $13852500.00       | $14232383.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-01-31      | 4.0000%  | 0.0000% | $6216300.00        | $6404961.46        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2034-01-15      | 1.7500%  | 0.0000% | $225001000.00      | $240826187.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-02-15      | 4.0000%  | 0.0000% | $244931600.00      | $249799626.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 4.1250%  | 0.0000% | $41263800.00       | $42005710.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-06-30      | 3.8750%  | 0.0000% | $21200.00          | $21800.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.7500%  | 0.0000% | $3043500.00        | $3099711.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-15      | 3.6250%  | 0.0000% | $2131700.00        | $2161211.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-02-15      | 3.0000%  | 0.0000% | $3181500.00        | $2482609.66        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2047-02-15      | 0.8750%  | 0.0000% | $44810000.00       | $44798492.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-08-15      | 2.7500%  | 0.0000% | $13170100.00       | $9756271.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-02-15      | 3.0000%  | 0.0000% | $114400.00         | $88334.51          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2048-02-15      | 1.0000%  | 0.0000% | $33175000.00       | $32933850.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-05-15      | 3.1250%  | 0.0000% | $410000.00         | $319984.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-08-15      | 3.0000%  | 0.0000% | $200.00            | $153.65            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-07-15      | 0.1250%  | 0.0000% | $24433100.00       | $32923972.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 2.2500%  | 0.0000% | $50400.00          | $49937.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 3.2500%  | 0.0000% | $260700.00         | $261672.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.2500%  | 0.0000% | $41618100.00       | $41988151.41       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-07-15      | 0.6250%  | 0.0000% | $5038100.00        | $5355436.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-15      | 2.7500%  | 0.0000% | $18877100.00       | $17891780.83       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-04-15      | 2.1250%  | 0.0000% | $1000.00           | $1080.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-05-15      | 4.3750%  | 0.0000% | $24706500.00       | $25589414.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 4.5000%  | 0.0000% | $5310900.00        | $5390000.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 4.5000%  | 0.0000% | $369800.00         | $389738.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 3.6250%  | 0.0000% | $138378700.00      | $139848599.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-31      | 3.8750%  | 0.0000% | $301300.00         | $306066.55         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $88.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-05-15      | 2.8750%  | 0.0000% | $9039100.00        | $6668826.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-11-15      | 2.3750%  | 0.0000% | $700000.00         | $463281.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-02-15      | 2.0000%  | 0.0000% | $116626700.00      | $71148995.57       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2050-02-15      | 0.2500%  | 0.0000% | $46872000.00       | $35271240.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-05-15      | 1.2500%  | 0.0000% | $138100.00         | $68532.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-08-15      | 1.3750%  | 0.0000% | $300.00            | $153.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-11-15      | 1.7500%  | 0.0000% | $34500.00          | $32290.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-05-15      | 3.6250%  | 0.0000% | $16374900.00       | $13659332.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-31      | 3.6250%  | 0.0000% | $13700.00          | $13822.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-15      | 1.5000%  | 0.0000% | $39998000.00       | $36981786.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 0.6250%  | 0.0000% | $200.00            | $192.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-31      | 3.1250%  | 0.0000% | $3091200.00        | $3069592.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.8750%  | 0.0000% | $2664400.00        | $2711985.94        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-10-15      | 1.6250%  | 0.0000% | $1034400.00        | $1147517.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-30      | 3.8750%  | 0.0000% | $5000000.00        | $5131181.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 3.8750%  | 0.0000% | $25000900.00       | $25690878.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-15      | 4.6250%  | 0.0000% | $936600.00         | $971160.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-06-30      | 4.2500%  | 0.0000% | $12309600.00       | $12890697.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-15      | 4.3750%  | 0.0000% | $2826600.00        | $2909132.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 4.0000%  | 0.0000% | $2221100.00        | $2285450.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-07-31      | 4.1250%  | 0.0000% | $8249000.00        | $8550377.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-11-15      | 1.3750%  | 0.0000% | $24989000.00       | $16550459.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-02-15      | 1.8750%  | 0.0000% | $33492600.00       | $19514023.43       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2051-02-15      | 0.1250%  | 0.0000% | $5879500.00        | $4102250.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-02-15      | 1.8750%  | 0.0000% | $8940000.00        | $6414207.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-05-15      | 2.3750%  | 0.0000% | $2148500.00        | $1398514.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-08-15      | 2.0000%  | 0.0000% | $18244000.00       | $10901018.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-11-15      | 1.8750%  | 0.0000% | $23112500.00       | $13221998.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-11-15      | 4.7500%  | 0.0000% | $52576400.00       | $53181754.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 0.5000%  | 0.0000% | $420000.00         | $402503.08         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $120.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $48848700.00       | $42702717.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 0.7500%  | 0.0000% | $43276700.00       | $42758076.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-02-15      | 3.5000%  | 0.0000% | $27255500.00       | $27002607.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 4.0000%  | 0.0000% | $24174800.00       | $24672009.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-08-15      | 3.8750%  | 0.0000% | $2882400.00        | $2903139.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 3.7500%  | 0.0000% | $1000300.00        | $1014711.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-31      | 3.6250%  | 0.0000% | $61500.00          | $62227.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-15      | 3.3750%  | 0.0000% | $10022900.00       | $10066822.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-09-30      | 3.6250%  | 0.0000% | $99996000.00       | $100261258.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $5481300.00        | $5502825.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-15      | 3.8750%  | 0.0000% | $500.00            | $505.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-10-31      | 4.1250%  | 0.0000% | $1400.00           | $1433.61           | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-12-09      | 0.0000%  | 0.0000% | $400.00            | $399.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-30      | 1.2500%  | 0.0000% | $1071800.00        | $1017582.84        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2031-07-15      | 0.1250%  | 0.0000% | $161700.00         | $183269.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 4.1250%  | 0.0000% | $1139100.00        | $1172591.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-08-15      | 3.8750%  | 0.0000% | $499800.00         | $506382.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $11003100.00       | $11364646.18       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $117.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-08-15      | 3.8750%  | 0.0000% | $2439600.00        | $2321468.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-05-15      | 3.0000%  | 0.0000% | $8484400.00        | $6969606.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $78.48             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-07-15      | 0.3750%  | 0.0000% | $12266300.00       | $16130348.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 2.2500%  | 0.0000% | $1500.00           | $1477.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 2.7500%  | 0.0000% | $10108200.00       | $10027864.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-05-15      | 2.8750%  | 0.0000% | $161500.00         | $128032.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-11-15      | 3.0000%  | 0.0000% | $7961600.00        | $6305781.05        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-01-15      | 0.8750%  | 0.0000% | $29603400.00       | $37759092.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-08-15      | 2.2500%  | 0.0000% | $390400.00         | $265926.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-11-15      | 2.8750%  | 0.0000% | $55758600.00       | $42278872.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-11-15      | 2.7500%  | 0.0000% | $18345000.00       | $13426587.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 2.3750%  | 0.0000% | $2400.00           | $2362.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-11-15      | 3.3750%  | 0.0000% | $36747400.00       | $29860974.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-02-15      | 3.0000%  | 0.0000% | $44091400.00       | $33726604.56       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $120.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 1.5000%  | 0.0000% | $3299300.00        | $3236337.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 0.5000%  | 0.0000% | $1100.00           | $1039.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-08-15      | 2.7500%  | 0.0000% | $12283100.00       | $9768902.57        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-07-15      | 0.2500%  | 0.0000% | $300.00            | $368.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 1.8750%  | 0.0000% | $71300.00          | $68050.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-02-15      | 2.5000%  | 0.0000% | $2649500.00        | $1908429.95        | U.S. Treasuries (including strips) |

### Security 224: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 3.950000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C5VR4, C.3 - LEI: N/A, C.5 - Other ID: ARP1C5VR4_3.95_1211
- **C.18 - Value (incl. sponsor support):** $1841000000.00
- **C.18.a - Value (excl. sponsor support):** $1841000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $650113400.00      | $371911245.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $383147600.00      | $375997392.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $42281700.00       | $33180926.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $94033000.00       | $74546866.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $423796000.00      | $327236108.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $592797600.00      | $354203988.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $402085000.00      | $340743491.49      | U.S. Treasuries (including strips) |

### Security 225: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CA2W4, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1CA2W4_3.97_1204
- **C.18 - Value (incl. sponsor support):** $785000000.00
- **C.18.a - Value (excl. sponsor support):** $785000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2042-05-15      | 3.2500%  | 0.0000% | $300.00            | $255.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-02-15      | 2.3750%  | 0.0000% | $12400.00          | $9392.11           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 1.2500%  | 0.0000% | $1048200.00        | $1135216.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 3.6250%  | 0.0000% | $200.00            | $204.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 4.1250%  | 0.0000% | $622000.00         | $630107.37         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-10-01      | 0.0000%  | 0.0000% | $1138600.00        | $1105093.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $184.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-11-15      | 4.7500%  | 0.0000% | $63685200.00       | $65098043.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-02-15      | 4.2500%  | 0.0000% | $22111200.00       | $20850360.98       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $98.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-05-15      | 4.6250%  | 0.0000% | $6755200.00        | $6705683.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-05-15      | 4.6250%  | 0.0000% | $50623500.00       | $50858894.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $98.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $103.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-12-31      | 4.5000%  | 0.0000% | $200.00            | $212.24            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-01-15      | 1.7500%  | 0.0000% | $1323600.00        | $2086367.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-08-15      | 4.1250%  | 0.0000% | $79900.00          | $75850.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-11-15      | 4.5000%  | 0.0000% | $11000.00          | $10699.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-11-15      | 4.6250%  | 0.0000% | $1645500.00        | $1649462.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-05-15      | 4.7500%  | 0.0000% | $27932500.00       | $28307767.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $475000.00         | $416445.22         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-10-15      | 2.3750%  | 0.0000% | $69600.00          | $76584.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 4.2500%  | 0.0000% | $24610700.00       | $25300202.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-03-31      | 4.0000%  | 0.0000% | $38156200.00       | $39048311.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-08-15      | 2.7500%  | 0.0000% | $5959100.00        | $4739346.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-08-15      | 4.8750%  | 0.0000% | $46472400.00       | $48579209.84       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-07-15      | 0.3750%  | 0.0000% | $300.00            | $394.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $95.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.42             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-01-15      | 0.1250%  | 0.0000% | $200.00            | $216.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $105.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-12-31      | 3.7500%  | 0.0000% | $34359200.00       | $35089581.36       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-01-31      | 4.0054%  | 0.0000% | $800.00            | $802.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 3.7500%  | 0.0000% | $34607300.00       | $34793783.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-04-30      | 3.8750%  | 0.0000% | $17108200.00       | $17367016.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-05-15      | 4.2500%  | 0.0000% | $700.00            | $715.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-05-15      | 3.0000%  | 0.0000% | $200.00            | $157.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-08-15      | 2.8750%  | 0.0000% | $1400.00           | $1086.32           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $127.55            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-04-15      | 0.1250%  | 0.0000% | $1609200.00        | $1818204.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 4.0000%  | 0.0000% | $4510000.00        | $4633679.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-08-15      | 4.2500%  | 0.0000% | $129200.00         | $133312.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-15      | 3.6250%  | 0.0000% | $300.00            | $304.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 2.3750%  | 0.0000% | $1400.00           | $1377.87           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-07-15      | 0.7500%  | 0.0000% | $600.00            | $771.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $5555700.00        | $5553191.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 3.2500%  | 0.0000% | $300.00            | $301.12            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-07-15      | 0.6250%  | 0.0000% | $34177100.00       | $36329827.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $97.73             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-04-15      | 2.1250%  | 0.0000% | $38900500.00       | $42046653.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-05-15      | 4.3750%  | 0.0000% | $24273100.00       | $25140526.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-15      | 3.5000%  | 0.0000% | $38370500.00       | $38536021.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-05-15      | 1.2500%  | 0.0000% | $70400.00          | $34936.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-05-15      | 1.1250%  | 0.0000% | $10927100.00       | $7077963.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 3.8750%  | 0.0000% | $54597500.00       | $56104289.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-15      | 4.6250%  | 0.0000% | $7301200.00        | $7570612.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-06-30      | 4.2500%  | 0.0000% | $32054000.00       | $33567168.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-05-15      | 2.2500%  | 0.0000% | $207852300.00      | $156098742.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 0.5000%  | 0.0000% | $1088500.00        | $1040258.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $600.00            | $524.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 3.8750%  | 0.0000% | $1048000.00        | $1072532.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |

### Security 226: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CA3C7, C.3 - LEI: N/A, C.5 - Other ID: ARP1CA3C7_3.97_1211
- **C.18 - Value (incl. sponsor support):** $628000000.00
- **C.18.a - Value (excl. sponsor support):** $628000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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% | $42541300.00       | $37572345.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-08-15      | 3.0000%  | 0.0000% | $49740200.00       | $37150894.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-05-15      | 2.8750%  | 0.0000% | $21106700.00       | $15227353.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $63.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 3.7500%  | 0.0000% | $14660900.00       | $15032804.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-10-31      | 4.1250%  | 0.0000% | $37297100.00       | $38262781.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $4764800.00        | $4970232.40        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-01-22      | 0.0000%  | 0.0000% | $136230600.00      | $135486780.92      | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-12-04      | 0.0000%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-12-11      | 0.0000%  | 0.0000% | $800.00            | $799.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $91.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $420100.00         | $387805.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 4.5000%  | 0.0000% | $2720000.00        | $2723072.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 4.6250%  | 0.0000% | $27900.00          | $28029.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $400.00            | $405.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 4.2500%  | 0.0000% | $10981100.00       | $11245018.21       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $100.00            | $215.13            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $164.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $1036600.00        | $1039096.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 4.7500%  | 0.0000% | $1618100.00        | $1665871.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $31552000.00       | $31975894.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $74798600.00       | $70391831.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $970200.00         | $1032092.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-29      | 4.1250%  | 0.0000% | $120078400.00      | $123949676.53      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $145600.00         | $191465.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.2500%  | 0.0000% | $103600.00         | $101828.82         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $1691300.00        | $1829132.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $102.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-31      | 4.1250%  | 0.0000% | $53088000.00       | $55344058.98       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $282700.00         | $304449.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $23800.00          | $17413.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $78.37             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $1306600.00        | $1476302.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $98.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $103.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $53000.00          | $54432.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 2.5000%  | 0.0000% | $500.00            | $360.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-08-15      | 2.2500%  | 0.0000% | $25031900.00       | $17050825.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-08-15      | 2.7500%  | 0.0000% | $370000.00         | $274092.10         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $12737600.00       | $12645010.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-05-15      | 3.1250%  | 0.0000% | $600200.00         | $468425.63         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $400.00            | $432.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 3.6250%  | 0.0000% | $9700.00           | $9798.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-02-15      | 3.0000%  | 0.0000% | $25723400.00       | $19676466.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $73.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $561900.00         | $363967.36         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $200.00            | $221.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 4.1250%  | 0.0000% | $2432900.00        | $2468005.79        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $69.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $71.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 1.7500%  | 0.0000% | $200800.00         | $139106.65         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-05      | 0.0000%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |

### Security 227: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.900000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CA3D5, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1CA3D5_3.90_0130
- **C.18 - Value (incl. sponsor support):** $1883000000.00
- **C.18.a - Value (excl. sponsor support):** $1883000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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                    | 2025-11-30      | 0.3750%  | 0.0000% | $2824900.00        | $2830138.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 0.3750%  | 0.0000% | $1635900.00        | $1633943.01        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2031-01-15      | 0.1250%  | 0.0000% | $5000000.00        | $5864698.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $416800.00         | $369837.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-05-15      | 3.3750%  | 0.0000% | $412700.00         | $401207.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 3.6250%  | 0.0000% | $1748000.00        | $1784947.32        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.9654%  | 0.0000% | $4000000.00        | $4013444.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-30      | 1.2500%  | 0.0000% | $20151400.00       | $19132038.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-05-15      | 1.6250%  | 0.0000% | $5190000.00        | $4676571.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 4.1250%  | 0.0000% | $30000.00          | $30882.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $794800.00         | $820916.00         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-01-15      | 2.1250%  | 0.0000% | $4977000.00        | $5320424.31        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 3.6250%  | 0.0000% | $6000000.00        | $12753639.21       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-04-15      | 3.8750%  | 0.0000% | $500.00            | $1075.63           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-01-15      | 2.5000%  | 0.0000% | $6000000.00        | $9502020.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 1.0000%  | 0.0000% | $5642300.00        | $5304788.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-15      | 1.2500%  | 0.0000% | $17843800.00       | $15691616.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-31      | 1.1250%  | 0.0000% | $27314500.00       | $25705263.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-09-30      | 1.2500%  | 0.0000% | $1075900.00        | $1013481.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 4.6250%  | 0.0000% | $55000.00          | $57887.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-10-31      | 4.8750%  | 0.0000% | $51000.00          | $54081.97          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-10-15      | 2.3750%  | 0.0000% | $145000000.00      | $159550359.82      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2040-02-15      | 2.1250%  | 0.0000% | $4192700.00        | $6379085.53        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2042-02-15      | 0.7500%  | 0.0000% | $20300000.00       | $23249032.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 2.7500%  | 0.0000% | $51939600.00       | $51526808.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.2500%  | 0.0000% | $2970000.00        | $2919223.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-15      | 4.3750%  | 0.0000% | $2277300.00        | $2339752.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 4.2500%  | 0.0000% | $206000.00         | $209664.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-04-30      | 3.8750%  | 0.0000% | $8160800.00        | $8284258.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-04-30      | 4.0000%  | 0.0000% | $4557000.00        | $4638820.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-05-15      | 4.2500%  | 0.0000% | $6251900.00        | $6392206.66        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2043-02-15      | 0.6250%  | 0.0000% | $3170000.00        | $3413880.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-15      | 2.6250%  | 0.0000% | $14517100.00       | $14236554.28       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-04-15      | 0.1250%  | 0.0000% | $145000000.00      | $163832712.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 2.7500%  | 0.0000% | $75014800.00       | $74326994.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-01-31      | 4.0000%  | 0.0000% | $50004000.00       | $51521595.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-28      | 4.6250%  | 0.0000% | $411000.00         | $416362.26         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-07-15      | 1.8750%  | 0.0000% | $15000000.00       | $15435725.82       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2046-02-15      | 1.0000%  | 0.0000% | $4982000.00        | $5301386.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-15      | 1.6250%  | 0.0000% | $64000.00          | $63408.87          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-07-15      | 0.1250%  | 0.0000% | $113819100.00      | $153372962.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 2.3750%  | 0.0000% | $135088100.00      | $132952613.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 3.2500%  | 0.0000% | $438000.00         | $439633.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 3.1250%  | 0.0000% | $75023000.00       | $75084669.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-31      | 4.8750%  | 0.0000% | $49962800.00       | $51428489.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-31      | 3.8750%  | 0.0000% | $1000000.00        | $1015819.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 3.6250%  | 0.0000% | $3516000.00        | $3551811.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 3.6250%  | 0.0000% | $501000.00         | $504526.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 3.5000%  | 0.0000% | $108100.00         | $108365.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $81.26             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-07-15      | 0.7500%  | 0.0000% | $75000000.00       | $96432578.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-15      | 1.6250%  | 0.0000% | $444200.00         | $417393.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 1.6250%  | 0.0000% | $125000000.00      | $123249116.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-11-15      | 1.7500%  | 0.0000% | $4800.00           | $4492.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.6250%  | 0.0000% | $5188100.00        | $5128069.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 1.7500%  | 0.0000% | $921000.00         | $909417.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.1250%  | 0.0000% | $63700.00          | $61981.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-31      | 3.1250%  | 0.0000% | $12636800.00       | $12548468.91       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-10-15      | 1.6250%  | 0.0000% | $200000000.00      | $221871182.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-05-31      | 4.6250%  | 0.0000% | $3921000.00        | $4198701.95        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 3.9424%  | 0.0000% | $130116100.00      | $130517138.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 4.3750%  | 0.0000% | $388000.00         | $395166.09         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2034-07-15      | 1.8750%  | 0.0000% | $24979000.00       | $26472186.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 0.5000%  | 0.0000% | $12402400.00       | $11786401.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 3.8750%  | 0.0000% | $16010500.00       | $16385291.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-15      | 3.8750%  | 0.0000% | $3246500.00        | $3293303.66        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2033-01-15      | 1.1250%  | 0.0000% | $74982000.00       | $79735337.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-15      | 4.0000%  | 0.0000% | $334300.00         | $338250.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-31      | 3.7500%  | 0.0000% | $322000.00         | $326149.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 3.5000%  | 0.0000% | $42298100.00       | $42481042.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 1.3750%  | 0.0000% | $14851000.00       | $14648588.66       | U.S. Treasuries (including strips) |

### Security 228: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 3.950000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CBST1, C.3 - LEI: N/A, C.5 - Other ID: ARP1CBST1_3.95_1211
- **C.18 - Value (incl. sponsor support):** $1252000000.00
- **C.18.a - Value (excl. sponsor support):** $1252000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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% | $547595600.00      | $502163002.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $603398000.00      | $537727221.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $271226000.00      | $176548028.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $58326300.00       | $60601803.28       | U.S. Treasuries (including strips) |

### Security 229: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.890000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CLF48, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1CLF48_3.89_0122
- **C.18 - Value (incl. sponsor support):** $777000000.00
- **C.18.a - Value (excl. sponsor support):** $777000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **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 | 2028-06-30      | 4.0000%  | 0.0000% | $91909000.00       | $94575192.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $218732600.00      | $222365436.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $29261400.00       | $27734056.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $212694000.00      | $214953297.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $26011000.00       | $22738381.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $209351500.00      | $210173639.44      | U.S. Treasuries (including strips) |

### Security 230: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.910000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CN6L6, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1CN6L6_3.91_0123
- **C.18 - Value (incl. sponsor support):** $1242000000.00
- **C.18.a - Value (excl. sponsor support):** $1242000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **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                    | 2025-11-30      | 0.3750%  | 0.0000% | $1500000.00        | $1502781.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-31      | 0.3750%  | 0.0000% | $1145300.00        | $1140076.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-15      | 3.7500%  | 0.0000% | $12700.00          | $12756.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-11-15      | 4.2500%  | 0.0000% | $75080700.00       | $76907506.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 0.7500%  | 0.0000% | $2598900.00        | $2567755.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-06-30      | 3.7500%  | 0.0000% | $79500000.00       | $81268336.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 4.1250%  | 0.0000% | $51300.00          | $52808.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $747300.00         | $771855.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-12-31      | 4.5000%  | 0.0000% | $3689200.00        | $3914926.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $9563400.00        | $9946612.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 4.6250%  | 0.0000% | $843600.00         | $887884.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 4.8750%  | 0.0000% | $407500.00         | $424402.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-29      | 4.1250%  | 0.0000% | $69100.00          | $71327.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-30      | 1.5000%  | 0.0000% | $15628000.00       | $14860228.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-11-30      | 4.8750%  | 0.0000% | $1493700.00        | $1529711.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 4.2500%  | 0.0000% | $469000.00         | $477342.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-15      | 2.8750%  | 0.0000% | $17492500.00       | $17255502.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 2.7500%  | 0.0000% | $38434200.00       | $38081799.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $51991794.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $51351223.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 2.2500%  | 0.0000% | $16091100.00       | $15943461.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 4.1250%  | 0.0000% | $1419900.00        | $1455938.66        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-03-31      | 4.5000%  | 0.0000% | $248981000.00      | $251317924.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-15      | 4.5000%  | 0.0000% | $196564700.00      | $200050688.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-05-15      | 4.3750%  | 0.0000% | $36123900.00       | $37414828.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 4.5000%  | 0.0000% | $57752800.00       | $58612971.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.1250%  | 0.0000% | $557100.00         | $542071.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-15      | 4.0000%  | 0.0000% | $758200.00         | $772000.06         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 3.9424%  | 0.0000% | $130072400.00      | $130473304.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $81399800.00       | $71158344.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 0.5000%  | 0.0000% | $85719000.00       | $81002975.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 3.5000%  | 0.0000% | $54001700.00       | $54235261.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 2.6250%  | 0.0000% | $524400.00         | $529525.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-15      | 3.1250%  | 0.0000% | $2592700.00        | $2568391.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-11-30      | 2.8750%  | 0.0000% | $5665200.00        | $5745747.23        | U.S. Treasuries (including strips) |

### Security 231: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CPTU6, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1CPTU6_3.97_1208
- **C.18 - Value (incl. sponsor support):** $407000000.00
- **C.18.a - Value (excl. sponsor support):** $407000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **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                    | 2042-05-15      | 3.2500%  | 0.0000% | $200.00            | $170.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-05-15      | 3.6250%  | 0.0000% | $5828300.00        | $4861751.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $5600.00           | $4969.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 3.6250%  | 0.0000% | $400.00            | $408.45            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.9654%  | 0.0000% | $21425200.00       | $21497211.17       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $184.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-08-15      | 4.3750%  | 0.0000% | $2000.00           | $1974.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-11-15      | 4.7500%  | 0.0000% | $7619100.00        | $7788128.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-02-15      | 4.2500%  | 0.0000% | $8838500.00        | $8334505.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 1.2500%  | 0.0000% | $1500.00           | $1429.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-30      | 1.2500%  | 0.0000% | $300.00            | $285.05            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2033-07-15      | 1.3750%  | 0.0000% | $400.00            | $424.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $5552600.00        | $5735050.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-12-31      | 4.5000%  | 0.0000% | $1000.00           | $1061.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $105.01            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-01-15      | 2.1250%  | 0.0000% | $44930200.00       | $48030485.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2036-02-15      | 4.5000%  | 0.0000% | $116000.00         | $122623.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-11-15      | 4.5000%  | 0.0000% | $26860100.00       | $26126524.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-11-15      | 4.6250%  | 0.0000% | $236500.00         | $237069.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-02-15      | 4.6250%  | 0.0000% | $1077500.00        | $1082330.79        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-05-15      | 4.7500%  | 0.0000% | $5063300.00        | $5131324.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $188.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $175.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 4.6250%  | 0.0000% | $21398300.00       | $22521594.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-11-15      | 4.5000%  | 0.0000% | $566700.00         | $592610.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-03-31      | 4.0000%  | 0.0000% | $2005200.00        | $2052082.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-05-15      | 3.0000%  | 0.0000% | $126200.00         | $103668.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-11-15      | 2.7500%  | 0.0000% | $1100.00           | $863.23            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $107.69            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $263.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $188.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 1.7500%  | 0.0000% | $3377400.00        | $3219322.56        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-01-15      | 0.1250%  | 0.0000% | $3981600.00        | $4306081.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-30      | 4.3750%  | 0.0000% | $4254000.00        | $4492334.30        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-01-31      | 4.0054%  | 0.0000% | $400.00            | $401.31            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-04-15      | 1.6250%  | 0.0000% | $1997300.00        | $2067081.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $102.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-08-15      | 3.1250%  | 0.0000% | $6124700.00        | $5010576.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $73.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-05-15      | 3.0000%  | 0.0000% | $200.00            | $157.62            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $127.55            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-04-15      | 0.1250%  | 0.0000% | $311200.00         | $351618.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-15      | 2.8750%  | 0.0000% | $8500.00           | $8088.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 2.7500%  | 0.0000% | $4535600.00        | $4482237.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-02-15      | 4.0000%  | 0.0000% | $567800.00         | $579085.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 3.8750%  | 0.0000% | $11400.00          | $11605.71          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-07-15      | 1.8750%  | 0.0000% | $1600000.00        | $1646477.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-08-15      | 4.2500%  | 0.0000% | $40775000.00       | $42073005.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-02-15      | 2.5000%  | 0.0000% | $28300.00          | $20384.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $74.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-11-15      | 2.7500%  | 0.0000% | $4163400.00        | $3047165.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-02-15      | 3.0000%  | 0.0000% | $5985100.00        | $4621423.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $76.82             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-01-15      | 0.6250%  | 0.0000% | $100.00            | $136.65            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-07-15      | 0.1250%  | 0.0000% | $1504500.00        | $2027336.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 2.3750%  | 0.0000% | $2765600.00        | $2721881.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $20284000.00       | $20274842.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 3.2500%  | 0.0000% | $1300.00           | $1304.85           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-07-15      | 0.6250%  | 0.0000% | $900.00            | $956.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-05-15      | 4.3750%  | 0.0000% | $552500.00         | $572244.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $105.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-11-15      | 3.3750%  | 0.0000% | $79775700.00       | $64825814.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-02-15      | 3.0000%  | 0.0000% | $40425100.00       | $30922160.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-02-15      | 2.0000%  | 0.0000% | $4182000.00        | $2551260.56        | 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% | $163200.00         | $83582.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-31      | 3.1250%  | 0.0000% | $400.00            | $397.20            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-10-15      | 1.6250%  | 0.0000% | $285300.00         | $316499.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-11-15      | 4.1250%  | 0.0000% | $1250400.00        | $1278434.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-06-30      | 4.2500%  | 0.0000% | $300.00            | $314.16            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $105.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $66.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-02-15      | 1.8750%  | 0.0000% | $6536800.00        | $3808580.65        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $139.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-05-15      | 2.3750%  | 0.0000% | $1600.00           | $1041.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-08-15      | 2.0000%  | 0.0000% | $46436200.00       | $27746210.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-08-15      | 1.7500%  | 0.0000% | $36026500.00       | $24957797.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-15      | 3.3750%  | 0.0000% | $2867800.00        | $2880367.19        | U.S. Treasuries (including strips) |

### Security 232: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CR1E8, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1CR1E8_3.87_0223
- **C.18 - Value (incl. sponsor support):** $2504000000.00
- **C.18.a - Value (excl. sponsor support):** $2504000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND      | 2053-02-15      | 1.5000%  | 0.0000% | $5813400.00        | $5134377.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-11-15      | 4.0000%  | 0.0000% | $2515100.00        | $2247456.80        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2052-02-15      | 0.1250%  | 0.0000% | $288200.00         | $184172.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-11-30      | 0.3750%  | 0.0000% | $11600.00          | $11621.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 0.3750%  | 0.0000% | $173900.00         | $173691.97         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2031-01-15      | 0.1250%  | 0.0000% | $533100.00         | $625294.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 1.1250%  | 0.0000% | $1092000.00        | $1039577.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-03-31      | 3.6250%  | 0.0000% | $257965500.00      | $259986320.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-15      | 3.7500%  | 0.0000% | $369400.00         | $371039.75         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 1.2500%  | 0.0000% | $1663800.00        | $1801921.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-15      | 3.6250%  | 0.0000% | $249400.00         | $249520.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 3.6250%  | 0.0000% | $47200.00          | $48197.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $102.54            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.9654%  | 0.0000% | $300000.00         | $301008.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 4.1250%  | 0.0000% | $399898100.00      | $405110513.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 4.2500%  | 0.0000% | $133376900.00      | $136979244.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-15      | 4.0000%  | 0.0000% | $18628800.00       | $19151935.39       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-01-22      | 0.0000%  | 0.0000% | $44900.00          | $44654.85          | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-08-06      | 0.0000%  | 0.0000% | $15700.00          | $15321.47          | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-10-01      | 0.0000%  | 0.0000% | $500.00            | $485.29            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2054-02-15      | 2.1250%  | 0.0000% | $1000.00           | $987.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 0.7500%  | 0.0000% | $550100.00         | $543507.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-05-15      | 1.6250%  | 0.0000% | $62000.00          | $55866.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-31      | 0.7500%  | 0.0000% | $384500.00         | $380203.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-30      | 1.2500%  | 0.0000% | $14800.00          | $14062.35          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2031-07-15      | 0.1250%  | 0.0000% | $3179600.00        | $3603724.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 0.6250%  | 0.0000% | $403900.00         | $396559.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-15      | 4.1250%  | 0.0000% | $353300.00         | $360676.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-15      | 4.5000%  | 0.0000% | $82800.00          | $84567.57          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2033-07-15      | 1.3750%  | 0.0000% | $10844200.00       | $11499310.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 4.1250%  | 0.0000% | $133700.00         | $137631.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $91500.00          | $94506.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 4.3750%  | 0.0000% | $49210800.00       | $51600415.74       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-01-15      | 2.1250%  | 0.0000% | $15691300.00       | $16774035.37       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 3.6250%  | 0.0000% | $670500.00         | $1425219.18        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-04-15      | 3.8750%  | 0.0000% | $65500.00          | $140907.90         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-04-15      | 3.3750%  | 0.0000% | $400.00            | $820.10            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-01-15      | 2.0000%  | 0.0000% | $1900.00           | $3129.05           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-01-15      | 2.3750%  | 0.0000% | $299200.00         | $491087.17         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-01-15      | 1.7500%  | 0.0000% | $872300.00         | $1374990.90        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-01-15      | 2.5000%  | 0.0000% | $197300.00         | $312458.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-15      | 1.2500%  | 0.0000% | $4062800.00        | $3572775.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 0.7500%  | 0.0000% | $84151100.00       | $82483471.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 0.8750%  | 0.0000% | $1792800.00        | $1754429.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-15      | 4.6250%  | 0.0000% | $486000.00         | $494149.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 4.6250%  | 0.0000% | $55500.00          | $58413.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-09-30      | 4.6250%  | 0.0000% | $4911900.00        | $5097773.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-10-31      | 4.8750%  | 0.0000% | $12101800.00       | $12833120.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-11-15      | 4.5000%  | 0.0000% | $180053000.00      | $188285207.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 4.1250%  | 0.0000% | $84088400.00       | $85484988.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-29      | 4.1250%  | 0.0000% | $2675000.00        | $2761240.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-03-31      | 4.1250%  | 0.0000% | $9193000.00        | $9461344.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-03-31      | 4.0000%  | 0.0000% | $8603800.00        | $8804961.29        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2040-02-15      | 2.1250%  | 0.0000% | $40500.00          | $61619.71          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2041-02-15      | 2.1250%  | 0.0000% | $713300.00         | $1061350.54        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2042-02-15      | 0.7500%  | 0.0000% | $13400600.00       | $15347339.36       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2043-02-15      | 0.6250%  | 0.0000% | $77800.00          | $83785.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-15      | 1.5000%  | 0.0000% | $255700.00         | $252829.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 2.2500%  | 0.0000% | $7000.00           | $6839.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.2500%  | 0.0000% | $287500.00         | $282584.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $95.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 1.3750%  | 0.0000% | $14000.00          | $13218.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 1.2500%  | 0.0000% | $21177800.00       | $20755939.84       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-01-15      | 0.1250%  | 0.0000% | $730800.00         | $790356.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-15      | 4.6250%  | 0.0000% | $354200.00         | $357998.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-11-30      | 4.8750%  | 0.0000% | $365900.00         | $374721.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-30      | 4.3750%  | 0.0000% | $51800.00          | $54702.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-15      | 4.3750%  | 0.0000% | $16600.00          | $17055.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 4.2500%  | 0.0000% | $804800.00         | $819116.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-04-30      | 3.8750%  | 0.0000% | $1077200.00        | $1093496.14        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-04-15      | 1.6250%  | 0.0000% | $12115100.00       | $12538373.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 3.8750%  | 0.0000% | $7196600.00        | $7368435.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-31      | 4.1250%  | 0.0000% | $2166400.00        | $2258464.61        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2045-02-15      | 0.7500%  | 0.0000% | $38946400.00       | $40282173.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-15      | 3.1250%  | 0.0000% | $85100.00          | $84302.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-11-30      | 2.8750%  | 0.0000% | $17300.00          | $17545.97          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-01-15      | 0.8750%  | 0.0000% | $118200.00         | $150763.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-31      | 2.6250%  | 0.0000% | $93200.00          | $93797.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-28      | 2.5000%  | 0.0000% | $293700.00         | $294574.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 2.2500%  | 0.0000% | $133800.00         | $133593.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 2.3750%  | 0.0000% | $21500.00          | $21412.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-15      | 2.3750%  | 0.0000% | $529000.00         | $509814.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-30      | 1.8750%  | 0.0000% | $66200.00          | $65991.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-15      | 1.8750%  | 0.0000% | $3853700.00        | $3481320.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 1.8750%  | 0.0000% | $13100.00          | $12503.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 2.3750%  | 0.0000% | $282600.00         | $273509.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 2.7500%  | 0.0000% | $248819000.00      | $246537596.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 4.1250%  | 0.0000% | $61800.00          | $62911.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 4.2500%  | 0.0000% | $3139900.00        | $3242433.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-03-31      | 4.1250%  | 0.0000% | $2777800.00        | $2861653.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-07-31      | 3.8750%  | 0.0000% | $91900.00          | $94175.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 3.8750%  | 0.0000% | $128400.00         | $130716.96         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-07-31      | 3.9194%  | 0.0000% | $444000.00         | $445302.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-07-31      | 4.0000%  | 0.0000% | $7383700.00        | $7583240.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-08-15      | 4.2500%  | 0.0000% | $13500.00          | $13929.75          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2046-02-15      | 1.0000%  | 0.0000% | $2898000.00        | $3083785.52        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2047-02-15      | 0.8750%  | 0.0000% | $399200.00         | $399097.49         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2048-02-15      | 1.0000%  | 0.0000% | $253300.00         | $251458.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-15      | 1.6250%  | 0.0000% | $13000.00          | $13001.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-15      | 1.6250%  | 0.0000% | $17600.00          | $17437.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-15      | 2.0000%  | 0.0000% | $263500.00         | $259592.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 2.2500%  | 0.0000% | $13717000.00       | $13591144.29       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-07-15      | 0.6250%  | 0.0000% | $2397800.00        | $2548831.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 2.6250%  | 0.0000% | $428700.00         | $418988.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 4.1250%  | 0.0000% | $6700.00           | $6870.05           | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-03-31      | 4.5000%  | 0.0000% | $200.00            | $201.88            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-04-15      | 2.1250%  | 0.0000% | $9908400.00        | $10709761.19       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-04-30      | 3.9104%  | 0.0000% | $165289900.00      | $165778046.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-04-30      | 4.6250%  | 0.0000% | $3275400.00        | $3443730.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-04-30      | 4.6250%  | 0.0000% | $110800.00         | $115082.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 4.5000%  | 0.0000% | $2770300.00        | $2811560.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-31      | 4.8750%  | 0.0000% | $3135600.00        | $3227584.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-15      | 3.6250%  | 0.0000% | $211000.00         | $213921.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 3.6250%  | 0.0000% | $644000.00         | $650559.33         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-10-15      | 1.1250%  | 0.0000% | $450000.00         | $449277.90         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2049-02-15      | 1.0000%  | 0.0000% | $13457200.00       | $12898291.14       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2050-02-15      | 0.2500%  | 0.0000% | $288300.00         | $216946.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 1.8750%  | 0.0000% | $10300.00          | $10239.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-15      | 1.6250%  | 0.0000% | $728000.00         | $684067.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 1.6250%  | 0.0000% | $402200.00         | $395368.19         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-01-15      | 0.1250%  | 0.0000% | $13532000.00       | $16294040.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 1.5000%  | 0.0000% | $142436800.00      | $139718579.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.1250%  | 0.0000% | $1296200.00        | $1261232.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 0.6250%  | 0.0000% | $239500.00         | $230693.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.8750%  | 0.0000% | $227500.00         | $231563.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 4.1250%  | 0.0000% | $4459500.00        | $4536627.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-10-31      | 4.0000%  | 0.0000% | $561500.00         | $572424.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 4.1250%  | 0.0000% | $19500.00          | $19781.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-11-30      | 3.8750%  | 0.0000% | $2204000.00        | $2271874.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-06-30      | 4.2500%  | 0.0000% | $350500.00         | $367046.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-30      | 4.6250%  | 0.0000% | $160300.00         | $164154.67         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 3.9424%  | 0.0000% | $202383300.00      | $203007077.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 4.3750%  | 0.0000% | $415800.00         | $423479.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-07-31      | 4.1250%  | 0.0000% | $1063400.00        | $1102251.41        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2034-07-15      | 1.8750%  | 0.0000% | $6054100.00        | $6415999.94        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2051-02-15      | 0.1250%  | 0.0000% | $2352000.00        | $1641039.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 0.5000%  | 0.0000% | $1545300.00        | $1481307.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-15      | 0.6250%  | 0.0000% | $415600.00         | $365497.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 0.5000%  | 0.0000% | $987100.00         | $945978.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 0.5000%  | 0.0000% | $6109100.00        | $5838348.54        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-07-15      | 0.1250%  | 0.0000% | $368000.00         | $443236.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 3.8750%  | 0.0000% | $24805400.00       | $25386072.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 3.5000%  | 0.0000% | $102200.00         | $103095.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-15      | 4.6250%  | 0.0000% | $8824400.00        | $8928805.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 3.7500%  | 0.0000% | $8300.00           | $8379.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-31      | 3.7500%  | 0.0000% | $3000000.00        | $3038662.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $27400.00          | $27507.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 3.5000%  | 0.0000% | $15509600.00       | $15576680.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-10-31      | 4.1250%  | 0.0000% | $192883800.00      | $197514478.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 4.1250%  | 0.0000% | $173300.00         | $174570.22         | U.S. Treasuries (including strips) |

### Security 233: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.900000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CTTU8, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1CTTU8_3.90_0220
- **C.18 - Value (incl. sponsor support):** $314000000.00
- **C.18.a - Value (excl. sponsor support):** $314000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill | 2026-10-01      | 0.0000%  | 0.0000% | $100.00            | $97.06             | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-03-26      | 0.0000%  | 0.0000% | $142800.00         | $141111.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-01-31      | 4.1250%  | 0.0000% | $4364100.00        | $4449034.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-06-30      | 3.8750%  | 0.0000% | $106072300.00      | $109076175.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-05-31      | 4.5000%  | 0.0000% | $196043700.00      | $206613611.41      | U.S. Treasuries (including strips) |

### Security 234: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.010000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CWED5, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1CWED5_4.01_1201
- **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:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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      | 2052-02-15      | 0.1250%  | 0.0000% | $61593200.00       | $39360768.98       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.9654%  | 0.0000% | $35200.00          | $35318.31          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2054-02-15      | 2.1250%  | 0.0000% | $16909500.00       | $16692332.29       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-01-31      | 3.8584%  | 0.0000% | $23529100.00       | $23580812.91       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 3.6250%  | 0.0000% | $4631300.00        | $9844321.55        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-04-15      | 3.8750%  | 0.0000% | $12192600.00       | $26229521.48       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-01-15      | 2.0000%  | 0.0000% | $20414400.00       | $33619779.75       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-01-15      | 2.3750%  | 0.0000% | $35046700.00       | $57523344.27       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-01-15      | 1.7500%  | 0.0000% | $8658900.00        | $13648869.34       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-01-15      | 2.5000%  | 0.0000% | $12238500.00       | $19381746.90       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2055-02-15      | 2.3750%  | 0.0000% | $88581600.00       | $89942942.21       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2040-02-15      | 2.1250%  | 0.0000% | $2406300.00        | $3661123.74        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-01-31      | 4.0054%  | 0.0000% | $3931400.00        | $3944228.79        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-04-30      | 3.9204%  | 0.0000% | $7918400.00        | $7941735.92        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2045-02-15      | 0.7500%  | 0.0000% | $90059100.00       | $93147924.11       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-07-31      | 3.9194%  | 0.0000% | $10599800.00       | $10630902.70       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-04-30      | 3.9104%  | 0.0000% | $710900.00         | $712999.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 3.9504%  | 0.0000% | $149209500.00      | $149722432.07      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 3.9424%  | 0.0000% | $75300.00          | $75532.09          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2051-02-15      | 0.1250%  | 0.0000% | $57105100.00       | $39843426.35       | U.S. Treasuries (including strips) |

### Security 235: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.960000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CWEQ6, C.3 - LEI: N/A, C.5 - Other ID: ARP1CWEQ6_3.96_1201
- **C.18 - Value (incl. sponsor support):** $1880000000.00
- **C.18.a - Value (excl. sponsor support):** $1880000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $78425300.00       | $74341290.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $95777000.00       | $96527287.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $67158200.00       | $67348471.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $83610300.00       | $81281921.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $97049700.00       | $99670892.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $86724500.00       | $89159904.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $91753600.00       | $87180515.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $95924800.00       | $84355077.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $72168900.00       | $63272407.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $73269300.00       | $74982374.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $80963400.00       | $81774321.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $65624400.00       | $64121470.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $85000600.00       | $87331647.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $7125100.00        | $7295472.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $94440100.00       | $92947181.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $100173700.00      | $99796184.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $25426200.00       | $25877122.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $100184600.00      | $100171722.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $96541300.00       | $95424240.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $85531000.00       | $88165034.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $71183600.00       | $73262052.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $73622000.00       | $76311786.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $82220900.00       | $82340688.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $66884900.00       | $63562879.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $60320700.00       | $61098089.85       | U.S. Treasuries (including strips) |

### Security 236: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZG12, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1CZG12_4.03_1203
- **C.18 - Value (incl. sponsor support):** $614000000.00
- **C.18.a - Value (excl. sponsor support):** $614000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2041-11-15      | 2.0000%  | 0.0000% | $9326900.00        | $6642517.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $177.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $76669700.00       | $72783520.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-06-30      | 4.0000%  | 0.0000% | $6798400.00        | $7009905.32        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $119.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-08-15      | 4.2500%  | 0.0000% | $171563200.00      | $177024632.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $400.00            | $393.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 1.1250%  | 0.0000% | $16242000.00       | $10445927.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.0000%  | 0.0000% | $279233000.00      | $284665735.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $1800.00           | $1884.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $9753100.00        | $8558054.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $58724500.00       | $59147045.44       | U.S. Treasuries (including strips) |

### Security 237: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 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: ARP1CZG20, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: ARP1CZG20_4.07_1203
- **C.18 - Value (incl. sponsor support):** $307000000.00
- **C.18.a - Value (excl. sponsor support):** $307000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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? 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 | 2054-11-15      | 4.5000%  | 0.0000% | $234708800.00      | $228298673.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $130339500.00      | $84841356.42       | U.S. Treasuries (including strips) |

### Security 238: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZG38, C.3 - LEI: N/A, C.5 - Other ID: ARP1CZG38_4.03_1203
- **C.18 - Value (incl. sponsor support):** $490000000.00
- **C.18.a - Value (excl. sponsor support):** $490000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? 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                    | 2030-05-31      | 3.7500%  | 0.0000% | $5309000.00        | $5443673.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-11-15      | 4.2500%  | 0.0000% | $11000000.00       | $11267643.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-15      | 4.0000%  | 0.0000% | $13600000.00       | $13981916.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-15      | 4.5000%  | 0.0000% | $7000000.00        | $7149432.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-15      | 4.3750%  | 0.0000% | $16080000.00       | $16353295.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $19000000.00       | $16657808.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 4.6250%  | 0.0000% | $6285300.00        | $6615244.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 4.1250%  | 0.0000% | $4000000.00        | $4066434.30        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2042-02-15      | 0.7500%  | 0.0000% | $17120000.00       | $19607066.09       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2043-02-15      | 0.6250%  | 0.0000% | $70000000.00       | $75385376.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 1.3750%  | 0.0000% | $10000000.00       | $9441839.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 1.7500%  | 0.0000% | $7490000.00        | $7139434.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-15      | 4.3750%  | 0.0000% | $1155700.00        | $1187393.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-12-31      | 3.7500%  | 0.0000% | $2518100.00        | $2571627.83        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-04-30      | 3.9204%  | 0.0000% | $25000000.00       | $25073676.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-15      | 3.7500%  | 0.0000% | $900000.00         | $906781.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-31      | 4.0000%  | 0.0000% | $10260000.00       | $10641994.38       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2045-02-15      | 0.7500%  | 0.0000% | $25000000.00       | $25857443.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-15      | 3.1250%  | 0.0000% | $955700.00         | $946739.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.8750%  | 0.0000% | $9800000.00        | $9641688.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-01-31      | 4.0000%  | 0.0000% | $8000000.00        | $8242795.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 4.1250%  | 0.0000% | $800000.00         | $814383.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-28      | 4.6250%  | 0.0000% | $2000000.00        | $2026093.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-28      | 4.2500%  | 0.0000% | $1279100.00        | $1330054.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 3.8750%  | 0.0000% | $8125000.00        | $8271614.57        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-07-31      | 3.9194%  | 0.0000% | $25000000.00       | $25073356.81       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-07-15      | 1.8750%  | 0.0000% | $55205900.00       | $56809542.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-08-15      | 4.2500%  | 0.0000% | $11400000.00       | $11762900.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-15      | 2.0000%  | 0.0000% | $17000000.00       | $16747910.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 2.7500%  | 0.0000% | $3000000.00        | $2964704.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-09-30      | 3.8750%  | 0.0000% | $16100000.00       | $16295420.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-15      | 3.5000%  | 0.0000% | $8236000.00        | $8271528.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-11-15      | 4.0000%  | 0.0000% | $3515000.00        | $3514548.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 1.8750%  | 0.0000% | $569300.00         | $565932.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-15      | 1.6250%  | 0.0000% | $10574000.00       | $9935886.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.8750%  | 0.0000% | $10000000.00       | $10178599.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 4.1250%  | 0.0000% | $15000000.00       | $15216444.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-11-15      | 4.1250%  | 0.0000% | $5000000.00        | $5112101.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-15      | 3.8750%  | 0.0000% | $8958500.00        | $9087651.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 4.0000%  | 0.0000% | $7800000.00        | $7960424.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 4.1250%  | 0.0000% | $10000000.00       | $10073296.08       | U.S. Treasuries (including strips) |

### Security 239: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZG46, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1CZG46_4.03_1203
- **C.18 - Value (incl. sponsor support):** $307000000.00
- **C.18.a - Value (excl. sponsor support):** $307000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2028-04-30      | 3.5000%  | 0.0000% | $6464400.00        | $6482714.82        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-12-30      | 0.0000%  | 0.0000% | $17603500.00       | $17548735.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $31569900.00       | $33151845.73       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $158.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-08-15      | 4.2500%  | 0.0000% | $227000.00         | $214100.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 4.3750%  | 0.0000% | $192683800.00      | $201594834.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $17999900.00       | $18382527.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-09-30      | 3.8750%  | 0.0000% | $27276200.00       | $27607275.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $8122300.00        | $8157893.31        | U.S. Treasuries (including strips) |

### Security 240: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZGC8, C.3 - LEI: N/A, C.5 - Other ID: ARP1CZGC8_4.02_1203
- **C.18 - Value (incl. sponsor support):** $5583000000.00
- **C.18.a - Value (excl. sponsor support):** $5583000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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? 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 | 2031-01-15      | 0.1250%  | 0.0000% | $86049700.00       | $100931112.43      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $22100.00          | $23221.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $287727800.00      | $300133066.18      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $364330700.00      | $412928532.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $41469900.00       | $36468114.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-03-31      | 4.1250%  | 0.0000% | $20455500.00       | $21052598.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $301863500.00      | $308921224.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.8750%  | 0.0000% | $40042700.00       | $40648475.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-04-30      | 4.0000%  | 0.0000% | $361469000.00      | $367959147.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 4.0000%  | 0.0000% | $1247369600.00     | $1293810942.43     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $953744900.00      | $907589806.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-28      | 4.2500%  | 0.0000% | $466551400.00      | $485136892.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $2694800.00        | $2771114.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $472849600.00      | $484556348.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $97.73             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $276999500.00      | $276555008.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-15      | 1.6250%  | 0.0000% | $500.00            | $469.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-15      | 1.7500%  | 0.0000% | $64581900.00       | $60445135.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $113296800.00      | $118645186.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $250735000.00      | $259895625.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 3.5000%  | 0.0000% | $220500.00         | $222431.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $209204000.00      | $214781222.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $1156500.00        | $1184264.80        | U.S. Treasuries (including strips) |

### Security 241: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZGN4, C.3 - LEI: N/A, C.5 - Other ID: ARP1CZGN4_4.03_1203
- **C.18 - Value (incl. sponsor support):** $2283000000.00
- **C.18.a - Value (excl. sponsor support):** $2283000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? 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                    | 2025-11-30      | 0.3750%  | 0.0000% | $230200.00         | $230626.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 0.3750%  | 0.0000% | $14042400.00       | $14025601.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47278282.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 1.1250%  | 0.0000% | $4762600.00        | $4533966.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-28      | 0.5000%  | 0.0000% | $11919900.00       | $11837203.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-03-31      | 3.6250%  | 0.0000% | $11244200.00       | $11332283.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-30      | 3.5000%  | 0.0000% | $13915400.00       | $13954824.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-05-15      | 3.3750%  | 0.0000% | $2335000.00        | $2269974.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-31      | 3.7500%  | 0.0000% | $2131300.00        | $2185364.86        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.9654%  | 0.0000% | $334200.00         | $335323.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 4.2500%  | 0.0000% | $45261400.00       | $46483854.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-30      | 4.1250%  | 0.0000% | $42323900.00       | $44148677.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-11-30      | 4.1250%  | 0.0000% | $11309600.00       | $11779577.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 0.7500%  | 0.0000% | $18798600.00       | $18633184.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 0.7500%  | 0.0000% | $21245500.00       | $20990896.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-30      | 1.2500%  | 0.0000% | $15787600.00       | $14988981.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 1.2500%  | 0.0000% | $24899800.00       | $23727385.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-31      | 0.7500%  | 0.0000% | $320000.00         | $316424.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 0.6250%  | 0.0000% | $600.00            | $589.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-15      | 4.1250%  | 0.0000% | $665600.00         | $679497.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-15      | 4.5000%  | 0.0000% | $785000.00         | $801757.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 4.1250%  | 0.0000% | $23575200.00       | $24268360.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-07-31      | 4.0000%  | 0.0000% | $20941400.00       | $21578133.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $7732600.00        | $7986682.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-31      | 4.3750%  | 0.0000% | $23887100.00       | $24687418.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 4.2500%  | 0.0000% | $22606700.00       | $23150026.23       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-01-31      | 3.8584%  | 0.0000% | $274000.00         | $274602.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-01-31      | 4.3750%  | 0.0000% | $14346300.00       | $15065183.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-31      | 1.1250%  | 0.0000% | $14784700.00       | $13913657.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 1.1250%  | 0.0000% | $23920900.00       | $23397969.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-15      | 4.6250%  | 0.0000% | $24654800.00       | $25068222.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-09-30      | 4.6250%  | 0.0000% | $6311000.00        | $6549818.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-15      | 4.6250%  | 0.0000% | $38721500.00       | $39248060.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 4.8750%  | 0.0000% | $2763600.00        | $2878230.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-10-31      | 4.8750%  | 0.0000% | $16386400.00       | $17376641.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $52286051.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 4.2500%  | 0.0000% | $24799200.00       | $25493983.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 4.1250%  | 0.0000% | $9776500.00        | $9938873.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-03-31      | 4.1250%  | 0.0000% | $19052800.00       | $19608953.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 3.8750%  | 0.0000% | $10465900.00       | $10570725.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 2.2500%  | 0.0000% | $24123900.00       | $23768937.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 2.2500%  | 0.0000% | $2140000.00        | $2090989.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 1.3750%  | 0.0000% | $1838000.00        | $1735410.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 1.2500%  | 0.0000% | $14371100.00       | $14084828.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-15      | 4.6250%  | 0.0000% | $8807700.00        | $8902144.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-11-30      | 4.8750%  | 0.0000% | $693100.00         | $709809.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-30      | 4.3750%  | 0.0000% | $36103500.00       | $37773176.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-12-31      | 3.7500%  | 0.0000% | $21318300.00       | $21771467.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 4.2500%  | 0.0000% | $1354900.00        | $1379002.12        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-01-31      | 4.0054%  | 0.0000% | $316900.00         | $317934.10         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-04-30      | 3.9204%  | 0.0000% | $3584600.00        | $3595164.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-15      | 3.7500%  | 0.0000% | $21253800.00       | $21413940.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 3.8750%  | 0.0000% | $3710600.00        | $3799198.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-06-30      | 4.0000%  | 0.0000% | $49801200.00       | $51350567.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-15      | 2.8750%  | 0.0000% | $19928700.00       | $19658695.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49613006.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-11-30      | 2.8750%  | 0.0000% | $871000.00         | $883383.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 2.6250%  | 0.0000% | $24956000.00       | $25199921.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-28      | 2.5000%  | 0.0000% | $24964300.00       | $25038653.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 2.2500%  | 0.0000% | $12869600.00       | $12849741.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 2.3750%  | 0.0000% | $24911900.00       | $24810783.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-31      | 2.1250%  | 0.0000% | $23170300.00       | $23222893.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-15      | 1.8750%  | 0.0000% | $710900.00         | $642206.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.8750%  | 0.0000% | $24228200.00       | $23836812.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 2.3750%  | 0.0000% | $24913300.00       | $24111928.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 4.1250%  | 0.0000% | $11367800.00       | $11572189.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-28      | 4.6250%  | 0.0000% | $11744100.00       | $11897323.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-28      | 4.2500%  | 0.0000% | $6990400.00        | $7268868.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.7500%  | 0.0000% | $29597600.00       | $30144244.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 3.8750%  | 0.0000% | $7696000.00        | $7834873.32        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-07-31      | 3.9194%  | 0.0000% | $171000.00         | $171501.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-08-15      | 4.2500%  | 0.0000% | $664100.00         | $685240.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-15      | 1.6250%  | 0.0000% | $7136700.00        | $7137567.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-15      | 1.6250%  | 0.0000% | $21400.00          | $21202.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-15      | 2.0000%  | 0.0000% | $28080900.00       | $27664494.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 2.3750%  | 0.0000% | $24655900.00       | $24266137.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $15054200.00       | $15047403.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 3.2500%  | 0.0000% | $39000000.00       | $39145454.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50444579.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 2.6250%  | 0.0000% | $17514400.00       | $17117624.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $47390173.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 3.1250%  | 0.0000% | $1500.00           | $1501.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 4.1250%  | 0.0000% | $41522300.00       | $42576182.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 4.8750%  | 0.0000% | $28119500.00       | $28348890.96       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-04-30      | 3.9104%  | 0.0000% | $386900.00         | $388042.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 4.5000%  | 0.0000% | $23088000.00       | $23431873.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-15      | 3.6250%  | 0.0000% | $4922000.00        | $4990140.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 3.6250%  | 0.0000% | $755000.00         | $763019.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-31      | 3.8750%  | 0.0000% | $10381000.00       | $10545226.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 3.6250%  | 0.0000% | $854700.00         | $863405.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-09-15      | 3.3750%  | 0.0000% | $20595400.00       | $20674160.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 3.6250%  | 0.0000% | $36760700.00       | $37019483.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 3.5000%  | 0.0000% | $1765700.00        | $1770040.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-10-31      | 3.7500%  | 0.0000% | $4328300.00        | $4332635.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 3.9504%  | 0.0000% | $73191600.00       | $73443208.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 1.8750%  | 0.0000% | $3498500.00        | $3477806.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-15      | 1.6250%  | 0.0000% | $34756500.00       | $32659033.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 1.3750%  | 0.0000% | $24967100.00       | $24626811.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 1.6250%  | 0.0000% | $8100.00           | $7986.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 1.6250%  | 0.0000% | $16770000.00       | $16485143.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.6250%  | 0.0000% | $20239300.00       | $20005115.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 1.7500%  | 0.0000% | $12545800.00       | $12388020.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 1.5000%  | 0.0000% | $24756700.00       | $24284250.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-15      | 1.5000%  | 0.0000% | $50000000.00       | $46229544.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 0.6250%  | 0.0000% | $23300.00          | $22443.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.8750%  | 0.0000% | $15395900.00       | $15670869.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 4.1250%  | 0.0000% | $7313800.00        | $7440293.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-10-31      | 4.0000%  | 0.0000% | $666500.00         | $679467.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 4.1250%  | 0.0000% | $4902100.00        | $4972835.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-11-15      | 4.1250%  | 0.0000% | $15939400.00       | $16296766.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-15      | 4.0000%  | 0.0000% | $16407000.00       | $16705625.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 3.8750%  | 0.0000% | $20194600.00       | $20751933.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-05-31      | 4.6250%  | 0.0000% | $14355600.00       | $15372324.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51844988.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-06-30      | 4.2500%  | 0.0000% | $40644000.00       | $42562675.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-30      | 4.6250%  | 0.0000% | $16193000.00       | $16582386.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-15      | 4.3750%  | 0.0000% | $16409600.00       | $16888735.35       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 3.9424%  | 0.0000% | $24666300.00       | $24742325.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 4.3750%  | 0.0000% | $1840300.00        | $1874289.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 4.0000%  | 0.0000% | $2998600.00        | $3085476.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 0.5000%  | 0.0000% | $2988300.00        | $2864550.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-15      | 0.6250%  | 0.0000% | $41265400.00       | $36290626.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 0.5000%  | 0.0000% | $18743600.00       | $17962754.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 0.5000%  | 0.0000% | $684900.00         | $654545.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 0.3750%  | 0.0000% | $23163700.00       | $22016861.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 0.5000%  | 0.0000% | $24894700.00       | $23658237.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-15      | 0.8750%  | 0.0000% | $3000000.00        | $2632410.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 3.8750%  | 0.0000% | $14758400.00       | $15103881.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-15      | 3.8750%  | 0.0000% | $22296300.00       | $22617738.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 3.5000%  | 0.0000% | $8813300.00        | $8914062.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 3.5000%  | 0.0000% | $7872000.00        | $7940966.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-15      | 4.0000%  | 0.0000% | $701800.00         | $710093.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-15      | 4.6250%  | 0.0000% | $12764200.00       | $12915218.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 3.7500%  | 0.0000% | $7054900.00        | $7156538.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-15      | 3.3750%  | 0.0000% | $7481000.00        | $7513783.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-09-30      | 3.6250%  | 0.0000% | $2510900.00        | $2517560.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 3.5000%  | 0.0000% | $5338100.00        | $5361187.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-15      | 3.8750%  | 0.0000% | $50000000.00       | $50557703.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-10-31      | 4.1250%  | 0.0000% | $253800.00         | $259893.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 4.1250%  | 0.0000% | $23612800.00       | $23785872.56       | U.S. Treasuries (including strips) |

### Security 242: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZGP9, C.3 - LEI: N/A, C.5 - Other ID: ARP1CZGP9_4.03_1203
- **C.18 - Value (incl. sponsor support):** $1227000000.00
- **C.18.a - Value (excl. sponsor support):** $1227000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? 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 | 2031-01-15      | 0.1250%  | 0.0000% | $129090000.00      | $151414790.56      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $113230300.00      | $139330336.72      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $225000000.00      | $240525511.49      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $8000000.00        | $10520107.08       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $9500000.00        | $12332950.68       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $27000000.00       | $30506780.89       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $256154000.00      | $274170297.93      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2046-02-15      | 1.0000%  | 0.0000% | $46542900.00       | $49526680.79       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $25000000.00       | $33687878.93       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $6000000.00        | $7983053.30        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $75000000.00       | $81065771.39       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $44000000.00       | $42172577.51       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $41000000.00       | $45483592.36       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $100000000.00      | $105977766.21      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $23100000.00       | $27822737.08       | U.S. Treasuries (including strips) |

### Security 243: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZGR5, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1CZGR5_4.03_1203
- **C.18 - Value (incl. sponsor support):** $3681000000.00
- **C.18.a - Value (excl. sponsor support):** $3681000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? 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                    | 2028-02-29      | 1.1250%  | 0.0000% | $2148800.00        | $2045644.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-03-31      | 3.6250%  | 0.0000% | $87289900.00       | $87973701.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-15      | 3.6250%  | 0.0000% | $4779000.00        | $4781307.28        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-04-16      | 0.0000%  | 0.0000% | $28802900.00       | $28404671.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-05-15      | 1.6250%  | 0.0000% | $16440000.00       | $14813649.38       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-01-31      | 3.8584%  | 0.0000% | $277387200.00      | $277996849.32      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 3.6250%  | 0.0000% | $32754900.00       | $69624029.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 3.8750%  | 0.0000% | $9000000.00        | $9090143.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 3.7500%  | 0.0000% | $847157000.00      | $866405447.57      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-04-30      | 3.9204%  | 0.0000% | $67569000.00       | $67768129.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-15      | 2.8750%  | 0.0000% | $106600000.00      | $105155725.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-15      | 2.3750%  | 0.0000% | $56101000.00       | $54066379.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 2.3750%  | 0.0000% | $28855000.00       | $27926838.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-04-30      | 2.8750%  | 0.0000% | $13936900.00       | $13679217.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 2.7500%  | 0.0000% | $479200.00         | $474806.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-07-31      | 3.8750%  | 0.0000% | $542041600.00      | $555461395.23      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-07-15      | 1.8750%  | 0.0000% | $582659200.00      | $599584510.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-05-15      | 3.0000%  | 0.0000% | $19820000.00       | $15283981.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-15      | 1.5000%  | 0.0000% | $7548400.00        | $6979181.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-11-15      | 1.6250%  | 0.0000% | $49848300.00       | $27065411.82       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-02-26      | 0.0000%  | 0.0000% | $928382400.00      | $920039027.37      | U.S. Treasuries (including strips) |

### Security 244: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZGS3, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1CZGS3_3.84_0126
- **C.18 - Value (incl. sponsor support):** $736000000.00
- **C.18.a - Value (excl. sponsor support):** $736000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2052-08-15      | 3.0000%  | 0.0000% | $28900.00          | $21585.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-11-15      | 4.0000%  | 0.0000% | $7545800.00        | $6742817.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $93.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-05-15      | 3.2500%  | 0.0000% | $700.00            | $595.88            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2052-02-15      | 0.1250%  | 0.0000% | $468600.00         | $299456.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-02-15      | 2.3750%  | 0.0000% | $587800.00         | $445216.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-02-15      | 2.2500%  | 0.0000% | $189000.00         | $119571.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $83.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-31      | 0.3750%  | 0.0000% | $300.00            | $298.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $1900100.00        | $1796669.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $6763500.00        | $6001435.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-15      | 3.7500%  | 0.0000% | $20000100.00       | $20088879.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-30      | 3.5000%  | 0.0000% | $16000.00          | $16045.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-05-15      | 3.3750%  | 0.0000% | $42600.00          | $41413.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 3.6250%  | 0.0000% | $294000.00         | $300214.25         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.9654%  | 0.0000% | $458300.00         | $459840.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-10-31      | 4.1250%  | 0.0000% | $15999900.00       | $16414163.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-11-15      | 4.2500%  | 0.0000% | $244700.00         | $250653.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-12-18      | 0.0000%  | 0.0000% | $715100.00         | $713781.36         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-12      | 0.0000%  | 0.0000% | $618800.00         | $612376.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-08-15      | 4.1250%  | 0.0000% | $169500.00         | $156469.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-08-15      | 4.3750%  | 0.0000% | $1700.00           | $1678.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-11-15      | 4.7500%  | 0.0000% | $17569000.00       | $17771285.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-11-15      | 4.7500%  | 0.0000% | $700.00            | $715.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-02-15      | 4.2500%  | 0.0000% | $4156600.00        | $3919579.69        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2054-02-15      | 2.1250%  | 0.0000% | $8600.00           | $8489.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-05-15      | 4.6250%  | 0.0000% | $1776100.00        | $1763081.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-05-15      | 4.6250%  | 0.0000% | $6152200.00        | $6180807.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 0.7500%  | 0.0000% | $5946100.00        | $5874842.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 1.2500%  | 0.0000% | $1181900.00        | $1126249.88        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2031-07-15      | 0.1250%  | 0.0000% | $562500.00         | $637531.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-30      | 4.0000%  | 0.0000% | $15983300.00       | $16446960.24       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2033-07-15      | 1.3750%  | 0.0000% | $3191700.00        | $3384514.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-12-31      | 4.5000%  | 0.0000% | $800.00            | $848.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-15      | 4.2500%  | 0.0000% | $480600.00         | $495449.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $2618800.00        | $2723737.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 4.1250%  | 0.0000% | $15998200.00       | $16309558.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-01-31      | 4.3750%  | 0.0000% | $917900.00         | $963895.33         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-01-15      | 2.1250%  | 0.0000% | $23759300.00       | $25398745.72       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-01-15      | 2.0000%  | 0.0000% | $30900.00          | $50888.16          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-01-15      | 2.3750%  | 0.0000% | $158200.00         | $259659.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2039-08-15      | 4.5000%  | 0.0000% | $299300.00         | $308210.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-11-15      | 4.5000%  | 0.0000% | $742300.00         | $722027.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-02-15      | 4.6250%  | 0.0000% | $1006200.00        | $1010711.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 4.7500%  | 0.0000% | $300.00            | $308.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-05-15      | 4.7500%  | 0.0000% | $6331400.00        | $6416461.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $1221000.00        | $1070483.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 4.6250%  | 0.0000% | $56500.00          | $59465.94          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-10-15      | 2.3750%  | 0.0000% | $19929100.00       | $21928931.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-11-15      | 4.5000%  | 0.0000% | $17092200.00       | $17873672.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 4.2500%  | 0.0000% | $592700.00         | $609305.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 4.1250%  | 0.0000% | $1647300.00        | $1674659.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-29      | 4.1250%  | 0.0000% | $400.00            | $412.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-03-31      | 4.0000%  | 0.0000% | $201100.00         | $205801.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 3.8750%  | 0.0000% | $78584500.00       | $79371595.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $82.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-05-15      | 5.0000%  | 0.0000% | $894800.00         | $939763.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-01-15      | 0.5000%  | 0.0000% | $300.00            | $389.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-30      | 1.5000%  | 0.0000% | $1019400.00        | $969318.95         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $108.15            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-01-31      | 4.0054%  | 0.0000% | $900.00            | $902.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 3.7500%  | 0.0000% | $300.00            | $301.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-04-30      | 3.8750%  | 0.0000% | $10400.00          | $10557.33          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-04-15      | 1.6250%  | 0.0000% | $47663400.00       | $49328649.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-05-15      | 4.2500%  | 0.0000% | $21822500.00       | $22312245.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $103.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-05-15      | 2.8750%  | 0.0000% | $500.00            | $396.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $89.12             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $119.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $168.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-08-15      | 3.1250%  | 0.0000% | $200.00            | $163.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $73.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-05-15      | 3.0000%  | 0.0000% | $300.00            | $236.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $77.59             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-01-15      | 0.8750%  | 0.0000% | $1458400.00        | $1860187.03        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-04-15      | 0.1250%  | 0.0000% | $335200.00         | $378736.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-04-30      | 2.8750%  | 0.0000% | $738100.00         | $724453.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $197.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 4.0000%  | 0.0000% | $300.00            | $308.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-01-31      | 4.0000%  | 0.0000% | $1000.00           | $1030.35           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2034-01-15      | 1.7500%  | 0.0000% | $104000.00         | $111314.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 4.2500%  | 0.0000% | $300.00            | $309.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-15      | 4.2500%  | 0.0000% | $694900.00         | $706662.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 3.8750%  | 0.0000% | $200.00            | $203.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-07-31      | 4.0000%  | 0.0000% | $224700.00         | $230772.40         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-08-15      | 4.2500%  | 0.0000% | $18083400.00       | $18659055.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-15      | 3.6250%  | 0.0000% | $94700.00          | $96011.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-02-15      | 2.5000%  | 0.0000% | $1500.00           | $1080.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-08-15      | 2.2500%  | 0.0000% | $67200.00          | $45774.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-02-15      | 3.0000%  | 0.0000% | $2300.00           | $1794.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-08-15      | 2.7500%  | 0.0000% | $223600.00         | $165640.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-02-15      | 3.0000%  | 0.0000% | $291300.00         | $224928.69         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-01-15      | 0.6250%  | 0.0000% | $36615200.00       | $50034586.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 2.2500%  | 0.0000% | $405100.00         | $401383.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 2.3750%  | 0.0000% | $2000.00           | $1968.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $65533000.00       | $65503415.61       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $106.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 4.1250%  | 0.0000% | $5433700.00        | $5571613.43        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-04-15      | 2.1250%  | 0.0000% | $52400.00          | $56637.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-04-30      | 4.6250%  | 0.0000% | $40570900.00       | $42655933.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-05-15      | 4.3750%  | 0.0000% | $351600.00         | $364164.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 4.5000%  | 0.0000% | $4434900.00        | $4674012.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 3.6250%  | 0.0000% | $97700.00          | $98737.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-15      | 3.5000%  | 0.0000% | $5478600.00        | $5502233.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-11-15      | 3.3750%  | 0.0000% | $193700.00         | $157400.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-08-15      | 2.2500%  | 0.0000% | $296200.00         | $192962.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-02-15      | 2.0000%  | 0.0000% | $300.00            | $183.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-05-15      | 1.2500%  | 0.0000% | $22749500.00       | $11289505.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-08-15      | 1.3750%  | 0.0000% | $402600.00         | $206189.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-05-15      | 1.1250%  | 0.0000% | $1092600.00        | $707725.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $96.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-31      | 3.1250%  | 0.0000% | $1981000.00        | $1967152.83        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-10-15      | 1.6250%  | 0.0000% | $500000.00         | $554677.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-11-30      | 3.8750%  | 0.0000% | $500.00            | $515.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 3.8750%  | 0.0000% | $1350300.00        | $1387565.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-06-30      | 4.2500%  | 0.0000% | $114800.00         | $120219.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-07-31      | 4.1250%  | 0.0000% | $196100.00         | $203264.53         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2034-07-15      | 1.8750%  | 0.0000% | $54405500.00       | $57657733.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-11-15      | 1.6250%  | 0.0000% | $490800.00         | $266482.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-11-15      | 1.3750%  | 0.0000% | $400.00            | $264.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-02-15      | 1.8750%  | 0.0000% | $34615400.00       | $20168208.11       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2051-02-15      | 0.1250%  | 0.0000% | $105100.00         | $73330.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-02-15      | 1.8750%  | 0.0000% | $31600.00          | $22672.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-05-15      | 2.3750%  | 0.0000% | $53452500.00       | $34793616.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-08-15      | 2.0000%  | 0.0000% | $187200.00         | $111854.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-08-15      | 1.7500%  | 0.0000% | $28161700.00       | $19509361.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-11-15      | 1.8750%  | 0.0000% | $3000.00           | $1716.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $300.00            | $262.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.75             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2033-01-15      | 1.1250%  | 0.0000% | $37374700.00       | $39743996.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-28      | 4.0000%  | 0.0000% | $39200.00          | $40245.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $201.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-15      | 3.3750%  | 0.0000% | $354800.00         | $356354.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-15      | 3.8750%  | 0.0000% | $452700.00         | $457749.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-10-31      | 4.1250%  | 0.0000% | $37400.00          | $38297.88          | U.S. Treasuries (including strips) |

### Security 245: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZJZ4, C.3 - LEI: N/A, C.5 - Other ID: ARP1CZJZ4_4.03_1203
- **C.18 - Value (incl. sponsor support):** $1227000000.00
- **C.18.a - Value (excl. sponsor support):** $1227000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? 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 | 2028-08-31      | 1.1250%  | 0.0000% | $110593100.00      | $104077494.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $121585600.00      | $126628814.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $102340100.00      | $105207296.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $120466300.00      | $124350082.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $111960900.00      | $113654671.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $116885600.00      | $121852839.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $105121100.00      | $108294403.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $90914500.00       | $93088415.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $111783900.00      | $110126282.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $122233000.00      | $120794895.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $100820400.00      | $103379335.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $19572000.00       | $20085495.91       | U.S. Treasuries (including strips) |

### Security 246: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZK17, C.3 - LEI: N/A, C.5 - Other ID: ARP1CZK17_4.03_1203
- **C.18 - Value (incl. sponsor support):** $2822000000.00
- **C.18.a - Value (excl. sponsor support):** $2822000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? 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 | 2031-01-15      | 0.1250%  | 0.0000% | $164908200.00      | $193427380.62      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $97909600.00       | $106037625.12      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $22218000.00       | $23345295.82       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $144003100.00      | $177196390.12      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $190305700.00      | $215690451.94      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $14152300.00       | $15007256.62       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $171556000.00      | $183393754.00      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $176548000.00      | $207997825.22      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $40850900.00       | $44950177.89       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $39138600.00       | $51467782.85       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $21085200.00       | $27372919.12       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $112608000.00      | $121785018.58      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $210001600.00      | $217338572.27      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $41495400.00       | $52927320.95       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $30475300.00       | $37482957.74       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $61621900.00       | $69625400.05       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $238460200.00      | $255232024.79      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 0.6250%  | 0.0000% | $149907100.00      | $204847708.16      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $705000.00         | $949998.19         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $28906900.00       | $38460887.23       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $24778800.00       | $26339552.69       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $180048000.00      | $194609733.44      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $4863000.00        | $4855196.52        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $6117100.00        | $7865169.69        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $39928700.00       | $48078618.34       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $92619800.00       | $102748322.62      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $176911000.00      | $187486325.98      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $51370800.00       | $61873431.25       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $44200.00          | $47001.97          | U.S. Treasuries (including strips) |

### Security 247: Fixed Income Clearing Corp. - Credit Agricole Corporate and Investment Branch / New York

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole Corporate and Investment Branch / New York 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HH2, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0HH2_4.08_1201
- **C.18 - Value (incl. sponsor support):** $1448000000.00
- **C.18.a - Value (excl. sponsor support):** $1448000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2051-11-15      | 1.8750%  | 0.0000% | $400.00            | $228.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $139647800.00      | $139480742.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $95947700.00       | $91341623.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $231053500.00      | $220029036.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $25000.00          | $25647.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $35396800.00       | $35858174.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $102.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $195130900.00      | $200610580.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $24314100.00       | $22444994.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $197.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $5276200.00        | $5013229.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $700200.00         | $720512.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $2000.00           | $2059.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $79982000.00       | $75197626.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $48829700.00       | $47784611.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $25000000.00       | $25419210.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $5358000.00        | $5602973.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $25000000.00       | $23604599.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $6303000.00        | $6370586.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $20000000.00       | $20355777.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $123469000.00      | $125818196.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $115011300.00      | $117757453.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $500.00            | $365.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $13900.00          | $13395.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $91170500.00       | $89484826.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $21379000.00       | $21965286.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $53073600.00       | $54806712.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $300000.00         | $308107.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $200.00            | $156.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $77.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $700.00            | $546.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $76.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $47093100.00       | $46539036.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $996.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $300.00            | $304.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $600.00            | $617.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $10345600.00       | $7632729.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $8071500.00        | $4133780.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $64411000.00       | $67095963.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $31828100.00       | $20717734.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $1200.00           | $1150.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $200.00            | $175.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $102.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $700.00            | $706.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $1000.00           | $1002.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $814300.00         | $817821.91         | U.S. Treasuries (including strips) |

### Security 248: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HJ8, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0HJ8_4.08_1201
- **C.18 - Value (incl. sponsor support):** $1447000000.00
- **C.18.a - Value (excl. sponsor support):** $1447000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2028-07-31      | 1.0000%  | 0.0000% | $210000000.00      | $197438192.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $150000000.00      | $141297764.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $250000000.00      | $238298880.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $341000000.00      | $335491420.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $301675200.00      | $305851612.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $19098200.00       | $19330012.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $34547400.00       | $34632323.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $7000000.00        | $6881097.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $32000000.00       | $32622589.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $22964000.00       | $23597763.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $137000000.00      | $141000191.52      | U.S. Treasuries (including strips) |

### Security 249: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HK5, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0HK5_4.08_1201
- **C.18 - Value (incl. sponsor support):** $13842000000.00
- **C.18.a - Value (excl. sponsor support):** $13842000000.00
- **C.19 - Percentage of Net Assets:** 3.7200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2029-11-30      | 4.1250%  | 0.0000% | $1361274500.00     | $1418981362.74     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $801506700.00      | $841286655.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $500000000.00      | $502273275.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $425900000.00      | $416585609.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $23000000.00       | $21546407.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $88000000.00       | $89781328.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $226520600.00      | $236089636.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $3799260000.00     | $3911740853.57     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $1878000000.00     | $1901413007.22     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $3025400000.00     | $3040081600.61     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $1710300000.00     | $1752902495.51     | U.S. Treasuries (including strips) |

### Security 250: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HL3, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1D0HL3_4.08_1201
- **C.18 - Value (incl. sponsor support):** $964000000.00
- **C.18.a - Value (excl. sponsor support):** $964000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-11-30      | 0.6250%  | 0.0000% | $158200.00         | $149961.71         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $93630200.00       | $101402968.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 4.1250%  | 0.0000% | $300.00            | $312.47            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-10-01      | 0.0000%  | 0.0000% | $600.00            | $582.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $3750000.00        | $3793176.75        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $2409900.00        | $2378949.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 4.6250%  | 0.0000% | $47596200.00       | $47817518.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 5.2500%  | 0.0000% | $580900.00         | $610098.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $49778400.00       | $51662092.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $9999600.00        | $10414370.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-08-15      | 2.7500%  | 0.0000% | $19720100.00       | $15683641.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $8000000.00        | $7816784.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $24999000.00       | $24660300.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $180.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $25985600.00       | $26690021.19       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $6000000.00        | $7379672.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 2.3750%  | 0.0000% | $300.00            | $290.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 4.0000%  | 0.0000% | $12000200.00       | $12329287.22       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $60245900.00       | $64483226.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $4991900.00        | $5115488.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $183817800.00      | $188785380.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-08-15      | 4.2500%  | 0.0000% | $17410800.00       | $17965044.24       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 0.6250%  | 0.0000% | $76571400.00       | $104634642.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $1000.00           | $984.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $45552000.00       | $45721890.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 3.6250%  | 0.0000% | $5999500.00        | $6060606.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $50351984.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $19651300.00       | $20193639.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-15      | 4.6250%  | 0.0000% | $29153500.00       | $30229257.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $27987500.00       | $29308701.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $5000000.00        | $5035976.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $47779800.00       | $41768302.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 0.5000%  | 0.0000% | $34900.00          | $33166.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $500.00            | $438.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-15      | 3.5000%  | 0.0000% | $6482100.00        | $6421955.27        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-09-03      | 0.0000%  | 0.0000% | $55865800.00       | $54379099.33       | U.S. Treasuries (including strips) |

### Security 251: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HM1, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1D0HM1_3.83_0128
- **C.18 - Value (incl. sponsor support):** $1455000000.00
- **C.18.a - Value (excl. sponsor support):** $1455000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-07-15      | 1.8750%  | 0.0000% | $1442206200.00     | $1484099964.97     | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 3.9424%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |

### Security 252: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HN9, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1D0HN9_4.08_1201
- **C.18 - Value (incl. sponsor support):** $253000000.00
- **C.18.a - Value (excl. sponsor support):** $253000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $93.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $21960100.00       | $22447280.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $186963000.00      | $192213309.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $400.00            | $399.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $37700.00          | $38417.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $100.00            | $99.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $29934500.00       | $30887415.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $2271700.00        | $2238013.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $15572600.00       | $10015407.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $220900.00         | $219593.41         | U.S. Treasuries (including strips) |

### Security 253: Fixed Income Clearing Corp. - The Bank of New York Mellon

- **C.1 - Title:** Fixed Income Clearing Corp. - The Bank of New York Mellon 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HO7, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0HO7_4.08_1201
- **C.18 - Value (incl. sponsor support):** $7235000000.00
- **C.18.a - Value (excl. sponsor support):** $7235000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2031-02-15      | 1.1250%  | 0.0000% | $739000000.00      | $656360525.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $631050000.00      | $657705293.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $647207500.00      | $615073049.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $583945000.00      | $612857148.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $577000000.00      | $614797153.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $623080000.00      | $641875910.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $639170000.00      | $645632588.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $621100000.00      | $627747612.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $571949900.00      | $587652862.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $83917800.00       | $75905149.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $700.00            | $723.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $594000000.00      | $598791017.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $620141400.00      | $402833934.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $1070000000.00     | $642467078.26      | U.S. Treasuries (including strips) |

### Security 254: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HP4, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0HP4_4.08_1201
- **C.18 - Value (incl. sponsor support):** $560000000.00
- **C.18.a - Value (excl. sponsor support):** $560000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2026-06-30      | 0.8750%  | 0.0000% | $66000000.00       | $65150405.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $205000000.00      | $210743353.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $158681900.00      | $152926967.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $145456600.00      | $142161394.56      | U.S. Treasuries (including strips) |

### Security 255: Nomura Securities International Inc.

- **C.1 - Title:** Nomura Securities International Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HQ2, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1D0HQ2_4.08_1201
- **C.18 - Value (incl. sponsor support):** $964000000.00
- **C.18.a - Value (excl. sponsor support):** $964000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2052-02-15      | 0.1250%  | 0.0000% | $7609800.00        | $4862997.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $1105000.00        | $1091074.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $10987100.00       | $11113603.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 4.3750%  | 0.0000% | $74999000.00       | $76273684.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $104727400.00      | $99419050.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $1654000.00        | $1454507.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 3.6250%  | 0.0000% | $11767900.00       | $10437316.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $184608400.00      | $175674545.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $26821600.00       | $27354680.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.7500%  | 0.0000% | $5375000.00        | $5474272.10        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $44404400.00       | $44392997.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $49651800.00       | $48866899.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 2.6250%  | 0.0000% | $26082400.00       | $26070625.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 2.7500%  | 0.0000% | $68724200.00       | $68465205.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 3.5000%  | 0.0000% | $25224000.00       | $25358748.55       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $4463500.00        | $4456337.58        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $313300.00         | $402831.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $61358400.00       | $60929505.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-11-15      | 1.6250%  | 0.0000% | $35212700.00       | $19118931.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $270118600.00      | $272062207.56      | U.S. Treasuries (including strips) |

### Security 256: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HR0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D0HR0_4.08_1201
- **C.18 - Value (incl. sponsor support):** $5306000000.00
- **C.18.a - Value (excl. sponsor support):** $5306000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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               | 2028-02-29      | 1.1250%  | 0.0000% | $28155800.00       | $26804149.40       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $16328600.00       | $25738480.40       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $144199200.00      | $187200170.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 3.7500%  | 0.0000% | $18488400.00       | $18627704.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 3.8750%  | 0.0000% | $525000000.00      | $537535556.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-31      | 4.1250%  | 0.0000% | $1991820800.00     | $2076466392.22     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 4.1250%  | 0.0000% | $50000400.00       | $51269466.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $323908000.00      | $327348645.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 3.6250%  | 0.0000% | $22972400.00       | $23134118.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.9504%  | 0.0000% | $1389660000.00     | $1394437183.65     | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $233340800.00      | $232966366.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-15      | 1.7500%  | 0.0000% | $75019100.00       | $70213785.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.5000%  | 0.0000% | $771000.00         | $772123.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 4.0000%  | 0.0000% | $269875000.00      | $275425587.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $163464000.00      | $164180327.24      | U.S. Treasuries (including strips) |

### Security 257: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HS8, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0HS8_4.08_1201
- **C.18 - Value (incl. sponsor support):** $242000000.00
- **C.18.a - Value (excl. sponsor support):** $242000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $80700000.00       | $80928637.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $65756600.00       | $69051617.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $77900000.00       | $78727476.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $18003200.00       | $18216237.14       | U.S. Treasuries (including strips) |

### Security 258: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 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: ARP1D0HT6, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0HT6_4.05_1205
- **C.18 - Value (incl. sponsor support):** $606000000.00
- **C.18.a - Value (excl. sponsor support):** $606000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2042-11-15      | 4.0000%  | 0.0000% | $8000.00           | $7487.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-30      | 0.3750%  | 0.0000% | $2999700.00        | $3005262.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $5554000.00        | $5399332.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $85000.00          | $87068.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 4.1250%  | 0.0000% | $43156000.00       | $43718510.56       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-19      | 0.0000%  | 0.0000% | $642000.00         | $636714.41         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-05-14      | 0.0000%  | 0.0000% | $100.00            | $98.33             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-12-11      | 0.0000%  | 0.0000% | $59500.00          | $59435.62          | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-05-07      | 0.0000%  | 0.0000% | $38030300.00       | $37424553.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $197.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 4.6250%  | 0.0000% | $2500.00           | $2511.62           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $30000000.00       | $36915119.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 0.8750%  | 0.0000% | $6477000.00        | $6393623.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-15      | 4.1250%  | 0.0000% | $1300.00           | $1327.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $2698800.00        | $2777089.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-15      | 4.5000%  | 0.0000% | $993000.00         | $1014198.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 4.3750%  | 0.0000% | $820000.00         | $847473.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 4.3750%  | 0.0000% | $58258700.00       | $61087670.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 4.2500%  | 0.0000% | $94390600.00       | $96659170.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 4.1250%  | 0.0000% | $1200.00           | $1223.35           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $2135300.00        | $2282640.55        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 2.0000%  | 0.0000% | $400000.00         | $658746.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-02-15      | 3.5000%  | 0.0000% | $237500.00         | $221931.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-15      | 4.6250%  | 0.0000% | $9915600.00        | $10081868.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-29      | 4.1250%  | 0.0000% | $654400.00         | $675497.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-03-31      | 4.1250%  | 0.0000% | $4855000.00        | $4996718.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $232100.00         | $237526.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $47578869.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.0000%  | 0.0000% | $66900.00          | $54955.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $1000.00           | $977.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.32             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $169400.00         | $183205.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-30      | 4.8750%  | 0.0000% | $3999800.00        | $4096229.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 2.8750%  | 0.0000% | $8740100.00        | $8672452.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $300.00            | $305.96            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 0.6250%  | 0.0000% | $10019900.00       | $13692170.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $97.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $100.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $27000000.00       | $27286801.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.5000%  | 0.0000% | $17407000.00       | $17449789.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-10-31      | 3.7500%  | 0.0000% | $624400.00         | $625025.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-05-15      | 1.2500%  | 0.0000% | $4500.00           | $2233.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 0.6250%  | 0.0000% | $51500.00          | $49606.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 3.8750%  | 0.0000% | $330000.00         | $340162.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51844988.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $52360342.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $54.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 0.5000%  | 0.0000% | $400.00            | $382.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $3197200.00        | $3272043.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-01-15      | 3.8750%  | 0.0000% | $11000000.00       | $11158583.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 4.0000%  | 0.0000% | $50720200.00       | $51763375.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $12310200.00       | $12342855.11       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-05      | 0.0000%  | 0.0000% | $152800.00         | $151321.35         | U.S. Treasuries (including strips) |

### Security 259: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HU3, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1D0HU3_4.08_1201
- **C.18 - Value (incl. sponsor support):** $1423000000.00
- **C.18.a - Value (excl. sponsor support):** $1423000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2042-05-15      | 3.2500%  | 0.0000% | $872457600.00      | $742683132.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $605514400.00      | $575766708.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $162585600.00      | $133010212.83      | U.S. Treasuries (including strips) |

### Security 260: Natixis SA

- **C.1 - Title:** Natixis SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HV1, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0HV1_4.08_1201
- **C.18 - Value (incl. sponsor support):** $964000000.00
- **C.18.a - Value (excl. sponsor support):** $964000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $690746100.00      | $617240674.34      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $15017500.00       | $15779457.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $6593100.00        | $6622659.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 0.6250%  | 0.0000% | $1700900.00        | $1669986.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $35901500.00       | $36740895.61       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $3403200.00        | $4475253.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 4.3750%  | 0.0000% | $84657300.00       | $88572440.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 3.7500%  | 0.0000% | $50568400.00       | $45298398.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $1000000.00        | $954430.81         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $97863800.00       | $104746938.18      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $3689100.00        | $3921466.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 4.8750%  | 0.0000% | $20292600.00       | $20458141.31       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $300.00            | $225.75            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $5034600.00        | $5585163.27        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $22627000.00       | $15787332.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 3.7500%  | 0.0000% | $15610800.00       | $15760860.58       | U.S. Treasuries (including strips) |

### Security 261: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HW9, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0HW9_4.08_1201
- **C.18 - Value (incl. sponsor support):** $723000000.00
- **C.18.a - Value (excl. sponsor support):** $723000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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               | 2042-08-15      | 3.3750%  | 0.0000% | $42100.00          | $36689.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 2.3750%  | 0.0000% | $71626300.00       | $54251800.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $11990000.00       | $12281731.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $400.00            | $417.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $76843100.00       | $70467625.83       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $49999900.00       | $49357754.22       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $37330000.00       | $39585147.96       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $34879000.00       | $37285730.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-05-15      | 4.2500%  | 0.0000% | $2196000.00        | $2186533.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $14596400.00       | $13856547.91       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $300.00            | $304.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 4.2500%  | 0.0000% | $400.00            | $392.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 4.7500%  | 0.0000% | $100.00            | $104.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 3.1250%  | 0.0000% | $4515100.00        | $3807512.66        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $99539300.00       | $107197252.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $105.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $404600.00         | $296030.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $3405000.00        | $3281510.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 2.3750%  | 0.0000% | $1999800.00        | $1935473.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $1000000.00        | $951606.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-11-15      | 2.7500%  | 0.0000% | $5000800.00        | $3660053.36        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $34999200.00       | $34744790.37       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $309900.00         | $412324.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 2.2500%  | 0.0000% | $999900.00         | $990725.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $992600.00         | $970113.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-31      | 4.8750%  | 0.0000% | $1127000.00        | $1160061.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $3686800.00        | $3725962.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 3.6250%  | 0.0000% | $73999900.00       | $74520836.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-02-15      | 3.0000%  | 0.0000% | $1000000.00        | $764924.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-08-15      | 2.2500%  | 0.0000% | $1400.00           | $912.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-08-15      | 1.3750%  | 0.0000% | $1421000.00        | $727758.38         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $4999500.00        | $6019956.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-15      | 1.5000%  | 0.0000% | $4999600.00        | $4622584.62        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $50918000.00       | $53961759.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $2813000.00        | $1822103.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 1.3750%  | 0.0000% | $70429100.00       | $46645882.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 1.8750%  | 0.0000% | $1185600.00        | $850635.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $998600.00         | $872959.43         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-26      | 0.0000%  | 0.0000% | $105403200.00      | $104455941.44      | U.S. Treasuries (including strips) |

### Security 262: Fixed Income Clearing Corp. - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. - Northern Trust 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HX7, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0HX7_4.08_1201
- **C.18 - Value (incl. sponsor support):** $4823000000.00
- **C.18.a - Value (excl. sponsor support):** $4823000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2028-03-31      | 3.6250%  | 0.0000% | $103320300.00      | $104314827.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $550000000.00      | $552176439.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $1050882500.00     | $1087144443.77     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $75000000.00       | $70707438.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $2108100000.00     | $2189781581.90     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $100000000.00      | $101078295.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $82945300.00       | $81890438.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $728374500.00      | $732366535.97      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HY5, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1D0HY5_4.08_1201
- **C.18 - Value (incl. sponsor support):** $964000000.00
- **C.18.a - Value (excl. sponsor support):** $964000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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      | 2052-02-15      | 0.1250%  | 0.0000% | $27452300.00       | $17543229.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-11-30      | 0.3750%  | 0.0000% | $50000000.00       | $50092725.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-31      | 0.3750%  | 0.0000% | $5000000.00        | $4977194.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $23006600.00       | $21754250.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $541800.00         | $480753.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 1.1250%  | 0.0000% | $1053700.00        | $1003115.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-31      | 1.2500%  | 0.0000% | $28300.00          | $26949.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-05-15      | 3.8750%  | 0.0000% | $16473300.00       | $15106552.71       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2031-07-15      | 0.1250%  | 0.0000% | $7991300.00        | $9057254.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-06-30      | 3.7500%  | 0.0000% | $200.00            | $204.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $169000.00         | $174553.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $94.32             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2040-02-15      | 2.1250%  | 0.0000% | $9799400.00        | $14909535.80       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2041-02-15      | 2.1250%  | 0.0000% | $50000.00          | $74397.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 2.2500%  | 0.0000% | $59401800.00       | $58041380.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.2500%  | 0.0000% | $20536500.00       | $20185401.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 1.2500%  | 0.0000% | $6266200.00        | $6141377.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-15      | 4.3750%  | 0.0000% | $151975400.00      | $156143157.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-15      | 4.0000%  | 0.0000% | $9264300.00        | $9440568.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-06-30      | 4.0000%  | 0.0000% | $30409000.00       | $31355055.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $81.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-15      | 2.8750%  | 0.0000% | $21390300.00       | $21100492.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 2.2500%  | 0.0000% | $200.00            | $199.69            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-07-15      | 0.2500%  | 0.0000% | $49848600.00       | $61311060.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 4.0000%  | 0.0000% | $40413700.00       | $41521984.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-15      | 2.0000%  | 0.0000% | $441300.00         | $434756.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 3.5000%  | 0.0000% | $31104200.00       | $31270361.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-11-15      | 3.3750%  | 0.0000% | $1500.00           | $1218.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $122.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 1.5000%  | 0.0000% | $10003100.00       | $9812203.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 3.8750%  | 0.0000% | $63022600.00       | $64761906.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-15      | 4.6250%  | 0.0000% | $17991600.00       | $18655486.01       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 3.9424%  | 0.0000% | $11043100.00       | $11077136.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-15      | 0.6250%  | 0.0000% | $40942300.00       | $36006478.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $213235600.00      | $186406997.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 0.3750%  | 0.0000% | $26000000.00       | $24577769.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-15      | 4.6250%  | 0.0000% | $40000000.00       | $40473256.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-31      | 3.7500%  | 0.0000% | $19114400.00       | $19360738.99       | U.S. Treasuries (including strips) |

### Security 264: Banco Bilbao Vizcaya Argentaria SA

- **C.1 - Title:** Banco Bilbao Vizcaya Argentaria SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HZ2, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0HZ2_4.08_1201
- **C.18 - Value (incl. sponsor support):** $3786000000.00
- **C.18.a - Value (excl. sponsor support):** $3786000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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               | 2042-08-15      | 3.3750%  | 0.0000% | $9000000.00        | $7843254.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 2.3750%  | 0.0000% | $5000000.00        | $3787142.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 0.6250%  | 0.0000% | $100000000.00      | $94792484.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 1.2500%  | 0.0000% | $53448000.00       | $50897787.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $5000000.00        | $4936990.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 1.2500%  | 0.0000% | $5000000.00        | $4747074.25        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $400000000.00      | $492201598.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $20202000.00       | $20788040.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $10062000.00       | $10392622.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 4.3750%  | 0.0000% | $75000000.00       | $77512816.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 4.2500%  | 0.0000% | $45000000.00       | $46081523.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $80000000.00       | $83205655.65       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $30981700.00       | $33119507.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $3759000.00        | $3568466.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $820000.00         | $831016.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $217592000.00      | $191347701.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $7000000.00        | $6587594.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $122981500.00      | $115846740.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $6952200.00        | $6095179.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $63000000.00       | $65613159.25       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $25000000.00       | $28631813.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 4.8750%  | 0.0000% | $63000.00          | $65856.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $45168543.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 4.3750%  | 0.0000% | $144581100.00      | $151267531.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $49100.00          | $49364.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.8750%  | 0.0000% | $3999800.00        | $4060309.92        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $5641000.00        | $5838083.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $100000000.00      | $102710813.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 3.1250%  | 0.0000% | $2640900.00        | $2160502.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 2.8750%  | 0.0000% | $594700.00         | $590097.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 2.5000%  | 0.0000% | $23000000.00       | $22773040.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 2.7500%  | 0.0000% | $100000000.00      | $98823472.68       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $528000.00         | $565136.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $150000000.00      | $152981256.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $225000000.00      | $231792103.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-15      | 3.8750%  | 0.0000% | $423000000.00      | $433114628.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $17000000.00       | $17459416.13       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $8499900.00        | $8746808.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $103.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $49811569.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $250000000.00      | $236950866.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-15      | 4.5000%  | 0.0000% | $75000000.00       | $76330092.03       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $50000000.00       | $54043847.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52569617.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 3.5000%  | 0.0000% | $191200.00         | $192221.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 3.6250%  | 0.0000% | $545000.00         | $547084.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.5000%  | 0.0000% | $1993600.00        | $1998500.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-10-31      | 3.7500%  | 0.0000% | $394900.00         | $395295.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-11-15      | 4.0000%  | 0.0000% | $5857900.00        | $5857147.05        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $3241100.00        | $2438931.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-08-15      | 1.3750%  | 0.0000% | $29000000.00       | $14852211.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $1000000.00        | $1017295.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 4.1250%  | 0.0000% | $7000000.00        | $7101007.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-15      | 4.3750%  | 0.0000% | $100000000.00      | $102919847.83      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $23978300.00       | $25411666.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.5000%  | 0.0000% | $432000.00         | $432629.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-05-15      | 2.2500%  | 0.0000% | $25000000.00       | $18775200.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47516614.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $49810000.00       | $50976009.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $75000000.00       | $75857478.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $75000000.00       | $75966570.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $57000000.00       | $57674497.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 3.5000%  | 0.0000% | $208421000.00      | $209322436.86      | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-09-03      | 0.0000%  | 0.0000% | $21385000.00       | $20815902.38       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-26      | 0.0000%  | 0.0000% | $45357900.00       | $44950268.55       | U.S. Treasuries (including strips) |

### Security 265: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0J15, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1D0J15_4.08_1201
- **C.18 - Value (incl. sponsor support):** $73000000.00
- **C.18.a - Value (excl. sponsor support):** $73000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2042-02-15      | 2.3750%  | 0.0000% | $98306400.00       | $74460068.56       | U.S. Treasuries (including strips) |

### Security 266: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0J23, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0J23_4.08_1201
- **C.18 - Value (incl. sponsor support):** $844000000.00
- **C.18.a - Value (excl. sponsor support):** $844000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $1724400.00        | $1513109.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $897900.00         | $848725.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-12-31      | 0.3750%  | 0.0000% | $300.00            | $299.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $2200.00           | $2219.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 3.5000%  | 0.0000% | $79000.00          | $79223.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $97.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 3.7500%  | 0.0000% | $29000.00          | $29735.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-10-31      | 4.1250%  | 0.0000% | $2771200.00        | $2842950.82        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $24000.00          | $24583.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 4.1250%  | 0.0000% | $100000000.00      | $101303435.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 4.1250%  | 0.0000% | $195000.00         | $203103.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-15      | 4.0000%  | 0.0000% | $9298800.00        | $9559929.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 1.2500%  | 0.0000% | $6506300.00        | $6177177.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $58400.00          | $55650.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $95.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $98.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $15949700.00       | $16412385.54       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $400.00            | $424.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $102.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $103.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 4.3750%  | 0.0000% | $5000000.00        | $5242793.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 4.2500%  | 0.0000% | $999300.00         | $1023317.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-15      | 4.2500%  | 0.0000% | $300.00            | $309.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $400.00            | $416.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 4.1250%  | 0.0000% | $2000.00           | $2038.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $105.01            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $5999900.00        | $6413906.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2037-05-15      | 5.0000%  | 0.0000% | $200.00            | $216.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $47061200.00       | $44288583.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $97.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $300.00            | $282.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.1250%  | 0.0000% | $60600.00          | $59275.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $305500.00         | $318171.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-11-15      | 4.5000%  | 0.0000% | $612800.00         | $640817.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $2100100.00        | $2234072.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 4.1250%  | 0.0000% | $8135700.00        | $8270822.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-29      | 4.1250%  | 0.0000% | $4283100.00        | $4421185.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-15      | 3.8750%  | 0.0000% | $6772600.00        | $6884254.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 3.8750%  | 0.0000% | $500.00            | $505.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-15      | 3.7500%  | 0.0000% | $25300700.00       | $25561397.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $103.90            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $100.00            | $152.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 4.2500%  | 0.0000% | $200.00            | $196.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $92.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $84.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $82.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 2.7500%  | 0.0000% | $4177700.00        | $3278485.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.1250%  | 0.0000% | $34900.00          | $29107.17          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $25884500.00       | $34038463.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 2.2500%  | 0.0000% | $1591600.00        | $1568180.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $49863900.00       | $49188316.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $9655300.00        | $8465060.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $19799400.00       | $19404997.46       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $800.00            | $865.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-15      | 4.3750%  | 0.0000% | $10351100.00       | $10634967.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $4807700.00        | $4916936.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-15      | 4.0000%  | 0.0000% | $7884300.00        | $8034311.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $17086600.00       | $17470061.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 3.7500%  | 0.0000% | $22845000.00       | $23017129.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 3.7500%  | 0.0000% | $2619600.00        | $2346597.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $84.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 3.0000%  | 0.0000% | $1560100.00        | $1235637.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $99.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-31      | 2.2500%  | 0.0000% | $200.00            | $199.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 2.3750%  | 0.0000% | $200.00            | $199.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.8750%  | 0.0000% | $26773800.00       | $26341290.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 2.8750%  | 0.0000% | $500.00            | $490.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 2.7500%  | 0.0000% | $4363400.00        | $4323392.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $100000.00         | $101987.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 4.1250%  | 0.0000% | $703100.00         | $715741.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-28      | 4.2500%  | 0.0000% | $27417900.00       | $28510116.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 4.2500%  | 0.0000% | $5473400.00        | $5652133.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $1801300.00        | $1852311.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-15      | 3.8750%  | 0.0000% | $6140500.00        | $6287329.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $1718600.00        | $1761148.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $9089200.00        | $9334830.89        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $6032700.00        | $6207940.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-08-15      | 4.2500%  | 0.0000% | $5000100.00        | $5159269.98        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $1456700.00        | $1456325.92        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $7060600.00        | $9514265.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $133.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 2.6250%  | 0.0000% | $10143200.00       | $10138620.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.2500%  | 0.0000% | $49800.00          | $50242.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.1250%  | 0.0000% | $200.00            | $200.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $9549900.00        | $9483146.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1025.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-15      | 4.5000%  | 0.0000% | $23310000.00       | $23723392.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 4.8750%  | 0.0000% | $24997500.00       | $25201422.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 4.6250%  | 0.0000% | $86916900.00       | $90275920.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $5046900.00        | $5227256.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 4.5000%  | 0.0000% | $24324300.00       | $24686586.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $1000000.00        | $1053916.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-31      | 3.8750%  | 0.0000% | $21747000.00       | $22091036.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 3.6250%  | 0.0000% | $12445300.00       | $12572059.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-15      | 3.5000%  | 0.0000% | $495200.00         | $497336.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 3.6250%  | 0.0000% | $1345400.00        | $1350545.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.5000%  | 0.0000% | $2696000.00        | $2702627.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-10-31      | 3.7500%  | 0.0000% | $13704900.00       | $13718626.18       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $627700.00         | $755820.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $13777100.00       | $14015376.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 4.1250%  | 0.0000% | $2340000.00        | $2373765.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $102.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $2300.00           | $2363.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-31      | 4.6250%  | 0.0000% | $3408200.00        | $3649583.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $12975900.00       | $13588451.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 4.2500%  | 0.0000% | $3375300.00        | $3515998.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-15      | 4.3750%  | 0.0000% | $8073000.00        | $8308719.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $300.00            | $308.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $95900.00          | $96590.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.5000%  | 0.0000% | $50200.00          | $50273.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 0.3750%  | 0.0000% | $504600.00         | $479617.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $2750000.00        | $2404004.04        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $106.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-15      | 3.5000%  | 0.0000% | $29775500.00       | $29499225.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $4352000.00        | $4369090.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $22500.00          | $23040.17          | U.S. Treasuries (including strips) |

### Security 267: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0J31, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1D0J31_4.08_1201
- **C.18 - Value (incl. sponsor support):** $4422000000.00
- **C.18.a - Value (excl. sponsor support):** $4422000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2028-04-15      | 1.2500%  | 0.0000% | $38475700.00       | $41669783.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 3.6250%  | 0.0000% | $3692400.00        | $3770445.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $6396400.00        | $6672178.16        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-01-13      | 0.0000%  | 0.0000% | $46063400.00       | $45856022.57       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-05-21      | 0.0000%  | 0.0000% | $70845400.00       | $69618003.44       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $183798200.00      | $226164419.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $64000000.00       | $60986540.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-31      | 0.7500%  | 0.0000% | $46000000.00       | $45486042.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 0.8750%  | 0.0000% | $10000000.00       | $9871273.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-15      | 4.1250%  | 0.0000% | $24100.00          | $24603.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 4.2500%  | 0.0000% | $10804300.00       | $11063969.02       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $270404000.00      | $289062490.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 6.1250%  | 0.0000% | $165200.00         | $173720.62         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 3.6250%  | 0.0000% | $84543000.00       | $179705153.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 6.2500%  | 0.0000% | $5000000.00        | $5554057.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $6000100.00        | $5641185.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 0.8750%  | 0.0000% | $79706000.00       | $78000073.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $20875500.00       | $19676297.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $66999700.00       | $58740431.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-15      | 4.6250%  | 0.0000% | $26000000.00       | $26435978.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-03-31      | 4.1250%  | 0.0000% | $156361000.00      | $160925197.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 1.5000%  | 0.0000% | $43225000.00       | $42739794.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $16000000.00       | $15251128.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 4.3750%  | 0.0000% | $76452400.00       | $79988088.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $27000000.00       | $27573945.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-12-31      | 4.2500%  | 0.0000% | $2261000.00        | $2301220.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-15      | 4.0000%  | 0.0000% | $59900.00          | $61039.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-31      | 4.1250%  | 0.0000% | $92514500.00       | $96446050.79       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $236000000.00      | $290267135.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 2.7500%  | 0.0000% | $500001000.00      | $495416526.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 4.1250%  | 0.0000% | $8815400.00        | $8973898.26        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $647848000.00      | $666666939.93      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $4269000.00        | $5752542.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $90201700.00       | $90538116.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $54000400.00       | $52777063.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 3.6250%  | 0.0000% | $62939200.00       | $63382272.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-15      | 1.7500%  | 0.0000% | $8250300.00        | $7721830.77        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $250000000.00      | $301027946.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $25000000.00       | $23964718.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $307999600.00      | $313326492.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $8000000.00        | $8220785.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 4.3750%  | 0.0000% | $90500000.00       | $92171472.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.5000%  | 0.0000% | $406520000.00      | $407112261.46      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $9067000.00        | $10920725.41       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $59000000.00       | $62740189.82       | U.S. Treasuries (including strips) |

### Security 268: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0J49, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0J49_4.08_1201
- **C.18 - Value (incl. sponsor support):** $4679000000.00
- **C.18.a - Value (excl. sponsor support):** $4679000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2026-02-28      | 0.5000%  | 0.0000% | $78021600.00       | $77480308.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $31501600.00       | $31748373.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $321325100.00      | $324188969.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $180239200.00      | $181039275.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $124386800.00      | $124739210.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $54545700.00       | $54572034.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $2915700.00        | $2834503.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $165017500.00      | $168505460.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $4645100.00        | $4585305.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $282900.00         | $289192.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $117550100.00      | $120960115.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $114755400.00      | $117205133.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $75726600.00       | $77953120.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $163243000.00      | $165392810.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $11143800.00       | $11333200.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $8083700.00        | $7600148.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $402301700.00      | $353779116.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $61532500.00       | $53947190.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $110942400.00      | $112802728.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $200583000.00      | $208173374.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $3155700.00        | $3198613.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $2270900.00        | $2365094.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $72496000.00       | $76876985.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $130327300.00      | $128409642.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $900.00            | $879.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $400441600.00      | $392464833.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $550000.00         | $575146.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $45898500.00       | $48021164.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $995200.00         | $1022492.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $240000000.00      | $244269326.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $251703000.00      | $258605571.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $90160400.00       | $88703931.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $1277600.00        | $1265885.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $46063900.00       | $47461915.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $233837400.00      | $241473335.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $45000000.00       | $44288635.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $147204000.00      | $147137545.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $85227000.00       | $85984804.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $8566900.00        | $8573942.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $21342800.00       | $22167621.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $174124100.00      | $183512192.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $97766300.00       | $99457180.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $28801500.00       | $29557143.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $113318000.00      | $118041644.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $51635100.00       | $52876747.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $37818500.00       | $38914195.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $2241300.00        | $1959307.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $17192200.00       | $16251766.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $102209700.00      | $96586402.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $36752700.00       | $32249399.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $15953000.00       | $16378295.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $199900.00         | $202265.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $44074800.00       | $44596350.01       | U.S. Treasuries (including strips) |

### Security 269: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0J56, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0J56_4.08_1201
- **C.18 - Value (incl. sponsor support):** $241000000.00
- **C.18.a - Value (excl. sponsor support):** $241000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2025-11-30      | 0.3750%  | 0.0000% | $100.00            | $100.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $88432500.00       | $84024942.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $5962800.00        | $6135775.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $15409100.00       | $16157346.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $1500.00           | $1536.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $24016800.00       | $24484217.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $103.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $38106800.00       | $36175269.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $16912500.00       | $16953223.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $103.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $106.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $92700.00          | $91444.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $26395500.00       | $26987874.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $300.00            | $297.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $105.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $14245300.00       | $14259567.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $66500.00          | $67459.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $253100.00         | $271025.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $36400.00          | $37252.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $19765400.00       | $20171920.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |

### Security 270: HSBC Securities USA Inc.

- **C.1 - Title:** HSBC Securities USA Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0J64, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: ARP1D0J64_4.08_1201
- **C.18 - Value (incl. sponsor support):** $723000000.00
- **C.18.a - Value (excl. sponsor support):** $723000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                    | 2031-11-30      | 4.1250%  | 0.0000% | $23956300.00       | $24989166.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-15      | 4.0000%  | 0.0000% | $297059200.00      | $305401239.18      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2033-07-15      | 1.3750%  | 0.0000% | $13279900.00       | $14082153.93       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-01-31      | 3.8584%  | 0.0000% | $980000.00         | $982153.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 2.7500%  | 0.0000% | $29012500.00       | $28781922.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-15      | 4.6250%  | 0.0000% | $49066300.00       | $49592433.60       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2044-02-15      | 1.3750%  | 0.0000% | $82000.00          | $98243.74          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-07-15      | 1.8750%  | 0.0000% | $205544000.00      | $211514721.82      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-01-15      | 0.3750%  | 0.0000% | $9017000.00        | $11997198.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 4.5000%  | 0.0000% | $37870000.00       | $38434036.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.8750%  | 0.0000% | $35758400.00       | $36397041.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $17375900.00       | $15189721.39       | U.S. Treasuries (including strips) |

### Security 271: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0J72, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0J72_4.08_1201
- **C.18 - Value (incl. sponsor support):** $102000000.00
- **C.18.a - Value (excl. sponsor support):** $102000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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               | 2028-03-31      | 3.6250%  | 0.0000% | $200.00            | $201.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $1925300.00        | $1981151.11        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $1244000.00        | $1345380.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 4.3750%  | 0.0000% | $800.00            | $837.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $27423300.00       | $28164400.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 2.2500%  | 0.0000% | $54685800.00       | $54184048.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-15      | 4.5000%  | 0.0000% | $402500.00         | $409638.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $17334900.00       | $17954382.28       | U.S. Treasuries (including strips) |

### Security 272: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0J80, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0J80_4.08_1201
- **C.18 - Value (incl. sponsor support):** $1929000000.00
- **C.18.a - Value (excl. sponsor support):** $1929000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $414609000.00      | $295280065.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $153451700.00      | $153877702.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $365218300.00      | $286608190.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $414772700.00      | $307259247.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $411232300.00      | $300978275.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $508225300.00      | $310046667.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $487496400.00      | $313529857.44      | U.S. Treasuries (including strips) |

### Security 273: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0J98, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0J98_4.08_1201
- **C.18 - Value (incl. sponsor support):** $3329000000.00
- **C.18.a - Value (excl. sponsor support):** $3329000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-11-30      | 0.6250%  | 0.0000% | $188131900.00      | $178334902.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $232677100.00      | $219934198.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 4.1250%  | 0.0000% | $5034700.00        | $5100324.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-15      | 4.0000%  | 0.0000% | $48940300.00       | $50314645.25       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $158502500.00      | $186737744.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $235923000.00      | $230519894.06      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $121006400.00      | $157091153.99      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $280476600.00      | $303160692.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 3.5000%  | 0.0000% | $220520700.00      | $221698738.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.5000%  | 0.0000% | $443567000.00      | $444657368.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.9504%  | 0.0000% | $249145200.00      | $250001677.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $4272100.00        | $4345986.51        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $202000700.00      | $224090670.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.8750%  | 0.0000% | $6001900.00        | $6159367.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 0.3750%  | 0.0000% | $49980900.00       | $47246886.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $299966000.00      | $306987944.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $103698200.00      | $104883786.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $1700.00           | $1707.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-15      | 3.8750%  | 0.0000% | $449300700.00      | $454312229.63      | U.S. Treasuries (including strips) |

### Security 274: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 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: ARP1D0JA5, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0JA5_4.07_1201
- **C.18 - Value (incl. sponsor support):** $579000000.00
- **C.18.a - Value (excl. sponsor support):** $579000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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               | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $72.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-12-31      | 0.3750%  | 0.0000% | $20537200.00       | $20512631.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-15      | 3.7500%  | 0.0000% | $250300.00         | $251411.07         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $12095100.00       | $12708780.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.7500%  | 0.0000% | $7344700.00        | $7508069.84        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $600.00            | $636.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $103.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2038-05-15      | 4.5000%  | 0.0000% | $400.00            | $413.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $105.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $95.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.1250%  | 0.0000% | $15695700.00       | $13090471.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.2500%  | 0.0000% | $10900.00          | $10713.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-30      | 4.8750%  | 0.0000% | $1957800.00        | $2004999.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-12-31      | 4.2500%  | 0.0000% | $18221300.00       | $18545436.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $103.11            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $131154800.00      | $157135827.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $4252400.00        | $3111320.14        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $3100.00           | $3206.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 2.3750%  | 0.0000% | $433000.00         | $431242.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 1.8750%  | 0.0000% | $1500.00           | $1495.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.15             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $188393100.00      | $201643512.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-28      | 4.2500%  | 0.0000% | $13545200.00       | $14084785.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $103.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $72.03             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2046-02-15      | 1.0000%  | 0.0000% | $23700.00          | $25219.36          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $52497000.00       | $52483518.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $14900700.00       | $14665148.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $4565900.00        | $4582928.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $101.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-31      | 3.8750%  | 0.0000% | $10442600.00       | $10607801.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.1250%  | 0.0000% | $849400.00         | $826485.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 0.6250%  | 0.0000% | $19000.00          | $18301.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $994800.00         | $953604.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $101100.00         | $100393.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.8750%  | 0.0000% | $48853900.00       | $50135643.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-15      | 4.6250%  | 0.0000% | $799500.00         | $829001.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $95.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 0.3750%  | 0.0000% | $4529900.00        | $4305623.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.88            | U.S. Treasuries (including strips) |

### Security 275: Fixed Income Clearing Corp. - The Bank of New York Mellon

- **C.1 - Title:** Fixed Income Clearing Corp. - The Bank of New York Mellon 3.950000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0MT0, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0MT0_3.95_1201
- **C.18 - Value (incl. sponsor support):** $2012000000.00
- **C.18.a - Value (excl. sponsor support):** $2012000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $227996300.00      | $239590242.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $1745617100.00     | $1812649784.54     | U.S. Treasuries (including strips) |

### Security 276: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0N10, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1D0N10_3.76_1201
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2025-12-26      | 0.0000%  | 0.0000% | $9683400.00        | $9657293.55        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-22      | 0.0000%  | 0.0000% | $8212200.00        | $8167361.39        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-04      | 0.0000%  | 0.0000% | $10050700.00       | $10047453.62       | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-30      | 0.0000%  | 0.0000% | $5895300.00        | $5876959.72        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-20      | 0.0000%  | 0.0000% | $796000.00         | $791805.08         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-03-03      | 0.0000%  | 0.0000% | $9408200.00        | $9319189.02        | U.S. Treasuries (including strips) |

### Security 277: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0PH3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1D0PH3_4.08_1201
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $97.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-08-31      | 1.3750%  | 0.0000% | $900.00            | $887.73            | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-02-26      | 0.0000%  | 0.0000% | $74105000.00       | $73439018.36       | U.S. Treasuries (including strips) |

### Security 278: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 3.950000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0PS9, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0PS9_3.95_1201
- **C.18 - Value (incl. sponsor support):** $463000000.00
- **C.18.a - Value (excl. sponsor support):** $463000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2052-05-15      | 2.8750%  | 0.0000% | $91973000.00       | $66353595.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $12830000.00       | $12590569.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $75587100.00       | $62091881.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $22430200.00       | $17578892.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $76077900.00       | $59365622.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $78168900.00       | $57906697.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $95965200.00       | $63512734.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $100000000.00      | $64314291.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $117914300.00      | $68701217.99       | U.S. Treasuries (including strips) |

### Security 279: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 3.900000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0S49, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0S49_3.90_1201
- **C.18 - Value (incl. sponsor support):** $544000000.00
- **C.18.a - Value (excl. sponsor support):** $544000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2032-05-31      | 4.1250%  | 0.0000% | $194302000.00      | $202559172.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $100604400.00      | $103331597.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $34919300.00       | $36167180.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $211480700.00      | $213002385.24      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Vanguard Money Market Reserves

**Date:** 2025-12-05

**By:** Ashley Grim

**Name of Signing Officer:** Ashley Grim

**Title of Signing Officer:** Treasurer