# EDGAR Filing Document

**Accession Number:** 0001273878
**File Stem:** 0001145549-25-046071
**Filing Date:** 2025-7
**Character Count:** 386566
**Document Hash:** e2eab6be03dcd09df25050a259644b46
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046071.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046071

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21478
- **FILM NUMBER:** 251110233

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

**Registrant Full Name:** Vanguard CMT Funds

**CIK Number of Registrant:** 0001273878

**LEI of Registrant:** 549300RWH3WKT24ASW12

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

**LEI of Series:** 1I6HV0TLSTR3A4XQ6L78

**EDGAR Series Identifier:** S000002575

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 14 days

- **WAL:** 26 days

- **Total Value of Portfolio Securities:** $96656363827.42

- **Amortized Cost of Portfolio Securities:** $96656343506.19

- **Cash:** $1992780166.65

- **Total Other Assets:** $95800324.82

- **Total Liabilities:** $1630005221.53

- **Net Assets of Series:** $97114939097.36

- **Number of Shares Outstanding (Series):** 971244659.7500

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $58671263974.83           | $74265506765.52            | 72.5500%                  | 91.8300%                   |
| 2025-06-03 | $62851920479.03           | $76125480884.96            | 76.0000%                  | 92.0500%                   |
| 2025-06-04 | $61034146485.72           | $74677404793.92            | 75.1300%                  | 91.9200%                   |
| 2025-06-05 | $59477829136.08           | $73526358998.05            | 73.7700%                  | 91.2000%                   |
| 2025-06-06 | $58937375946.60           | $73133068461.13            | 73.0100%                  | 90.5900%                   |
| 2025-06-09 | $59855333482.96           | $74096932377.75            | 73.6400%                  | 91.1600%                   |
| 2025-06-10 | $58651936801.38           | $71522931234.32            | 74.6200%                  | 90.9900%                   |
| 2025-06-11 | $63797628107.92           | $77796206739.04            | 75.1400%                  | 91.6200%                   |
| 2025-06-12 | $63109572482.94           | $78114532368.93            | 73.6000%                  | 91.1000%                   |
| 2025-06-13 | $63865727111.49           | $78844560680.11            | 73.9000%                  | 91.2300%                   |
| 2025-06-16 | $60222231141.89           | $75118074849.16            | 72.6700%                  | 90.6500%                   |
| 2025-06-17 | $61701452552.22           | $73812878198.82            | 75.1800%                  | 89.9300%                   |
| 2025-06-18 | $59444640042.67           | $72941522312.21            | 72.6800%                  | 89.1800%                   |
| 2025-06-20 | $55272976104.97           | $70183688036.31            | 70.1700%                  | 89.1100%                   |
| 2025-06-23 | $57050581619.18           | $71501919146.14            | 71.3500%                  | 89.4300%                   |
| 2025-06-24 | $60979403957.49           | $72734598662.08            | 74.9500%                  | 89.4000%                   |
| 2025-06-25 | $66173453952.41           | $81330624418.05            | 73.7000%                  | 90.5800%                   |
| 2025-06-26 | $73278618371.55           | $87763983103.11            | 76.1800%                  | 91.2400%                   |
| 2025-06-27 | $81740987442.87           | $97166041574.58            | 77.5000%                  | 92.1200%                   |
| 2025-06-30 | $74856221837.49           | $90422606877.26            | 75.7000%                  | 91.4500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3500%             |
| 2025-06-03 | 4.3500%             |
| 2025-06-04 | 4.3500%             |
| 2025-06-05 | 4.3400%             |
| 2025-06-06 | 4.3300%             |
| 2025-06-09 | 4.3300%             |
| 2025-06-10 | 4.3300%             |
| 2025-06-11 | 4.3300%             |
| 2025-06-12 | 4.3300%             |
| 2025-06-13 | 4.3300%             |
| 2025-06-16 | 4.3300%             |
| 2025-06-17 | 4.3300%             |
| 2025-06-18 | 4.3300%             |
| 2025-06-20 | 4.3400%             |
| 2025-06-23 | 4.3400%             |
| 2025-06-24 | 4.3400%             |
| 2025-06-25 | 4.3400%             |
| 2025-06-26 | 4.3400%             |
| 2025-06-27 | 4.3600%             |
| 2025-06-30 | 4.3600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 99.9900                     |
|  |  |
| 2025-06-03 | 99.9900                     |
|  |  |
| 2025-06-04 | 99.9900                     |
|  |  |
| 2025-06-05 | 99.9900                     |
|  |  |
| 2025-06-06 | 99.9900                     |
|  |  |
| 2025-06-09 | 99.9900                     |
|  |  |
| 2025-06-10 | 99.9900                     |
|  |  |
| 2025-06-11 | 99.9900                     |
|  |  |
| 2025-06-12 | 99.9900                     |
|  |  |
| 2025-06-13 | 99.9900                     |
|  |  |
| 2025-06-16 | 99.9900                     |
|  |  |
| 2025-06-17 | 99.9900                     |
|  |  |
| 2025-06-18 | 99.9900                     |
|  |  |
| 2025-06-20 | 99.9900                     |
|  |  |
| 2025-06-23 | 99.9900                     |
|  |  |
| 2025-06-24 | 99.9900                     |
|  |  |
| 2025-06-25 | 99.9900                     |
|  |  |
| 2025-06-26 | 99.9900                     |
|  |  |
| 2025-06-27 | 99.9900                     |
|  |  |
| 2025-06-30 | 99.9900                     |
|  |  |

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

### Class: Vanguard Market Liquidity Fund

- **Minimum Initial Investment:** $3000.00

- **Net Assets of Class:** $97114939097.36

- **Number of Shares Outstanding:** 971244659.7500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 99.9900         |
|  |  |
| 2025-06-03 | 99.9900         |
|  |  |
| 2025-06-04 | 99.9900         |
|  |  |
| 2025-06-05 | 99.9900         |
|  |  |
| 2025-06-06 | 99.9900         |
|  |  |
| 2025-06-09 | 99.9900         |
|  |  |
| 2025-06-10 | 99.9900         |
|  |  |
| 2025-06-11 | 99.9900         |
|  |  |
| 2025-06-12 | 99.9900         |
|  |  |
| 2025-06-13 | 99.9900         |
|  |  |
| 2025-06-16 | 99.9900         |
|  |  |
| 2025-06-17 | 99.9900         |
|  |  |
| 2025-06-18 | 99.9900         |
|  |  |
| 2025-06-20 | 99.9900         |
|  |  |
| 2025-06-23 | 99.9900         |
|  |  |
| 2025-06-24 | 99.9900         |
|  |  |
| 2025-06-25 | 99.9900         |
|  |  |
| 2025-06-26 | 99.9900         |
|  |  |
| 2025-06-27 | 99.9900         |
|  |  |
| 2025-06-30 | 99.9900         |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $3000615697.47            | $22813814912.25         |
| 2025-06-03 | $2539282698.45            | $2781656279.53          |
| 2025-06-04 | $1979268205.92            | $3542273138.30          |
| 2025-06-05 | $1702427260.72            | $3361760129.75          |
| 2025-06-06 | $1628692278.76            | $1755551909.20          |
| 2025-06-09 | $2244919817.66            | $1537776713.80          |
| 2025-06-10 | $3568677401.04            | $2816091139.97          |
| 2025-06-11 | $5699869149.18            | $1697331044.81          |
| 2025-06-12 | $3073582489.00            | $2843416684.00          |
| 2025-06-13 | $2333593302.28            | $1011130269.23          |
| 2025-06-16 | $3328641562.55            | $7115815061.00          |
| 2025-06-17 | $3271639199.83            | $1987075428.89          |
| 2025-06-18 | $1551326754.40            | $2884079236.55          |
| 2025-06-20 | $1947210071.25            | $4041367406.40          |
| 2025-06-23 | $4575055992.75            | $3054033174.05          |
| 2025-06-24 | $4797892967.45            | $2684264611.38          |
| 2025-06-25 | $8938815637.52            | $1316358249.16          |
| 2025-06-26 | $7608491748.31            | $1374514755.29          |
| 2025-06-27 | $10376988972.42           | $968746271.50           |
| 2025-06-30 | $5723714170.33            | $12946160890.54         |

**Total Gross Subscriptions (Month):** $79890705377.29

**Total Gross Redemptions (Month):** $82533217305.60

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.3400%           |
| 2025-06-03 | 4.3500%           |
| 2025-06-04 | 4.3400%           |
| 2025-06-05 | 4.3400%           |
| 2025-06-06 | 4.3200%           |
| 2025-06-09 | 4.3200%           |
| 2025-06-10 | 4.3200%           |
| 2025-06-11 | 4.3200%           |
| 2025-06-12 | 4.3200%           |
| 2025-06-13 | 4.3200%           |
| 2025-06-16 | 4.3200%           |
| 2025-06-17 | 4.3300%           |
| 2025-06-18 | 4.3300%           |
| 2025-06-20 | 4.3300%           |
| 2025-06-23 | 4.3300%           |
| 2025-06-24 | 4.3300%           |
| 2025-06-25 | 4.3400%           |
| 2025-06-26 | 4.3400%           |
| 2025-06-27 | 4.3500%           |
| 2025-06-30 | 4.3600%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 97.8200%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3ZP1, C.4 - ISIN: US3130B3ZP12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $92099447.40
- **C.18.a - Value (excl. sponsor support):** $92099447.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B43Z2, C.4 - ISIN: US3130B43Z20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50999745.00
- **C.18.a - Value (excl. sponsor support):** $50999745.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4EP2, C.4 - ISIN: US3130B4EP24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $235698821.50
- **C.18.a - Value (excl. sponsor support):** $235698821.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4FA4, C.4 - ISIN: US3130B4FA46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $41499751.00
- **C.18.a - Value (excl. sponsor support):** $41499751.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4FN6, C.4 - ISIN: US3130B4FN66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $38014771.91
- **C.18.a - Value (excl. sponsor support):** $38014771.91
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4FY2, C.4 - ISIN: US3130B4FY22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $85399914.60
- **C.18.a - Value (excl. sponsor support):** $85399914.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4QJ3, C.4 - ISIN: US3130B4QJ36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $324899675.10
- **C.18.a - Value (excl. sponsor support):** $324899675.10
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4QW4, C.4 - ISIN: US3130B4QW47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73200658.80
- **C.18.a - Value (excl. sponsor support):** $73200658.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5BK3, C.4 - ISIN: US3130B5BK39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $55999328.00
- **C.18.a - Value (excl. sponsor support):** $55999328.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5BP2, C.4 - ISIN: US3130B5BP26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37999468.00
- **C.18.a - Value (excl. sponsor support):** $37999468.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T32, C.4 - ISIN: US3130B5T327, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70374085.13
- **C.18.a - Value (excl. sponsor support):** $70374085.13
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T57, C.4 - ISIN: US3130B5T574, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70420422.52
- **C.18.a - Value (excl. sponsor support):** $70420422.52
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TJ7, C.4 - ISIN: US3130B5TJ73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $411588002.89
- **C.18.a - Value (excl. sponsor support):** $411588002.89
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TQ1, C.4 - ISIN: US3130B5TQ17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $62602065.80
- **C.18.a - Value (excl. sponsor support):** $62602065.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TS7, C.4 - ISIN: US3130B5TS72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $137601513.60
- **C.18.a - Value (excl. sponsor support):** $137601513.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TT5, C.4 - ISIN: US3130B5TT55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134597711.81
- **C.18.a - Value (excl. sponsor support):** $134597711.81
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XE3, C.4 - ISIN: US3130B5XE31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37402169.20
- **C.18.a - Value (excl. sponsor support):** $37402169.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XL7, C.4 - ISIN: US3130B5XL73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $18701178.10
- **C.18.a - Value (excl. sponsor support):** $18701178.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y77, C.4 - ISIN: US3130B5Y772, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $76404660.40
- **C.18.a - Value (excl. sponsor support):** $76404660.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YT9, C.4 - ISIN: US3130B5YT90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $139908394.00
- **C.18.a - Value (excl. sponsor support):** $139908394.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YU6, C.4 - ISIN: US3130B5YU63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $113007458.00
- **C.18.a - Value (excl. sponsor support):** $113007458.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YV4, C.4 - ISIN: US3130B5YV47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $38002698.00
- **C.18.a - Value (excl. sponsor support):** $38002698.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZH4, C.4 - ISIN: US3130B5ZH44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $158001422.00
- **C.18.a - Value (excl. sponsor support):** $158001422.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZQ4, C.4 - ISIN: US3130B5ZQ43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39002457.00
- **C.18.a - Value (excl. sponsor support):** $39002457.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62G0, C.4 - ISIN: US3130B62G03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $27001620.00
- **C.18.a - Value (excl. sponsor support):** $27001620.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62R6, C.4 - ISIN: US3130B62R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39000507.00
- **C.18.a - Value (excl. sponsor support):** $39000507.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63J3, C.4 - ISIN: US3130B63J33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $28001960.00
- **C.18.a - Value (excl. sponsor support):** $28001960.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63K0, C.4 - ISIN: US3130B63K06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $28001708.00
- **C.18.a - Value (excl. sponsor support):** $28001708.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **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 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63L8, C.4 - ISIN: US3130B63L88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $28001764.00
- **C.18.a - Value (excl. sponsor support):** $28001764.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64C7, C.4 - ISIN: US3130B64C70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $60096333.90
- **C.18.a - Value (excl. sponsor support):** $60096333.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64D5, C.4 - ISIN: US3130B64D53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $52003172.00
- **C.18.a - Value (excl. sponsor support):** $52003172.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64G8, C.4 - ISIN: US3130B64G84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $62002232.00
- **C.18.a - Value (excl. sponsor support):** $62002232.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64V5, C.4 - ISIN: US3130B64V51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8600326.80
- **C.18.a - Value (excl. sponsor support):** $8600326.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B67D2, C.4 - ISIN: US3130B67D27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73200292.80
- **C.18.a - Value (excl. sponsor support):** $73200292.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B67G5, C.4 - ISIN: US3130B67G57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73200878.40
- **C.18.a - Value (excl. sponsor support):** $73200878.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B67K6, C.4 - ISIN: US3130B67K69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14600335.80
- **C.18.a - Value (excl. sponsor support):** $14600335.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AB2, C.4 - ISIN: US3130B6AB22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $51287461.68
- **C.18.a - Value (excl. sponsor support):** $51287461.68
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AK2, C.4 - ISIN: US3130B6AK21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72900729.00
- **C.18.a - Value (excl. sponsor support):** $72900729.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AQ9, C.4 - ISIN: US3130B6AQ90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99102378.40
- **C.18.a - Value (excl. sponsor support):** $99102378.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6C95, C.4 - ISIN: US3130B6C958, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35556706.64
- **C.18.a - Value (excl. sponsor support):** $35556706.64
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6LF1, C.4 - ISIN: US3130B6LF17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $234467404.50
- **C.18.a - Value (excl. sponsor support):** $234467404.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6LH7, C.4 - ISIN: US3130B6LH72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39001170.00
- **C.18.a - Value (excl. sponsor support):** $39001170.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **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):** $56999772.00
- **C.18.a - Value (excl. sponsor support):** $56999772.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6M94, C.4 - ISIN: US3130B6M940, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74899775.30
- **C.18.a - Value (excl. sponsor support):** $74899775.30
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MA1, C.4 - ISIN: US3130B6MA11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $43194124.80
- **C.18.a - Value (excl. sponsor support):** $43194124.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MB9, C.4 - ISIN: US3130B6MB93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $86398790.40
- **C.18.a - Value (excl. sponsor support):** $86398790.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MJ2, C.4 - ISIN: US3130B6MJ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49501039.50
- **C.18.a - Value (excl. sponsor support):** $49501039.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $68498630.00
- **C.18.a - Value (excl. sponsor support):** $68498630.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 49: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6NQ5, C.4 - ISIN: US3130B6NQ53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34700312.30
- **C.18.a - Value (excl. sponsor support):** $34700312.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.390000%
- **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):** $204760904.70
- **C.18.a - Value (excl. sponsor support):** $204760904.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $95613087.70
- **C.18.a - Value (excl. sponsor support):** $95613087.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $68298360.80
- **C.18.a - Value (excl. sponsor support):** $68298360.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $136876851.76
- **C.18.a - Value (excl. sponsor support):** $136876851.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 54: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $68298292.50
- **C.18.a - Value (excl. sponsor support):** $68298292.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 55: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $239594968.40
- **C.18.a - Value (excl. sponsor support):** $239594968.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 56: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $68498698.50
- **C.18.a - Value (excl. sponsor support):** $68498698.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 57: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6PZ3, C.4 - ISIN: US3130B6PZ35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34200342.00
- **C.18.a - Value (excl. sponsor support):** $34200342.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 58: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $34699271.30
- **C.18.a - Value (excl. sponsor support):** $34699271.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 59: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QW9, C.4 - ISIN: US3130B6QW94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20800291.20
- **C.18.a - Value (excl. sponsor support):** $20800291.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $58399065.60
- **C.18.a - Value (excl. sponsor support):** $58399065.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 61: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $274577528.78
- **C.18.a - Value (excl. sponsor support):** $274577528.78
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 62: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $14399712.00
- **C.18.a - Value (excl. sponsor support):** $14399712.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 63: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **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):** $72090987.50
- **C.18.a - Value (excl. sponsor support):** $72090987.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 64: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **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):** $65699802.90
- **C.18.a - Value (excl. sponsor support):** $65699802.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 65: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $70898865.60
- **C.18.a - Value (excl. sponsor support):** $70898865.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 66: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $212496600.00
- **C.18.a - Value (excl. sponsor support):** $212496600.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 67: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $49699403.60
- **C.18.a - Value (excl. sponsor support):** $49699403.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 68: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SN7, C.4 - ISIN: US3130B6SN77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35500497.00
- **C.18.a - Value (excl. sponsor support):** $35500497.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 69: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **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):** $28599914.20
- **C.18.a - Value (excl. sponsor support):** $28599914.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 70: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **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):** $35699928.60
- **C.18.a - Value (excl. sponsor support):** $35699928.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 71: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $121553055.12
- **C.18.a - Value (excl. sponsor support):** $121553055.12
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 72: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $21499742.00
- **C.18.a - Value (excl. sponsor support):** $21499742.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 73: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6VW3, C.4 - ISIN: US3130B6VW30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $46499907.00
- **C.18.a - Value (excl. sponsor support):** $46499907.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 74: 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: 3130B6WX0, C.4 - ISIN: US3130B6WX04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $346300000.00
- **C.18.a - Value (excl. sponsor support):** $346300000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 75: 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: 3130B6WY8, C.4 - ISIN: US3130B6WY86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $178800000.00
- **C.18.a - Value (excl. sponsor support):** $178800000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **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 76: 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: 313385HQ2, C.4 - ISIN: US313385HQ21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $176756317.09
- **C.18.a - Value (excl. sponsor support):** $176756317.09
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: 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: 313385HV1, C.4 - ISIN: US313385HV16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $206520507.14
- **C.18.a - Value (excl. sponsor support):** $206520507.14
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: 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: 313385HW9, C.4 - ISIN: US313385HW98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65845896.10
- **C.18.a - Value (excl. sponsor support):** $65845896.10
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: 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: 313385HX7, C.4 - ISIN: US313385HX71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $110719936.26
- **C.18.a - Value (excl. sponsor support):** $110719936.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: 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: 313385HY5, C.4 - ISIN: US313385HY54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7421147.55
- **C.18.a - Value (excl. sponsor support):** $7421147.55
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: 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: 313385HZ2, C.4 - ISIN: US313385HZ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $110937606.17
- **C.18.a - Value (excl. sponsor support):** $110937606.17
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: 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: 313385JE7, C.4 - ISIN: US313385JE72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $528514522.53
- **C.18.a - Value (excl. sponsor support):** $528514522.53
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JG2, C.4 - ISIN: US313385JG21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $256126463.36
- **C.18.a - Value (excl. sponsor support):** $256126463.36
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-18
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JM9, C.4 - ISIN: US313385JM98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121421335.96
- **C.18.a - Value (excl. sponsor support):** $121421335.96
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JP2, C.4 - ISIN: US313385JP20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $335990448.48
- **C.18.a - Value (excl. sponsor support):** $335990448.48
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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? Yes, C.23 Categorized at Level 3? No

### Security 86: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JU1, C.4 - ISIN: US313385JU15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749432635.47
- **C.18.a - Value (excl. sponsor support):** $749432635.47
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JW7, C.4 - ISIN: US313385JW70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $186185246.33
- **C.18.a - Value (excl. sponsor support):** $186185246.33
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KA3, C.4 - ISIN: US313385KA32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19817733.40
- **C.18.a - Value (excl. sponsor support):** $19817733.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KB1, C.4 - ISIN: US313385KB15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $152954705.18
- **C.18.a - Value (excl. sponsor support):** $152954705.18
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KC9, C.4 - ISIN: US313385KC97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16826130.10
- **C.18.a - Value (excl. sponsor support):** $16826130.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KD7, C.4 - ISIN: US313385KD70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163213864.50
- **C.18.a - Value (excl. sponsor support):** $163213864.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 92: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KJ4, C.4 - ISIN: US313385KJ41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80453801.48
- **C.18.a - Value (excl. sponsor support):** $80453801.48
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KL9, C.4 - ISIN: US313385KL96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222707185.63
- **C.18.a - Value (excl. sponsor support):** $222707185.63
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KR6, C.4 - ISIN: US313385KR66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111467296.61
- **C.18.a - Value (excl. sponsor support):** $111467296.61
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KT2, C.4 - ISIN: US313385KT23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119943809.46
- **C.18.a - Value (excl. sponsor support):** $119943809.46
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 96: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LA2, C.4 - ISIN: US313385LA23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118565871.60
- **C.18.a - Value (excl. sponsor support):** $118565871.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LF1, C.4 - ISIN: US313385LF10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48577169.95
- **C.18.a - Value (excl. sponsor support):** $48577169.95
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LH7, C.4 - ISIN: US313385LH75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146149439.70
- **C.18.a - Value (excl. sponsor support):** $146149439.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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 99: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LN4, C.4 - ISIN: US313385LN44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44239242.40
- **C.18.a - Value (excl. sponsor support):** $44239242.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LQ7, C.4 - ISIN: US313385LQ74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123181066.73
- **C.18.a - Value (excl. sponsor support):** $123181066.73
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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 101: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LV6, C.4 - ISIN: US313385LV69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126282454.87
- **C.18.a - Value (excl. sponsor support):** $126282454.87
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **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 102: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LX2, C.4 - ISIN: US313385LX26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $377594610.40
- **C.18.a - Value (excl. sponsor support):** $377594610.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **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 103: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MA1, C.4 - ISIN: US313385MA14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $283220084.94
- **C.18.a - Value (excl. sponsor support):** $283220084.94
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **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 104: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ME3, C.4 - ISIN: US313385ME36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $361809292.15
- **C.18.a - Value (excl. sponsor support):** $361809292.15
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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 105: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $167066986.78
- **C.18.a - Value (excl. sponsor support):** $167066986.78
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MR4, C.4 - ISIN: US313385MR49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163496411.40
- **C.18.a - Value (excl. sponsor support):** $163496411.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1678542.60
- **C.18.a - Value (excl. sponsor support):** $1678542.60
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NP7, C.4 - ISIN: US313385NP73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74151411.20
- **C.18.a - Value (excl. sponsor support):** $74151411.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $33715625.40
- **C.18.a - Value (excl. sponsor support):** $33715625.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150211281.78
- **C.18.a - Value (excl. sponsor support):** $150211281.78
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150256877.50
- **C.18.a - Value (excl. sponsor support):** $150256877.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PB6, C.4 - ISIN: US313385PB69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146038276.70
- **C.18.a - Value (excl. sponsor support):** $146038276.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.4 - ISIN: US313385PF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22490636.28
- **C.18.a - Value (excl. sponsor support):** $22490636.28
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: 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: 313397JK8, C.4 - ISIN: US313397JK88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3746153.22
- **C.18.a - Value (excl. sponsor support):** $3746153.22
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: 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: 313397JS1, C.4 - ISIN: US313397JS15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3522744.21
- **C.18.a - Value (excl. sponsor support):** $3522744.21
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-28
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: 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: 313397LW9, C.4 - ISIN: US313397LW98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6493776.30
- **C.18.a - Value (excl. sponsor support):** $6493776.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 117: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.395000%
- **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):** $6496967.52
- **C.18.a - Value (excl. sponsor support):** $6496967.52
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Fannie Mae Discount Notes

- **C.1 - Title:** Fannie Mae Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589JE4, C.4 - ISIN: US313589JE43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $54679320.37
- **C.18.a - Value (excl. sponsor support):** $54679320.37
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1134179880.08
- **C.18.a - Value (excl. sponsor support):** $1134179880.08
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MG9, C.4 - ISIN: US912797MG92, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $995621670.00
- **C.18.a - Value (excl. sponsor support):** $995621670.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $111190213.81
- **C.18.a - Value (excl. sponsor support):** $111190213.81
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2592290899.86
- **C.18.a - Value (excl. sponsor support):** $2592290899.86
- **C.19 - Percentage of Net Assets:** 2.6700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 123: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2744927790.00
- **C.18.a - Value (excl. sponsor support):** $2744927790.00
- **C.19 - Percentage of Net Assets:** 2.8300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $580425555.43
- **C.18.a - Value (excl. sponsor support):** $580425555.43
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $598279243.39
- **C.18.a - Value (excl. sponsor support):** $598279243.39
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1999768620.00
- **C.18.a - Value (excl. sponsor support):** $1999768620.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PZ4, C.4 - ISIN: US912797PZ47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1998382220.00
- **C.18.a - Value (excl. sponsor support):** $1998382220.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QA8, C.4 - ISIN: US912797QA86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1980794193.28
- **C.18.a - Value (excl. sponsor support):** $1980794193.28
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QB6, C.4 - ISIN: US912797QB69, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1995129160.00
- **C.18.a - Value (excl. sponsor support):** $1995129160.00
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QH3, C.4 - ISIN: US912797QH30, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2987560410.00
- **C.18.a - Value (excl. sponsor support):** $2987560410.00
- **C.19 - Percentage of Net Assets:** 3.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QJ9, C.4 - ISIN: US912797QJ95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $801951865.00
- **C.18.a - Value (excl. sponsor support):** $801951865.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $201840416.38
- **C.18.a - Value (excl. sponsor support):** $201840416.38
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $666184438.59
- **C.18.a - Value (excl. sponsor support):** $666184438.59
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400691630.11
- **C.18.a - Value (excl. sponsor support):** $400691630.11
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1617990031.89
- **C.18.a - Value (excl. sponsor support):** $1617990031.89
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $777703464.04
- **C.18.a - Value (excl. sponsor support):** $777703464.04
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $805671125.04
- **C.18.a - Value (excl. sponsor support):** $805671125.04
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: United States Treasury Inflation Indexed Bonds

- **C.1 - Title:** United States Treasury Inflation Indexed Bonds 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828XL9, C.4 - ISIN: US912828XL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1044473435.71
- **C.18.a - Value (excl. sponsor support):** $1044473435.71
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.364960%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $647036719.42
- **C.18.a - Value (excl. sponsor support):** $647036719.42
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.409960%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1009476740.66
- **C.18.a - Value (excl. sponsor support):** $1009476740.66
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.484960%
- **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):** $357568939.11
- **C.18.a - Value (excl. sponsor support):** $357568939.11
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 142: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.389960%
- **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):** $101032220.01
- **C.18.a - Value (excl. sponsor support):** $101032220.01
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 143: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.421960%
- **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):** $683270789.07
- **C.18.a - Value (excl. sponsor support):** $683270789.07
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 144: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZJD9, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP17ZJD9_4.31_0701
- **C.18 - Value (incl. sponsor support):** $183000000.00
- **C.18.a - Value (excl. sponsor support):** $183000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $22217100.00       | $22298925.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $163949300.00      | $164361169.99      | U.S. Treasuries (including strips) |

### Security 145: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1832T2, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1832T2_4.31_0703
- **C.18 - Value (incl. sponsor support):** $227000000.00
- **C.18.a - Value (excl. sponsor support):** $227000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 | 2029-04-15      | 3.8750%  | 0.0000% | $20385000.00       | $43696342.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $17032600.00       | $16053447.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-03-31      | 4.1250%  | 0.0000% | $8571900.00        | $8769526.42        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $24493900.00       | $27008438.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $5157800.00        | $4917311.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $97.91             | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-06-30      | 4.2500%  | 0.0000% | $37066700.00       | $37726709.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 3.5000%  | 0.0000% | $73000.00          | $73128.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-08-15      | 3.0000%  | 0.0000% | $57616000.00       | $43066395.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 3.6250%  | 0.0000% | $37899600.00       | $37926507.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2027-12-15      | 4.0000%  | 0.0000% | $200.00            | $201.66            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $19101300.00       | $11720704.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $608500.00         | $581217.90         | U.S. Treasuries (including strips) |

### Security 146: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP183PD2, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP183PD2_4.31_0702
- **C.18 - Value (incl. sponsor support):** $218000000.00
- **C.18.a - Value (excl. sponsor support):** $218000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B        | 2028-12-31      | 3.7500%  | 0.0000% | $14475700.00       | $14478320.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2027-12-31      | 3.8750%  | 0.0000% | $247500.00         | $248411.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $209935900.00      | $207633316.12      | U.S. Treasuries (including strips) |

### Security 147: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP184GP3, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP184GP3_4.31_0702
- **C.18 - Value (incl. sponsor support):** $136000000.00
- **C.18.a - Value (excl. sponsor support):** $136000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $50694000.00       | $51956208.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2026-04-30      | 4.8750%  | 0.0000% | $16527300.00       | $16763522.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $69573600.00       | $70000325.15       | U.S. Treasuries (including strips) |

### Security 148: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP186TD1, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP186TD1_4.32_0715
- **C.18 - Value (incl. sponsor support):** $505000000.00
- **C.18.a - Value (excl. sponsor support):** $505000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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 | 2027-02-15      | 4.1250%  | 0.0000% | $143221000.00      | $146062259.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $7549900.00        | $7438456.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2027-10-31      | 0.5000%  | 0.0000% | $78113300.00       | $72566615.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2033-05-15      | 3.3750%  | 0.0000% | $147526200.00      | $141001964.45      | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2033-08-15      | 3.8750%  | 0.0000% | $148425600.00      | $148030783.01      | U.S. Treasuries (including strips) |

### Security 149: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP189NM1, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP189NM1_4.32_0707
- **C.18 - Value (incl. sponsor support):** $146000000.00
- **C.18.a - Value (excl. sponsor support):** $146000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 | 2027-04-15      | 4.5000%  | 0.0000% | $145795800.00      | $148920096.40      | U.S. Treasuries (including strips) |

### Security 150: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18AW89, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP18AW89_4.32_0709
- **C.18 - Value (incl. sponsor support):** $189000000.00
- **C.18.a - Value (excl. sponsor support):** $189000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $4055800.00        | $3629412.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2054-05-15      | 4.6250%  | 0.0000% | $6386900.00        | $6217540.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2031-11-15      | 1.3750%  | 0.0000% | $700.00            | $599.12            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $35788100.00       | $39022459.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $100.52            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $45600.00          | $47050.49          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $39364900.00       | $42058304.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $64306600.00       | $67183834.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $4369100.00        | $4500494.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $600.00            | $426.14            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $300.00            | $329.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-02-15      | 3.0000%  | 0.0000% | $909800.00         | $690515.31         | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $71.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $800.00            | $754.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $400.00            | $395.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-07-31      | 0.2500%  | 0.0000% | $215600.00         | $215073.49         | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2030-11-15      | 0.8750%  | 0.0000% | $20028700.00       | $17169878.47       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $500.00            | $534.54            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $103.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2050-08-15      | 1.3750%  | 0.0000% | $1900.00           | $941.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-12-31      | 0.3750%  | 0.0000% | $100.00            | $98.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $86.78             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $28500.00          | $29699.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $9300.00           | $9737.76           | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2042-02-15      | 2.3750%  | 0.0000% | $1223600.00        | $896763.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-31      | 0.7500%  | 0.0000% | $606600.00         | $589058.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 4.8750%  | 0.0000% | $9954200.00        | $10515645.17       | U.S. Treasuries (including strips) |

### Security 151: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18C7X8, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18C7X8_4.32_0714
- **C.18 - Value (incl. sponsor support):** $164000000.00
- **C.18.a - Value (excl. sponsor support):** $164000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $64570500.00       | $82518021.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 4.7500%  | 0.0000% | $39344200.00       | $40387454.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 3.3750%  | 0.0000% | $6000000.00        | $4939366.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $12522600.00       | $12977339.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-05-15      | 3.7500%  | 0.0000% | $26309900.00       | $26457827.41       | U.S. Treasuries (including strips) |

### Security 152: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18DBK9, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18DBK9_4.32_0714
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $62797200.00       | $78781518.57       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-04-15      | 3.3750%  | 0.0000% | $249800.00         | $504914.52         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $1000.00           | $1102.66           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $28099800.00       | $26922734.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 0.6250%  | 0.0000% | $349900.00         | $325213.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-04-30      | 3.5000%  | 0.0000% | $66886300.00       | $66864537.20       | U.S. Treasuries (including strips) |

### Security 153: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18HKY0, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18HKY0_4.32_0721
- **C.18 - Value (incl. sponsor support):** $560000000.00
- **C.18.a - Value (excl. sponsor support):** $560000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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               | 2026-08-31      | 0.7500%  | 0.0000% | $3300.00           | $3188.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-06-30      | 4.0000%  | 0.0000% | $800.00            | $799.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.8750%  | 0.0000% | $84230400.00       | $82136266.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-28      | 4.6250%  | 0.0000% | $600.00            | $610.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2027-04-30      | 2.7500%  | 0.0000% | $247007500.00      | $243652748.87      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 2.5000%  | 0.0000% | $8195100.00        | $12864450.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $2000.00           | $1906.75           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $120.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2027-01-31      | 1.5000%  | 0.0000% | $3259900.00        | $3163649.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 3.7500%  | 0.0000% | $179637500.00      | $181451670.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-15      | 4.1250%  | 0.0000% | $7199900.00        | $7219106.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $102.14            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $37331500.00       | $40705345.09       | U.S. Treasuries (including strips) |

### Security 154: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.325000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18IAV5, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18IAV5_4.32_0721
- **C.18 - Value (incl. sponsor support):** $951000000.00
- **C.18.a - Value (excl. sponsor support):** $951000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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 | 2026-01-31      | 4.5258%  | 0.0000% | $2926400.00        | $2951956.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-06-30      | 4.0000%  | 0.0000% | $1600.00           | $1598.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-04-30      | 4.6250%  | 0.0000% | $76862000.00       | $79791628.95       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-04-15      | 3.3750%  | 0.0000% | $144500.00         | $292074.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-10-15      | 4.2500%  | 0.0000% | $2434700.00        | $2455602.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-12-31      | 3.8750%  | 0.0000% | $18000.00          | $18057.44          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-07-31      | 4.0000%  | 0.0000% | $1600.00           | $1640.13           | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-04-15      | 3.7500%  | 0.0000% | $877044800.00      | $884507473.34      | U.S. Treasuries (including strips) |

### Security 155: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.325000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18JGG0, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18JGG0_4.32_0721
- **C.18 - Value (incl. sponsor support):** $302000000.00
- **C.18.a - Value (excl. sponsor support):** $302000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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               | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $96.61             | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-12-31      | 3.7500%  | 0.0000% | $58848500.00       | $58859151.58       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $47522200.00       | $49515526.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-28      | 4.6250%  | 0.0000% | $300.00            | $305.40            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $33999900.00       | $43450251.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-08-15      | 2.8750%  | 0.0000% | $2000.00           | $1970.81           | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2027-04-30      | 2.7500%  | 0.0000% | $1400.00           | $1380.99           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $56902000.00       | $92915494.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 4.7500%  | 0.0000% | $374800.00         | $384738.23         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $2489300.00        | $3587874.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $17479600.00       | $16664591.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-06-30      | 4.2500%  | 0.0000% | $31969200.00       | $32538443.58       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $6653200.00        | $6874557.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $3398000.00        | $3245650.67        | U.S. Treasuries (including strips) |

### Security 156: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18M6E9, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP18M6E9_4.33_0728
- **C.18 - Value (incl. sponsor support):** $44000000.00
- **C.18.a - Value (excl. sponsor support):** $44000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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 | 2028-10-15      | 2.3750%  | 0.0000% | $23363200.00       | $25474655.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-11-15      | 4.5000%  | 0.0000% | $15963900.00       | $16457408.00       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $22600.00          | $28881.72          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $13400.00          | $13826.24          | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-07-31      | 2.6250%  | 0.0000% | $33200.00          | $32127.11          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $173000.00         | $270077.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $2417200.00        | $2381519.84        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $200.00            | $219.76            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $61900.00          | $63854.38          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $200.00            | $192.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $188.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-07-31      | 0.2500%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $1800.00           | $1862.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-31      | 0.7500%  | 0.0000% | $159800.00         | $155179.02         | U.S. Treasuries (including strips) |

### Security 157: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18M6G4, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18M6G4_4.33_0728
- **C.18 - Value (incl. sponsor support):** $314000000.00
- **C.18.a - Value (excl. sponsor support):** $314000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                      | 2028-12-31      | 3.7500%  | 0.0000% | $68880400.00       | $68892867.35       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-10-30      | 0.0000%  | 0.0000% | $400.00            | $394.38            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $57179100.00       | $59577487.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-28      | 4.6250%  | 0.0000% | $300.00            | $305.40            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $3192100.00        | $2957021.60        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2031-05-15      | 1.6250%  | 0.0000% | $27662800.00       | $24415111.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2032-01-31      | 4.3750%  | 0.0000% | $118525000.00      | $123306470.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2052-08-15      | 3.0000%  | 0.0000% | $24433600.00       | $17831246.56       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $20451700.00       | $22300028.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $1000.00           | $1018.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $1044900.00        | $998051.91         | U.S. Treasuries (including strips) |

### Security 158: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18MZB3, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18MZB3_4.33_0728
- **C.18 - Value (incl. sponsor support):** $197000000.00
- **C.18.a - Value (excl. sponsor support):** $197000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill          | 2025-10-02      | 0.0000%  | 0.0000% | $4400.00           | $4352.06           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $30305900.00       | $38019924.83       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $918000.00         | $1105282.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2032-01-31      | 4.3750%  | 0.0000% | $14462000.00       | $15045418.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $146086400.00      | $146765044.37      | U.S. Treasuries (including strips) |

### Security 159: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18OAB6, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18OAB6_4.33_0729
- **C.18 - Value (incl. sponsor support):** $232000000.00
- **C.18.a - Value (excl. sponsor support):** $232000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $96.61             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-08-21      | 0.0000%  | 0.0000% | $232900.00         | $231482.57         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-12-04      | 0.0000%  | 0.0000% | $13515300.00       | $13274741.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-08-15      | 2.8750%  | 0.0000% | $64527000.00       | $63585208.11       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $103.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2047-08-15      | 2.7500%  | 0.0000% | $107490600.00      | $77382754.35       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $103.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-08-31      | 3.6250%  | 0.0000% | $34789000.00       | $35006732.63       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $25047900.00       | $23998674.79       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $25000000.00       | $23158904.77       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $114.08            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-29      | 4.1250%  | 0.0000% | $1000.00           | $1021.21           | U.S. Treasuries (including strips) |

### Security 160: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.325000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P479, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18P479_4.32_0730
- **C.18 - Value (incl. sponsor support):** $238000000.00
- **C.18.a - Value (excl. sponsor support):** $238000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **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               | 2026-04-30      | 2.3750%  | 0.0000% | $27899300.00       | $27618237.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $108523100.00      | $101477102.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $18836800.00       | $19403288.98       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $450900.00         | $703917.95         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $3861800.00        | $4886830.65        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $117.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2027-01-31      | 1.5000%  | 0.0000% | $2323000.00        | $2254412.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $14305400.00       | $14329949.00       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $19038000.00       | $19697526.87       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-01-15      | 0.1250%  | 0.0000% | $45348000.00       | $51733549.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2032-01-31      | 4.3750%  | 0.0000% | $1000.00           | $1040.34           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $462700.00         | $283916.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $93.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 0.8750%  | 0.0000% | $200.00            | $193.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $387200.00         | $369839.89         | U.S. Treasuries (including strips) |

### Security 161: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18TP37, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP18TP37_4.31_0731
- **C.18 - Value (incl. sponsor support):** $111000000.00
- **C.18.a - Value (excl. sponsor support):** $111000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $2106700.00        | $1956258.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 1.5000%  | 0.0000% | $1000.00           | $929.92            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $400.00            | $517.98            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $178800.00         | $228497.88         | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2034-02-15      | 4.0000%  | 0.0000% | $63740800.00       | $63915585.37       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $108700.00         | $112157.64         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $700.00            | $917.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $11678000.00       | $11832553.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-12-31      | 3.8750%  | 0.0000% | $54000.00          | $54172.31          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $96.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $300.00            | $283.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-09-30      | 3.5000%  | 0.0000% | $5400.00           | $5387.59           | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2030-11-15      | 0.8750%  | 0.0000% | $66100.00          | $56665.13          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $94900.00          | $101454.84         | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD                      | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.02            | U.S. Treasuries (including strips) |
| US TREASURY FRN                      | 2026-10-31      | 4.4858%  | 0.0000% | $11630800.00       | $11730248.85       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $54300.00          | $56181.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $86.78             | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2033-08-15      | 3.8750%  | 0.0000% | $19253400.00       | $19202185.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-31      | 0.7500%  | 0.0000% | $722200.00         | $701315.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $93400.00          | $86511.43          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $2914500.00        | $3177898.78        | U.S. Treasuries (including strips) |

### Security 162: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18V8P2, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP18V8P2_4.31_0709
- **C.18 - Value (incl. sponsor support):** $182000000.00
- **C.18.a - Value (excl. sponsor support):** $182000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $16803000.00       | $16698132.48       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-08-21      | 0.0000%  | 0.0000% | $200.00            | $198.78            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $84100.00          | $107475.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $94.25             | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-04-30      | 2.8750%  | 0.0000% | $238700.00         | $232373.88         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $149900.00         | $154668.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $142.05            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 0.6250%  | 0.0000% | $1114700.00        | $1499920.40        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $3006700.00        | $3986848.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $1199800.00        | $1215678.83        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $12591900.00       | $13836168.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2046-11-15      | 2.8750%  | 0.0000% | $11925200.00       | $8785256.08        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $200.00            | $192.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-12-31      | 3.8750%  | 0.0000% | $40400.00          | $40528.92          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $103.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $18100.00          | $18497.09          | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-09-30      | 3.5000%  | 0.0000% | $200.00            | $199.54            | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD                      | 2028-05-31      | 3.6250%  | 0.0000% | $8928400.00        | $8929804.54        | U.S. Treasuries (including strips) |
| US TREASURY FRN                      | 2026-10-31      | 4.4858%  | 0.0000% | $503600.00         | $507906.02         | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $49.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-08-15      | 2.0000%  | 0.0000% | $384800.00         | $223591.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $122757500.00      | $106528398.97      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $28300.00          | $29184.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $19000.00          | $19455.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $829500.00         | $859622.05         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $6237900.00        | $6500422.14        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $5513900.00        | $4735630.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-31      | 0.7500%  | 0.0000% | $1117600.00        | $1085282.09        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $773400.00         | $851364.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $92.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-15      | 4.6250%  | 0.0000% | $2158800.00        | $2204906.98        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $6041600.00        | $6587611.34        | U.S. Treasuries (including strips) |

### Security 163: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18VCZ5, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP18VCZ5_4.31_0709
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $52000.00          | $48072.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $37453600.00       | $33886342.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2031-11-15      | 1.3750%  | 0.0000% | $700.00            | $599.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $100.52            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $233000.00         | $297762.89         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $160200.00         | $165295.81         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 0.6250%  | 0.0000% | $1200.00           | $1614.70           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $96.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $9565000.00        | $9460090.76        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $106.91            | U.S. Treasuries (including strips) |

### Security 164: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18WCO8, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18WCO8_4.32_0811
- **C.18 - Value (incl. sponsor support):** $57000000.00
- **C.18.a - Value (excl. sponsor support):** $57000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 | 2033-01-15      | 1.1250%  | 0.0000% | $56268000.00       | $58140082.31       | U.S. Treasuries (including strips) |

### Security 165: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP194M26, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP194M26_4.31_0731
- **C.18 - Value (incl. sponsor support):** $745000000.00
- **C.18.a - Value (excl. sponsor support):** $745000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $17910700.00       | $17932810.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $1321100.00        | $1195272.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $456400.00         | $408418.55         | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2054-05-15      | 4.6250%  | 0.0000% | $2252000.00        | $2192284.28        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2031-11-15      | 1.3750%  | 0.0000% | $3200.00           | $2738.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 1.5000%  | 0.0000% | $1000.00           | $929.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $96.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-15      | 4.0000%  | 0.0000% | $7877600.00        | $8038850.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-01-31      | 4.2500%  | 0.0000% | $37200.00          | $37843.84          | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-08-21      | 0.0000%  | 0.0000% | $1353300.00        | $1345063.82        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $40100.00          | $39721.71          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $2052300.00        | $2657613.02        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $127.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-04-30      | 2.8750%  | 0.0000% | $276300.00         | $268977.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $3800.00           | $3745.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $7913000.00        | $7759113.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-08-15      | 2.8750%  | 0.0000% | $1108800.00        | $1092616.71        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $400100.00         | $501940.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $564100.00         | $582043.47         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $4068700.00        | $4347086.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $103.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 4.5000%  | 0.0000% | $63400.00          | $64572.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $103.01            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $100.00            | $156.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2042-02-15      | 3.1250%  | 0.0000% | $11300.00          | $9314.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.1250%  | 0.0000% | $3071300.00        | $2493834.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 2.8750%  | 0.0000% | $24800.00          | $19118.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 3.6250%  | 0.0000% | $22100.00          | $19138.84          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $15210000.00       | $17629829.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 3.3750%  | 0.0000% | $500.00            | $411.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 3.1250%  | 0.0000% | $212300.00         | $169143.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 3.0000%  | 0.0000% | $24800.00          | $19111.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $300.00            | $213.07            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $2536900.00        | $2523358.05        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 0.6250%  | 0.0000% | $79702700.00       | $107246528.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $50089200.00       | $48975904.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $20507900.00       | $20205184.00       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $200.00            | $219.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 4.1250%  | 0.0000% | $2934700.00        | $2979599.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $1400.00           | $1424.01           | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-06-30      | 4.2500%  | 0.0000% | $1244300.00        | $1266456.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-02-15      | 3.0000%  | 0.0000% | $200.00            | $151.79            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $136300.00         | $131338.45         | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2047-08-15      | 2.7500%  | 0.0000% | $18999400.00       | $13677716.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $90600.00          | $85466.68          | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2027-12-31      | 3.8750%  | 0.0000% | $1708300.00        | $1714591.67        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $1753400.00        | $1811737.05        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $5994800.00        | $6184074.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $856400.00         | $847006.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $800.00            | $811.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $152235000.00      | $150847831.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-15      | 3.8750%  | 0.0000% | $764700.00         | $773157.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $3065700.00        | $3127485.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 4.1250%  | 0.0000% | $33389200.00       | $33706719.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2048-02-15      | 3.0000%  | 0.0000% | $25500.00          | $19151.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-05-15      | 3.1250%  | 0.0000% | $25200.00          | $19139.66          | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2048-11-15      | 3.3750%  | 0.0000% | $24200.00          | $19164.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-02-15      | 3.0000%  | 0.0000% | $26000.00          | $19363.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $26700.00          | $19178.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-11-15      | 2.3750%  | 0.0000% | $29600.00          | $19031.70          | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2050-02-15      | 2.0000%  | 0.0000% | $945700.00         | $559665.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-05-15      | 1.2500%  | 0.0000% | $20599300.00       | $9874655.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-07-31      | 0.2500%  | 0.0000% | $307100.00         | $306350.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $85.39             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2025-10-15      | 0.1250%  | 0.0000% | $700.00            | $862.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2025-10-31      | 0.2500%  | 0.0000% | $100.00            | $98.70             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $11199800.00       | $11973381.20       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD                      | 2028-05-31      | 3.6250%  | 0.0000% | $7387300.00        | $7388462.10        | U.S. Treasuries (including strips) |
| US TREASURY FRN                      | 2026-10-31      | 4.4858%  | 0.0000% | $17700.00          | $17851.34          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $21912400.00       | $22671503.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2034-11-15      | 4.2500%  | 0.0000% | $1513000.00        | $1523078.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $99.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $46442500.00       | $28786094.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.61             | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2040-11-15      | 1.3750%  | 0.0000% | $200.00            | $127.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-02-15      | 1.8750%  | 0.0000% | $31500.00          | $17828.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 1.8750%  | 0.0000% | $27600.00          | $19082.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 1.7500%  | 0.0000% | $4000.00           | $2669.30           | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2041-11-15      | 2.0000%  | 0.0000% | $27800.00          | $19104.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-30      | 0.3750%  | 0.0000% | $32458100.00       | $31942580.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $4358700.00        | $4054343.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $302700.00         | $262681.68         | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $93.60             | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-06-30      | 4.0000%  | 0.0000% | $1100.00           | $1108.66           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $8012900.00        | $8263220.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1023.98           | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2026-12-31      | 4.2500%  | 0.0000% | $5300.00           | $5330.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $4001200.00        | $4146497.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 4.1250%  | 0.0000% | $300.00            | $306.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $285300.00         | $175793.26         | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2042-02-15      | 2.3750%  | 0.0000% | $3922500.00        | $2874757.28        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2052-08-15      | 3.0000%  | 0.0000% | $26200.00          | $19120.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-08-15      | 3.3750%  | 0.0000% | $22500.00          | $19097.67          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $12000.00          | $10306.24          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $21865500.00       | $24069706.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 4.8750%  | 0.0000% | $1619000.00        | $1710316.20        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $14648900.00       | $15972798.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-04-15      | 3.7500%  | 0.0000% | $31618300.00       | $31887336.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2027-04-30      | 3.7500%  | 0.0000% | $60987000.00       | $61341641.42       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $4160000.00        | $4231167.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-05-15      | 3.7500%  | 0.0000% | $20215100.00       | $20328759.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $394800.00         | $366625.61         | U.S. Treasuries (including strips) |

### Security 166: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP194MF7, C.3 - LEI: N/A, C.5 - Other ID: ARP194MF7_4.30_0731
- **C.18 - Value (incl. sponsor support):** $468000000.00
- **C.18.a - Value (excl. sponsor support):** $468000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY      | 2043-05-15      | 3.8750%  | 0.0000% | $962800.00         | $861580.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2026-09-30      | 0.8750%  | 0.0000% | $128000.00         | $123546.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $96.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2025-12-31      | 4.2500%  | 0.0000% | $200.00            | $199.98            | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-07-10      | 0.0000%  | 0.0000% | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-07-24      | 0.0000%  | 0.0000% | $300.00            | $299.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2055-05-15      | 4.7500%  | 0.0000% | $13900.00          | $13847.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-03-31      | 2.3750%  | 0.0000% | $19815000.00       | $18981344.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-01-31      | 4.0000%  | 0.0000% | $3329600.00        | $3403712.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-02-28      | 4.2500%  | 0.0000% | $500.00            | $515.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2032-05-15      | 2.8750%  | 0.0000% | $3034400.00        | $2837387.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-04-15      | 4.5000%  | 0.0000% | $212200.00         | $216747.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2034-05-15      | 4.3750%  | 0.0000% | $293081200.00      | $298710630.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2038-02-15      | 4.3750%  | 0.0000% | $300.00            | $303.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2042-08-15      | 2.7500%  | 0.0000% | $69160900.00       | $53379456.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2043-02-15      | 3.1250%  | 0.0000% | $5998200.00        | $4870418.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-05-15      | 2.3750%  | 0.0000% | $11739300.00       | $11191940.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2032-11-15      | 4.1250%  | 0.0000% | $800.00            | $808.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2025-11-15      | 4.5000%  | 0.0000% | $465400.00         | $468260.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-07-31      | 4.1250%  | 0.0000% | $2822200.00        | $2899044.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2046-11-15      | 2.8750%  | 0.0000% | $400.00            | $294.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2047-05-15      | 3.0000%  | 0.0000% | $6590400.00        | $4938325.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-02-15      | 1.5000%  | 0.0000% | $3111000.00        | $2828881.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-02-28      | 1.1250%  | 0.0000% | $23400.00          | $22478.22          | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-01-31      | 3.5000%  | 0.0000% | $24604500.00       | $24822588.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-01-31      | 3.5000%  | 0.0000% | $389000.00         | $389682.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $99.09             | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2026-09-30      | 3.5000%  | 0.0000% | $104100.00         | $104464.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-10-15      | 3.8750%  | 0.0000% | $10794200.00       | $10913588.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-08-15      | 0.6250%  | 0.0000% | $1172000.00        | $1000758.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-08-31      | 0.5000%  | 0.0000% | $1592200.00        | $1488292.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-03-31      | 3.6250%  | 0.0000% | $88700.00          | $88762.98          | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2033-05-15      | 3.3750%  | 0.0000% | $6024700.00        | $5758262.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-11-30      | 4.1250%  | 0.0000% | $200.00            | $202.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2051-02-15      | 1.8750%  | 0.0000% | $30300.00          | $17148.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2041-02-15      | 1.8750%  | 0.0000% | $12200.00          | $8434.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-11-30      | 0.6250%  | 0.0000% | $198500.00         | $184495.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-01-31      | 4.1250%  | 0.0000% | $510300.00         | $521267.64         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2032-01-31      | 4.3750%  | 0.0000% | $400.00            | $416.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-02-15      | 4.2500%  | 0.0000% | $1885500.00        | $1939922.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $145.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2031-05-15      | 1.6250%  | 0.0000% | $21535300.00       | $19006996.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-07-31      | 0.6250%  | 0.0000% | $501200.00         | $484721.94         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $277.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-08-31      | 4.3750%  | 0.0000% | $1400.00           | $1447.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2025-09-30      | 5.0000%  | 0.0000% | $21500.00          | $21799.27          | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $101.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-04-30      | 3.8750%  | 0.0000% | $106400.00         | $107389.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2032-04-30      | 4.0000%  | 0.0000% | $4719400.00        | $4748346.13        | U.S. Treasuries (including strips) |

### Security 167: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.305000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP194MK6, C.3 - LEI: N/A, C.5 - Other ID: ARP194MK6_4.30_0731
- **C.18 - Value (incl. sponsor support):** $156000000.00
- **C.18.a - Value (excl. sponsor support):** $156000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $395800.00         | $367535.61         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-07-22      | 0.0000%  | 0.0000% | $737800.00         | $736023.38         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $3114100.00        | $6675240.59        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $81175000.00       | $85102584.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2032-02-15      | 1.8750%  | 0.0000% | $482000.00         | $425995.17         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $3628800.00        | $3781010.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2034-02-15      | 4.0000%  | 0.0000% | $136400.00         | $136774.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $55800.00          | $57478.10          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 2.5000%  | 0.0000% | $23600.00          | $37046.65          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $576800.00         | $597783.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $1573300.00        | $1594121.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2027-09-30      | 4.1250%  | 0.0000% | $1000.00           | $1018.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.0000%  | 0.0000% | $1669400.00        | $1694760.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.95             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $288300.00         | $277805.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2027-09-15      | 3.3750%  | 0.0000% | $24600.00          | $24661.80          | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2050-02-15      | 2.0000%  | 0.0000% | $12855700.00       | $7608010.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 3.6250%  | 0.0000% | $24755900.00       | $24773476.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2034-11-15      | 4.2500%  | 0.0000% | $972900.00         | $979380.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $61.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $56.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $8386000.00        | $8780736.80        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $277000.00         | $237902.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 0.8750%  | 0.0000% | $314300.00         | $304685.88         | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $92.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $14537500.00       | $14925408.07       | U.S. Treasuries (including strips) |

### Security 168: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP196OR4, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP196OR4_4.34_0701
- **C.18 - Value (incl. sponsor support):** $179000000.00
- **C.18.a - Value (excl. sponsor support):** $179000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $126154200.00      | $126988833.41      | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2028-05-31      | 3.6250%  | 0.0000% | $55582500.00       | $55591243.74       | U.S. Treasuries (including strips) |

### Security 169: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP196P69, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP196P69_4.31_0825
- **C.18 - Value (incl. sponsor support):** $179000000.00
- **C.18.a - Value (excl. sponsor support):** $179000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 | 2054-02-15      | 2.1250%  | 0.0000% | $70989000.00       | $68413932.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-12-31      | 3.7500%  | 0.0000% | $23804300.00       | $23808608.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.1250%  | 0.0000% | $20561800.00       | $16695770.49       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $592900.00         | $611619.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 0.6250%  | 0.0000% | $300.00            | $284.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $94.33             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $117.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-07-31      | 0.2500%  | 0.0000% | $500.00            | $498.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2031-05-15      | 1.6250%  | 0.0000% | $315200.00         | $278194.65         | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD                      | 2028-05-31      | 3.6250%  | 0.0000% | $1000.00           | $1000.16           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $6742900.00        | $5791161.25        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $60904000.00       | $66408216.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $597300.00         | $570520.05         | U.S. Treasuries (including strips) |

### Security 170: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP197QC3, C.3 - LEI: N/A, C.5 - Other ID: ARP197QC3_4.34_0702
- **C.18 - Value (incl. sponsor support):** $108000000.00
- **C.18.a - Value (excl. sponsor support):** $108000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $71000.00          | $64350.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $185.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2026-10-31      | 1.1250%  | 0.0000% | $2358600.00        | $2278350.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $24800.00          | $26605.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $70300.00          | $68138.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $900.00            | $890.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $11409700.00       | $10623634.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $39700.00          | $40893.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $101.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $2100.00           | $2061.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $20489900.00       | $19062941.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $1100.00           | $996.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $11970000.00       | $10366147.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $97.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $900.00            | $885.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2029-11-30      | 4.1250%  | 0.0000% | $30858800.00       | $31386150.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2041-11-15      | 2.0000%  | 0.0000% | $582700.00         | $400434.94         | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2033-08-15      | 3.8750%  | 0.0000% | $18000.00          | $17952.12          | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2031-05-15      | 1.6250%  | 0.0000% | $40583900.00       | $35819238.53       | U.S. Treasuries (including strips) |

### Security 171: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP197QD1, C.3 - LEI: N/A, C.5 - Other ID: ARP197QD1_4.35_0702
- **C.18 - Value (incl. sponsor support):** $798000000.00
- **C.18.a - Value (excl. sponsor support):** $798000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $334133100.00      | $285977754.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $145291200.00      | $147000796.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $298184700.00      | $287945066.62      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $92936700.00       | $93724859.63       | U.S. Treasuries (including strips) |

### Security 172: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP197QH2, C.3 - LEI: N/A, C.5 - Other ID: ARP197QH2_4.35_0702
- **C.18 - Value (incl. sponsor support):** $429000000.00
- **C.18.a - Value (excl. sponsor support):** $429000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B        | 2028-08-15      | 2.8750%  | 0.0000% | $96184600.00       | $94780755.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $9211600.00        | $9132914.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $330274400.00      | $333666400.66      | U.S. Treasuries (including strips) |

### Security 173: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP197QP4, C.3 - LEI: N/A, C.5 - Other ID: ARP197QP4_4.35_0702
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $149197300.00      | $162681049.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-08-15      | 2.8750%  | 0.0000% | $16729200.00       | $16485032.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-06-30      | 4.0000%  | 0.0000% | $6300.00           | $6349.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 4.1250%  | 0.0000% | $314300.00         | $323247.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $809273400.00      | $840504326.32      | U.S. Treasuries (including strips) |

### Security 174: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP197QR0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP197QR0_4.34_0702
- **C.18 - Value (incl. sponsor support):** $858000000.00
- **C.18.a - Value (excl. sponsor support):** $858000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $45491800.00       | $42103682.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $55500000.00       | $53408482.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $373552400.00      | $367767883.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $220038800.00      | $215777088.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2029-07-31      | 2.6250%  | 0.0000% | $30300000.00       | $29320827.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $62712700.00       | $41426497.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2027-05-31      | 0.5000%  | 0.0000% | $746500.00         | $702141.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $117998000.00      | $124653422.55      | U.S. Treasuries (including strips) |

### Security 175: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP197QT6, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: ARP197QT6_4.35_0702
- **C.18 - Value (incl. sponsor support):** $108000000.00
- **C.18.a - Value (excl. sponsor support):** $108000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2027-03-15      | 4.2500%  | 0.0000% | $70129000.00       | $71503832.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $39970300.00       | $38656187.61       | U.S. Treasuries (including strips) |

### Security 176: Navy Federal Credit Union

- **C.1 - Title:** Navy Federal Credit Union 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP197R40, C.3 - LEI: N/A, C.5 - Other ID: ARP197R40_4.35_0702
- **C.18 - Value (incl. sponsor support):** $54000000.00
- **C.18.a - Value (excl. sponsor support):** $54000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $57146300.00       | $55157811.40       | U.S. Treasuries (including strips) |

### Security 177: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP199VX7, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP199VX7_4.32_0827
- **C.18 - Value (incl. sponsor support):** $274000000.00
- **C.18.a - Value (excl. sponsor support):** $274000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill                    | 2025-10-02      | 0.0000%  | 0.0000% | $20354500.00       | $20132737.72       | U.S. Treasuries (including strips) |
| United States Treasury Bill                    | 2025-07-31      | 0.0000%  | 0.0000% | $23992600.00       | $23909873.52       | U.S. Treasuries (including strips) |
| United States Treasury Bill                    | 2025-08-05      | 0.0000%  | 0.0000% | $4699900.00        | $4680433.01        | U.S. Treasuries (including strips) |
| United States Treasury Bill                    | 2025-09-16      | 0.0000%  | 0.0000% | $1099800.00        | $1089813.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $96.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-03-31      | 2.5000%  | 0.0000% | $200.00            | $196.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-02-28      | 4.6250%  | 0.0000% | $200.00            | $203.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2041-02-15      | 4.7500%  | 0.0000% | $43219400.00       | $44365409.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $77.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $97.73             | U.S. Treasuries (including strips) |
| United States Treasury Inflation Indexed Bonds | 2025-07-15      | 0.3750%  | 0.0000% | $20558200.00       | $27823405.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.90             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $103.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B                                | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $63.27             | U.S. Treasuries (including strips) |
| US TREASURY N/B                                | 2028-04-30      | 3.5000%  | 0.0000% | $1001000.00        | $1000674.30        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $66.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2041-02-15      | 1.8750%  | 0.0000% | $226322800.00      | $156476506.61      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $122.72            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.89             | U.S. Treasuries (including strips) |

### Security 178: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP199XP2, C.3 - LEI: N/A, C.5 - Other ID: ARP199XP2_4.38_0703
- **C.18 - Value (incl. sponsor support):** $137000000.00
- **C.18.a - Value (excl. sponsor support):** $137000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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                    | 2043-02-15      | 3.8750%  | 0.0000% | $5885100.00        | $5333942.54        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2053-05-15      | 3.6250%  | 0.0000% | $200.00            | $163.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-08-15      | 4.2500%  | 0.0000% | $300.00            | $277.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-05-15      | 3.8750%  | 0.0000% | $781400.00         | $699251.22         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $97.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $96.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-15      | 4.0000%  | 0.0000% | $300.00            | $306.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-15      | 6.5000%  | 0.0000% | $9500.00           | $9948.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 2.2500%  | 0.0000% | $13273200.00       | $12865148.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-15      | 2.7500%  | 0.0000% | $600.00            | $558.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 4.5000%  | 0.0000% | $400.00            | $412.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-02-15      | 4.6250%  | 0.0000% | $128300.00         | $130741.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-31      | 2.1250%  | 0.0000% | $200.00            | $196.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 2.2500%  | 0.0000% | $102400.00         | $100735.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-05-31      | 4.6250%  | 0.0000% | $4342500.00        | $4518931.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-07-31      | 4.1250%  | 0.0000% | $206000.00         | $211609.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2046-11-15      | 2.8750%  | 0.0000% | $1999900.00        | $1473319.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 0.6250%  | 0.0000% | $400.00            | $379.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $188.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-11-30      | 4.1250%  | 0.0000% | $20168600.00       | $20513264.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2033-08-15      | 3.8750%  | 0.0000% | $12173800.00       | $12141417.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $493500.00         | $511420.71         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2031-05-15      | 1.6250%  | 0.0000% | $86451700.00       | $76302032.68       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2025-10-31      | 4.4508%  | 0.0000% | $800.00            | $806.33            | U.S. Treasuries (including strips) |
| US TREASURY FRN                           | 2027-04-30      | 4.4408%  | 0.0000% | $4889100.00        | $4924520.45        | U.S. Treasuries (including strips) |

### Security 179: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP199XX5, C.3 - LEI: N/A, C.5 - Other ID: ARP199XX5_4.38_0703
- **C.18 - Value (incl. sponsor support):** $548000000.00
- **C.18.a - Value (excl. sponsor support):** $548000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B        | 2029-03-31      | 4.1250%  | 0.0000% | $22189300.00       | $22700877.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $179434300.00      | $186724533.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $181253200.00      | $184531434.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $166520500.00      | $165003161.54      | U.S. Treasuries (including strips) |

### Security 180: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ASQ3, C.3 - LEI: N/A, C.5 - Other ID: ARP19ASQ3_4.38_0701
- **C.18 - Value (incl. sponsor support):** $124000000.00
- **C.18.a - Value (excl. sponsor support):** $124000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B        | 2026-10-31      | 1.1250%  | 0.0000% | $20300.00          | $19609.31          | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $85.59             | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2034-02-15      | 4.0000%  | 0.0000% | $78927800.00       | $79144230.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $9829800.00        | $9191587.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $196.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $22000.00          | $20484.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $400.00            | $415.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $2400.00           | $2349.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $1096500.00        | $1141049.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2030-05-15      | 0.6250%  | 0.0000% | $415600.00         | $357315.94         | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2027-12-31      | 3.8750%  | 0.0000% | $77400.00          | $77685.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $195.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $156600.00         | $154882.41         | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2027-09-15      | 3.3750%  | 0.0000% | $72300.00          | $72481.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 0.2500%  | 0.0000% | $277200.00         | $276523.05         | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2027-08-31      | 0.5000%  | 0.0000% | $65100.00          | $60851.55          | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2025-10-31      | 0.2500%  | 0.0000% | $300.00            | $296.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2029-11-30      | 4.1250%  | 0.0000% | $28240000.00       | $28722597.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $205100.00         | $210938.69         | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2033-08-15      | 3.8750%  | 0.0000% | $16600.00          | $16555.84          | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2030-09-30      | 4.6250%  | 0.0000% | $1200.00           | $1257.17           | U.S. Treasuries (including strips) |
| US TREASURY FRN        | 2027-04-30      | 4.4408%  | 0.0000% | $6958100.00        | $7008509.90        | U.S. Treasuries (including strips) |

### Security 181: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ASR1, C.3 - LEI: N/A, C.5 - Other ID: ARP19ASR1_4.39_0701
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $64408200.00       | $51006254.46       | U.S. Treasuries (including strips) |

### Security 182: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ASS9, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP19ASS9_4.38_0701
- **C.18 - Value (incl. sponsor support):** $209000000.00
- **C.18.a - Value (excl. sponsor support):** $209000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2025-08-15      | 2.0000%  | 0.0000% | $27572200.00       | $27687605.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $32171000.00       | $32942511.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $148162500.00      | $152549887.95      | U.S. Treasuries (including strips) |

### Security 183: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AST7, C.3 - LEI: N/A, C.5 - Other ID: ARP19AST7_4.39_0701
- **C.18 - Value (incl. sponsor support):** $248000000.00
- **C.18.a - Value (excl. sponsor support):** $248000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2046-05-15      | 2.5000%  | 0.0000% | $25615700.00       | $17684131.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $65975200.00       | $50073517.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2047-08-15      | 2.7500%  | 0.0000% | $256809000.00      | $184877447.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $300.00            | $294.28            | U.S. Treasuries (including strips) |
| US TREASURY FRN        | 2027-01-31      | 4.3788%  | 0.0000% | $322500.00         | $324677.57         | U.S. Treasuries (including strips) |

### Security 184: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ASU4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19ASU4_4.39_0701
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 Inflation Indexed Bonds | 2025-07-15      | 0.3750%  | 0.0000% | $200.00            | $270.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-08-31      | 3.1250%  | 0.0000% | $7600.00           | $7487.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-07-31      | 4.1250%  | 0.0000% | $6400.00           | $6574.26           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND           | 2052-02-15      | 0.1250%  | 0.0000% | $400.00            | $245.44            | U.S. Treasuries (including strips) |
| US TREASURY N/B                                | 2042-02-15      | 2.3750%  | 0.0000% | $86268800.00       | $63225458.36       | U.S. Treasuries (including strips) |

### Security 185: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ASW0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP19ASW0_4.39_0701
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2036-02-15      | 4.5000%  | 0.0000% | $21253200.00       | $22083196.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $31124700.00       | $23722250.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2049-08-15      | 2.2500%  | 0.0000% | $18820700.00       | $11908174.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $6511000.00        | $5526441.26        | U.S. Treasuries (including strips) |

### Security 186: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ASX8, C.3 - LEI: N/A, C.5 - Other ID: ARP19ASX8_4.41_0701
- **C.18 - Value (incl. sponsor support):** $769000000.00
- **C.18.a - Value (excl. sponsor support):** $769000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $1888600.00        | $1890931.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $103514700.00      | $100007063.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $11776400.00       | $10538344.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $11249800.00       | $10434064.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $96.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 1.5000%  | 0.0000% | $27000.00          | $25107.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $103.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-30      | 4.8750%  | 0.0000% | $200.00            | $201.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 4.3750%  | 0.0000% | $19397000.00       | $19858126.16       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-09-04      | 0.0000%  | 0.0000% | $8991200.00        | $8922003.72        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-10-02      | 0.0000%  | 0.0000% | $4565800.00        | $4516055.61        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-11-28      | 0.0000%  | 0.0000% | $16631800.00       | $16345782.94       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-01-22      | 0.0000%  | 0.0000% | $100.00            | $97.73             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-08-28      | 0.0000%  | 0.0000% | $100.00            | $99.30             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-08-12      | 0.0000%  | 0.0000% | $8500.00           | $8457.44           | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-08-19      | 0.0000%  | 0.0000% | $404600.00         | $402227.83         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-09-02      | 0.0000%  | 0.0000% | $200.00            | $198.51            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-11-20      | 0.0000%  | 0.0000% | $100.00            | $98.37             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-11      | 0.0000%  | 0.0000% | $229700.00         | $221288.62         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-10-21      | 0.0000%  | 0.0000% | $841100.00         | $830097.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-15      | 6.0000%  | 0.0000% | $740400.00         | $764505.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $200.00            | $199.25            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $10630500.00       | $13585272.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $51186000.00       | $48149665.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.38             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $111.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-04-30      | 2.8750%  | 0.0000% | $78800.00          | $76711.61          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $104.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-28      | 4.6250%  | 0.0000% | $200.00            | $203.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-03-31      | 4.1250%  | 0.0000% | $500.00            | $511.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-11-15      | 3.1250%  | 0.0000% | $2000.00           | $1968.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-01-31      | 2.6250%  | 0.0000% | $4999800.00        | $5007855.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-02-15      | 2.6250%  | 0.0000% | $17227300.00       | $16744821.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $98.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-07-15      | 3.0000%  | 0.0000% | $200.00            | $202.59            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $686200.00         | $708027.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $654200.00         | $609129.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2026-04-30      | 4.8750%  | 0.0000% | $26738300.00       | $27120466.30       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $2579100.00        | $2755565.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2038-02-15      | 4.3750%  | 0.0000% | $16154200.00       | $16341162.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $91.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $97.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-08-15      | 4.5000%  | 0.0000% | $41257800.00       | $41628450.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-02-15      | 4.6250%  | 0.0000% | $975500.00         | $994062.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 3.6250%  | 0.0000% | $8829500.00        | $7646441.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-08-15      | 2.0000%  | 0.0000% | $600.00            | $602.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-15      | 1.6250%  | 0.0000% | $319500.00         | $313452.90         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $25400.00          | $33680.09          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $91500.00          | $119939.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 2.2500%  | 0.0000% | $399900.00         | $393399.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2027-09-30      | 4.1250%  | 0.0000% | $200.00            | $203.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-10-15      | 4.2500%  | 0.0000% | $100.00            | $100.86            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $1000.00           | $1098.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.8750%  | 0.0000% | $200.00            | $201.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-12-15      | 4.0000%  | 0.0000% | $100.00            | $100.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-12-31      | 3.8750%  | 0.0000% | $200.00            | $200.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $103.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2026-07-31      | 4.3750%  | 0.0000% | $1000.00           | $1022.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $88512000.00       | $90922052.62       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2046-02-15      | 1.0000%  | 0.0000% | $2712000.00        | $2786405.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-08-15      | 2.2500%  | 0.0000% | $1000.00           | $660.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2047-05-15      | 3.0000%  | 0.0000% | $129500.00         | $97037.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-07-31      | 2.8750%  | 0.0000% | $999100.00         | $1009530.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 1.6250%  | 0.0000% | $224000.00         | $218675.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.6250%  | 0.0000% | $100.00            | $97.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-15      | 1.7500%  | 0.0000% | $200.00            | $184.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-01-15      | 3.8750%  | 0.0000% | $200.00            | $203.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 3.5000%  | 0.0000% | $226800.00         | $227197.75         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $24278000.00       | $25085748.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-08-31      | 3.6250%  | 0.0000% | $400.00            | $402.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-08-15      | 3.0000%  | 0.0000% | $27168800.00       | $20307940.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-02-15      | 3.0000%  | 0.0000% | $27197200.00       | $20255028.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 0.5000%  | 0.0000% | $148200.00         | $138988.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-07-31      | 0.2500%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 0.3750%  | 0.0000% | $2000.00           | $1868.58           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2025-10-15      | 0.1250%  | 0.0000% | $100.00            | $123.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 4.1250%  | 0.0000% | $4000.00           | $4038.04           | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2031-10-31      | 4.1250%  | 0.0000% | $200.00            | $203.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2034-11-15      | 4.2500%  | 0.0000% | $2152400.00        | $2166738.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2026-11-30      | 4.2500%  | 0.0000% | $3000.00           | $3025.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $2188700.00        | $2214581.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-11-30      | 4.1250%  | 0.0000% | $4416700.00        | $4492177.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2050-08-15      | 1.3750%  | 0.0000% | $300.00            | $148.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $61.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $56.60             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $66.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 1.8750%  | 0.0000% | $1000.00           | $691.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $1290300.00        | $817911.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 1.7500%  | 0.0000% | $72299000.00       | $48246875.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-11-15      | 1.8750%  | 0.0000% | $1900.00           | $1055.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-06-30      | 4.0000%  | 0.0000% | $900.00            | $907.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $74998800.00       | $76797390.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 4.3750%  | 0.0000% | $10481300.00       | $10696843.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-08-31      | 5.0000%  | 0.0000% | $700.00            | $712.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $102.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $103.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $102.15            | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-02-15      | 4.2500%  | 0.0000% | $1119000.00        | $1151298.20        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $84.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-11-15      | 4.0000%  | 0.0000% | $60094400.00       | $52635122.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2031-05-15      | 1.6250%  | 0.0000% | $6000.00           | $5295.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 1.2500%  | 0.0000% | $2000.00           | $1860.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 0.6250%  | 0.0000% | $303000.00         | $293038.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $85.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $15431000.00       | $14292911.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $5451200.00        | $5661568.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-09-30      | 5.0000%  | 0.0000% | $500.00            | $506.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-10-31      | 5.0000%  | 0.0000% | $200.00            | $202.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $700.00            | $730.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-29      | 4.1250%  | 0.0000% | $474200.00         | $484255.54         | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $101.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-03-31      | 4.1250%  | 0.0000% | $200.00            | $203.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $200.00            | $203.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 3.8750%  | 0.0000% | $2000.00           | $2022.09           | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-04-15      | 3.7500%  | 0.0000% | $1100.00           | $1109.36           | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2027-04-30      | 3.7500%  | 0.0000% | $45369100.00       | $45632922.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $774600.00         | $719321.67         | U.S. Treasuries (including strips) |

### Security 187: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ASY6, C.3 - LEI: N/A, C.5 - Other ID: ARP19ASY6_4.40_0701
- **C.18 - Value (incl. sponsor support):** $4816000000.00
- **C.18.a - Value (excl. sponsor support):** $4816000000.00
- **C.19 - Percentage of Net Assets:** 4.9600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $125000000.00      | $124111328.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2030-05-31      | 4.0000%  | 0.0000% | $334000000.00      | $337704460.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $100000000.00      | $102149648.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2031-02-28      | 4.2500%  | 0.0000% | $25449200.00       | $26242196.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $111361000.00      | $111488329.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $1435179200.00     | $1465759653.95     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $32204000.00       | $32204921.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $980914000.00      | $972159421.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $107058600.00      | $106952749.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $175000000.00      | $179110515.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $1248435700.00     | $1293049186.44     | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2030-09-30      | 4.6250%  | 0.0000% | $50000000.00       | $52352310.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $44543700.00       | $47026436.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $85354000.00       | $86088961.10       | U.S. Treasuries (including strips) |

### Security 188: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ASZ3, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP19ASZ3_4.38_0701
- **C.18 - Value (incl. sponsor support):** $620000000.00
- **C.18.a - Value (excl. sponsor support):** $620000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                           | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $96.52             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-10-15      | 2.3750%  | 0.0000% | $9125500.00        | $9950219.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-11-15      | 4.5000%  | 0.0000% | $63946200.00       | $65923032.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-15      | 4.6250%  | 0.0000% | $4555000.00        | $4624478.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-12-31      | 3.7500%  | 0.0000% | $1049000.00        | $1049189.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 4.0000%  | 0.0000% | $16000.00          | $16398.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.16             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-07-15      | 0.3750%  | 0.0000% | $10999800.00       | $14244122.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 2.2500%  | 0.0000% | $24999900.00       | $24447849.31       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-01-15      | 0.1250%  | 0.0000% | $30000000.00       | $31451525.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 2.3750%  | 0.0000% | $300.00            | $287.38            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-04-15      | 0.1250%  | 0.0000% | $3693600.00        | $4105801.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2034-02-15      | 4.0000%  | 0.0000% | $95804100.00       | $96066807.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2031-02-28      | 4.2500%  | 0.0000% | $200.00            | $206.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 4.2500%  | 0.0000% | $56104600.00       | $57840121.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-15      | 4.2500%  | 0.0000% | $568000.00         | $579135.26         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-08-15      | 2.8750%  | 0.0000% | $47582000.00       | $46887525.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $93.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $991.46            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-04-15      | 2.1250%  | 0.0000% | $7683400.00        | $8209109.56        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $79.85             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-07-15      | 0.2500%  | 0.0000% | $24999400.00       | $30099574.02       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-01-15      | 0.3750%  | 0.0000% | $16222900.00       | $21265156.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-06-30      | 4.2500%  | 0.0000% | $7877500.00        | $8017766.77        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-01-15      | 0.1250%  | 0.0000% | $251000.00         | $295073.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $92.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-30      | 0.6250%  | 0.0000% | $50000000.00       | $46472364.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2034-11-15      | 4.2500%  | 0.0000% | $200.00            | $201.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 4.1250%  | 0.0000% | $116826000.00      | $118461476.38      | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-06-30      | 4.0000%  | 0.0000% | $3942600.00        | $3973624.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-08-31      | 5.0000%  | 0.0000% | $7590800.00        | $7721620.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2031-08-15      | 1.2500%  | 0.0000% | $29861900.00       | $25642043.30       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2025-10-31      | 4.4508%  | 0.0000% | $5014000.00        | $5053661.59        | U.S. Treasuries (including strips) |

### Security 189: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AT17, C.3 - LEI: N/A, C.5 - Other ID: ARP19AT17_4.39_0701
- **C.18 - Value (incl. sponsor support):** $248000000.00
- **C.18.a - Value (excl. sponsor support):** $248000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2028-11-30      | 4.3750%  | 0.0000% | $10498000.00       | $10747569.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-31      | 4.1250%  | 0.0000% | $141292700.00      | $142736873.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-15      | 1.5000%  | 0.0000% | $9077000.00        | $8882261.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 2.2500%  | 0.0000% | $2790800.00        | $2729173.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 1.2500%  | 0.0000% | $19544700.00       | $18808157.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.8750%  | 0.0000% | $9711200.00        | $9469760.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $95.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 4.0000%  | 0.0000% | $29898500.00       | $30642930.37       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-01-15      | 0.5000%  | 0.0000% | $9600.00           | $12268.34          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $98.11             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-12-31      | 3.8750%  | 0.0000% | $912900.00         | $915813.06         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 4.4628%  | 0.0000% | $2312600.00        | $2332151.88        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $103.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $97.07             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-01-15      | 0.1250%  | 0.0000% | $3538200.00        | $4159483.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-02-29      | 4.0000%  | 0.0000% | $566600.00         | $578046.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-28      | 4.0000%  | 0.0000% | $9071200.00        | $9270211.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-15      | 3.7500%  | 0.0000% | $5200.00           | $5226.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-31      | 0.3750%  | 0.0000% | $1550100.00        | $1518161.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $1099300.00        | $1022538.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-04-30      | 1.2500%  | 0.0000% | $8369700.00        | $7833788.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-31      | 3.7500%  | 0.0000% | $1237300.00        | $1236819.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $96.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 4.8750%  | 0.0000% | $62900.00          | $65633.44          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-04-15      | 3.7500%  | 0.0000% | $23200.00          | $23397.41          | U.S. Treasuries (including strips) |

### Security 190: HSBC Securities USA Inc.

- **C.1 - Title:** HSBC Securities USA Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AT25, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: ARP19AT25_4.39_0701
- **C.18 - Value (incl. sponsor support):** $409000000.00
- **C.18.a - Value (excl. sponsor support):** $409000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2054-02-15      | 2.1250%  | 0.0000% | $16224400.00       | $15635873.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $269080000.00      | $248754086.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $405900.00         | $376467.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 6.7500%  | 0.0000% | $11633800.00       | $12293478.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $268400.00         | $264936.28         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $31823900.00       | $41210159.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2041-11-15      | 3.1250%  | 0.0000% | $34254500.00       | $28094795.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2045-08-15      | 2.8750%  | 0.0000% | $48196100.00       | $36392329.77       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $15744000.00       | $14584551.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-02-15      | 3.6250%  | 0.0000% | $23690300.00       | $19573367.59       | U.S. Treasuries (including strips) |

### Security 191: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AT33, C.3 - LEI: N/A, C.5 - Other ID: ARP19AT33_4.38_0701
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2045-11-15      | 3.0000%  | 0.0000% | $33457200.00       | $25500007.21       | U.S. Treasuries (including strips) |

### Security 192: Banco Bilbao Vizcaya Argentaria SA

- **C.1 - Title:** Banco Bilbao Vizcaya Argentaria SA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AT66, C.3 - LEI: N/A, C.5 - Other ID: ARP19AT66_4.39_0701
- **C.18 - Value (incl. sponsor support):** $645000000.00
- **C.18.a - Value (excl. sponsor support):** $645000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                           | 2028-12-31      | 3.7500%  | 0.0000% | $14999000.00       | $15001714.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-04-30      | 2.8750%  | 0.0000% | $200.00            | $194.70            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2034-01-15      | 1.7500%  | 0.0000% | $316417900.00      | $329690103.86      | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-07-31      | 2.6250%  | 0.0000% | $17000000.00       | $16450629.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2026-04-30      | 4.8750%  | 0.0000% | $74155700.00       | $75215595.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-09-30      | 4.1250%  | 0.0000% | $6984100.00        | $7115667.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-12-31      | 3.8750%  | 0.0000% | $300.00            | $300.96            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2051-02-15      | 0.1250%  | 0.0000% | $6200.00           | $4148.50           | U.S. Treasuries (including strips) |
| UNITED STS TREAS NTS                      | 2027-12-31      | 0.6250%  | 0.0000% | $13988800.00       | $12960721.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-06-30      | 4.0000%  | 0.0000% | $16999800.00       | $17133571.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-07-31      | 1.0000%  | 0.0000% | $800.00            | $740.27            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2031-08-15      | 1.2500%  | 0.0000% | $188871600.00      | $162181701.29      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2025-10-31      | 4.4508%  | 0.0000% | $21971100.00       | $22144895.11       | U.S. Treasuries (including strips) |

### Security 193: Fixed Income Clearing Corp. - The Bank of New York Mellon

- **C.1 - Title:** Fixed Income Clearing Corp. - The Bank of New York Mellon 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AT74, C.3 - LEI: N/A, C.5 - Other ID: ARP19AT74_4.40_0701
- **C.18 - Value (incl. sponsor support):** $3717000000.00
- **C.18.a - Value (excl. sponsor support):** $3717000000.00
- **C.19 - Percentage of Net Assets:** 3.8300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                      | 2053-05-15      | 3.6250%  | 0.0000% | $31200000.00       | $25335375.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2044-05-15      | 4.6250%  | 0.0000% | $47520000.00       | $46525560.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-08-15      | 4.2500%  | 0.0000% | $13000000.00       | $11966492.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $54384900.00       | $49996443.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 4.5000%  | 0.0000% | $68516000.00       | $66863309.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $65000000.00       | $64816407.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $79000000.00       | $71105473.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2054-05-15      | 4.6250%  | 0.0000% | $89837200.00       | $86973302.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 0.7500%  | 0.0000% | $72050000.00       | $69597663.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $40035000.00       | $37117566.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2026-09-30      | 0.8750%  | 0.0000% | $20000000.00       | $19301510.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2026-10-31      | 1.1250%  | 0.0000% | $50000000.00       | $48290490.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-15      | 4.6250%  | 0.0000% | $16000000.00       | $16244404.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 4.3750%  | 0.0000% | $34000000.00       | $34929426.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-15      | 4.0000%  | 0.0000% | $26200000.00       | $26734834.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2030-05-31      | 4.0000%  | 0.0000% | $5700000.00        | $5763661.53        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-10-21      | 0.0000%  | 0.0000% | $50000000.00       | $49341500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $53500000.00       | $52508534.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $44000000.00       | $43594210.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 2.2500%  | 0.0000% | $36581200.00       | $35766093.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $29500000.00       | $27736530.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $76000000.00       | $71594738.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.8750%  | 0.0000% | $54200000.00       | $52849446.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $47862700.00       | $47169960.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-11-15      | 3.1250%  | 0.0000% | $23250000.00       | $22881842.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-01-31      | 2.6250%  | 0.0000% | $50000000.00       | $50079103.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-02-15      | 2.6250%  | 0.0000% | $11655000.00       | $11324258.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-05-31      | 2.7500%  | 0.0000% | $37500000.00       | $36194441.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $31000000.00       | $30389548.00       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $73000000.00       | $77963057.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $36700.00          | $37330.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2036-02-15      | 4.5000%  | 0.0000% | $1270000.00        | $1316625.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-05-15      | 4.2500%  | 0.0000% | $2395000.00        | $2327361.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 3.8750%  | 0.0000% | $1835000.00        | $1700760.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2042-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $41036550.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 2.7500%  | 0.0000% | $6000000.00        | $4549497.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.1250%  | 0.0000% | $46200000.00       | $37351268.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 3.6250%  | 0.0000% | $6000000.00        | $5196723.88        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $24530000.00       | $28288207.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 3.3750%  | 0.0000% | $3000000.00        | $2458442.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 3.0000%  | 0.0000% | $11785000.00       | $9038199.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $25000000.00       | $17671580.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 2.2500%  | 0.0000% | $100000000.00      | $98358588.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.1250%  | 0.0000% | $32500000.00       | $32416509.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $67593200.00       | $66571870.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $1425000.00        | $1443209.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2027-09-30      | 4.1250%  | 0.0000% | $73600000.00       | $74975300.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 4.6250%  | 0.0000% | $54662000.00       | $54977399.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 2.5000%  | 0.0000% | $16000000.00       | $11133603.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-05-15      | 2.5000%  | 0.0000% | $50000000.00       | $34360100.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-08-15      | 2.2500%  | 0.0000% | $86225000.00       | $56662058.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2046-11-15      | 2.8750%  | 0.0000% | $14000000.00       | $10263158.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-02-15      | 3.0000%  | 0.0000% | $13000000.00       | $9815881.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2047-05-15      | 3.0000%  | 0.0000% | $19740000.00       | $14718084.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-15      | 1.6250%  | 0.0000% | $3000000.00        | $2776410.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 1.3750%  | 0.0000% | $73349000.00       | $71520293.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-15      | 1.7500%  | 0.0000% | $19500000.00       | $17968226.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.6250%  | 0.0000% | $5000000.00        | $4852664.84        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $50000000.00       | $58744877.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 0.6250%  | 0.0000% | $1745000.00        | $1654666.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 3.5000%  | 0.0000% | $2000000.00        | $2002445.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-15      | 3.5000%  | 0.0000% | $92000000.00       | $89607584.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $55000000.00       | $54291103.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $33190000.00       | $33212305.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2047-08-15      | 2.7500%  | 0.0000% | $6000000.00        | $4297251.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-08-15      | 3.0000%  | 0.0000% | $61377000.00       | $45631948.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-02-15      | 3.0000%  | 0.0000% | $22050000.00       | $16329212.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $26980000.00       | $19269513.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2049-08-15      | 2.2500%  | 0.0000% | $24000000.00       | $15092781.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-05-15      | 1.2500%  | 0.0000% | $52583100.00       | $25035576.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2027-08-31      | 0.5000%  | 0.0000% | $5000000.00        | $4672533.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 0.3750%  | 0.0000% | $67325000.00       | $62536130.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2031-10-31      | 4.1250%  | 0.0000% | $1605000.00        | $1628637.86        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2034-11-15      | 4.2500%  | 0.0000% | $90000000.00       | $90422145.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $24730300.00       | $24999394.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-11-15      | 1.6250%  | 0.0000% | $47694100.00       | $24928477.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2040-11-15      | 1.3750%  | 0.0000% | $26700000.00       | $16899037.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-08-15      | 2.0000%  | 0.0000% | $112801000.00      | $65133165.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 1.7500%  | 0.0000% | $23000000.00       | $15279779.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $46496636.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $39000000.00       | $33813797.24       | U.S. Treasuries (including strips) |
| UNITED STS TREAS NTS                 | 2028-02-29      | 1.1250%  | 0.0000% | $34980000.00       | $32811961.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 0.7500%  | 0.0000% | $48175000.00       | $46918991.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 3.7500%  | 0.0000% | $2000000.00        | $1998187.54        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-06-30      | 4.0000%  | 0.0000% | $52500000.00       | $52902045.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-15      | 4.5000%  | 0.0000% | $32000000.00       | $32824747.49       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $85000000.00       | $87474630.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 4.3750%  | 0.0000% | $78700000.00       | $80315916.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-12-31      | 4.5000%  | 0.0000% | $1775000.00        | $1825339.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-15      | 4.2500%  | 0.0000% | $31272100.00       | $32264018.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $62000000.00       | $64220250.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-11-15      | 4.0000%  | 0.0000% | $69600000.00       | $60617772.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-02-15      | 3.6250%  | 0.0000% | $34100000.00       | $28021185.53       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $25000000.00       | $21326076.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2031-05-15      | 1.6250%  | 0.0000% | $63050000.00       | $55590570.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $43200000.00       | $40304502.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-31      | 0.7500%  | 0.0000% | $25295900.00       | $24561477.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 1.2500%  | 0.0000% | $94000500.00       | $87424131.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 0.8750%  | 0.0000% | $5000000.00        | $4846530.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 0.6250%  | 0.0000% | $39390000.00       | $38090397.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $40000000.00       | $41048290.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-15      | 4.6250%  | 0.0000% | $70000000.00       | $71494338.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-15      | 4.6250%  | 0.0000% | $5000000.00        | $5091769.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.8750%  | 0.0000% | $52745000.00       | $53203524.63       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $19000000.00       | $19310649.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $50132625.00       | U.S. Treasuries (including strips) |

### Security 194: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AT82, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP19AT82_4.38_0701
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2026-08-15      | 1.5000%  | 0.0000% | $18345900.00       | $17952305.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $144001500.00      | $137287250.06      | U.S. Treasuries (including strips) |
| UNITED STS TREAS NTS   | 2027-12-31      | 0.6250%  | 0.0000% | $147595900.00      | $136748634.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $69661600.00       | $65011868.62       | U.S. Treasuries (including strips) |

### Security 195: Fixed Income Clearing Corp. - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. - Northern Trust 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AT90, C.3 - LEI: N/A, C.5 - Other ID: ARP19AT90_4.38_0701
- **C.18 - Value (incl. sponsor support):** $1611000000.00
- **C.18.a - Value (excl. sponsor support):** $1611000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B      | 2028-02-29      | 4.0000%  | 0.0000% | $210000000.00      | $214359777.53      | U.S. Treasuries (including strips) |
| UNITED STS TREAS NTS | 2028-02-29      | 1.1250%  | 0.0000% | $107278000.00      | $100304927.57      | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2028-02-15      | 4.2500%  | 0.0000% | $164248200.00      | $168995854.18      | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2028-03-15      | 3.8750%  | 0.0000% | $1140834900.00     | $1159559440.77     | U.S. Treasuries (including strips) |

### Security 196: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ATA7, C.3 - LEI: N/A, C.5 - Other ID: ARP19ATA7_4.38_0701
- **C.18 - Value (incl. sponsor support):** $1970000000.00
- **C.18.a - Value (excl. sponsor support):** $1970000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B        | 2044-05-15      | 4.6250%  | 0.0000% | $56592400.00       | $55645000.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $46481000.00       | $41594440.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $228584300.00      | $212009406.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $7202700.00        | $7382037.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2032-02-15      | 1.8750%  | 0.0000% | $81000000.00       | $71588399.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2028-08-15      | 2.8750%  | 0.0000% | $2014500.00        | $1985097.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $341600.00         | $343005.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $26796300.00       | $26809291.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2029-02-15      | 2.6250%  | 0.0000% | $20855100.00       | $20271018.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $472289100.00      | $441625139.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $8030000.00        | $8559939.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $4716300.00        | $4746556.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $23697300.00       | $23835787.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2045-08-15      | 2.8750%  | 0.0000% | $122081200.00      | $92182132.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 2.8750%  | 0.0000% | $13249000.00       | $13387319.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2027-01-31      | 1.5000%  | 0.0000% | $65000000.00       | $63080840.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2030-05-15      | 0.6250%  | 0.0000% | $185582000.00      | $159555841.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $50498400.00       | $51182609.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $126062500.00      | $128828168.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $49451598.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2029-08-31      | 3.6250%  | 0.0000% | $14542300.00       | $14633315.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $40504600.00       | $30165673.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2049-08-15      | 2.2500%  | 0.0000% | $81131400.00       | $51333206.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2050-02-15      | 2.0000%  | 0.0000% | $74742500.00       | $44232653.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $3363100.00        | $2871716.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $51587500.00       | $51624125.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2028-04-30      | 3.5000%  | 0.0000% | $450700.00         | $450553.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $27059100.00       | $27075748.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $42589100.00       | $26238268.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $1263700.00        | $1243629.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $4022300.00        | $3741433.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $21483800.00       | $21000792.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $26394600.00       | $25708768.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $5929100.00        | $6097886.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $22546100.00       | $21804846.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2028-07-31      | 1.0000%  | 0.0000% | $42853800.00       | $39653977.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $28832400.00       | $29802497.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $274300.00         | $280158.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $132272600.00      | $137377173.84      | U.S. Treasuries (including strips) |

### Security 197: Nomura Securities International Inc.

- **C.1 - Title:** Nomura Securities International Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ATB5, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP19ATB5_4.39_0701
- **C.18 - Value (incl. sponsor support):** $248000000.00
- **C.18.a - Value (excl. sponsor support):** $248000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY      | 2044-02-15      | 4.5000%  | 0.0000% | $113546000.00      | $111255977.93      | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-09-11      | 0.0000%  | 0.0000% | $178500.00         | $176990.78         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-04      | 0.0000%  | 0.0000% | $900100.00         | $884079.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-08-15      | 1.5000%  | 0.0000% | $24450100.00       | $23925545.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-03-31      | 2.5000%  | 0.0000% | $20470500.00       | $20153511.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2040-05-15      | 4.3750%  | 0.0000% | $68368700.00       | $66904567.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2041-02-15      | 4.7500%  | 0.0000% | $3136900.00        | $3220078.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-02-15      | 2.2500%  | 0.0000% | $18165300.00       | $17870039.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-08-31      | 3.1250%  | 0.0000% | $4964800.00        | $4891514.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-10-31      | 1.6250%  | 0.0000% | $2908000.00        | $2830346.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-02-15      | 1.1250%  | 0.0000% | $977000.00         | $847836.15         | U.S. Treasuries (including strips) |

### Security 198: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ATC3, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19ATC3_4.39_0701
- **C.18 - Value (incl. sponsor support):** $124000000.00
- **C.18.a - Value (excl. sponsor support):** $124000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $41360000.00       | $38235725.49       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $5329800.00        | $5136465.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $51003000.00       | $50628867.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $32683000.00       | $32479025.40       | U.S. Treasuries (including strips) |

### Security 199: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ATD1, C.3 - LEI: N/A, C.5 - Other ID: ARP19ATD1_4.38_0701
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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               | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $92.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 4.3750%  | 0.0000% | $1000.00           | $1028.04           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $465000.00         | $996752.47         | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2031-02-28      | 4.2500%  | 0.0000% | $6000.00           | $6192.14           | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2029-03-31      | 4.1250%  | 0.0000% | $300.00            | $306.92            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $15200.00          | $19068.99          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $989200.00         | $1020665.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $5855200.00        | $6117175.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $37400.00          | $38118.37          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $86600.00          | $141409.47         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $4534700.00        | $5000231.25        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $97200.00          | $96681.15          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $700.00            | $842.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $1062400.00        | $1050747.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $128900.00         | $130712.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $4122000.00        | $4129073.62        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $559600.00         | $518388.92         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $5804100.00        | $6204994.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2026-11-30      | 4.2500%  | 0.0000% | $190000.00         | $191611.32         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $150900.00         | $100969.08         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-01-15      | 0.1250%  | 0.0000% | $2568300.00        | $2929947.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $97.75             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $600.00            | $618.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 4.3750%  | 0.0000% | $5597300.00        | $5730269.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2032-01-31      | 4.3750%  | 0.0000% | $3300.00           | $3433.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-29      | 4.1250%  | 0.0000% | $900.00            | $919.08            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $4906900.00        | $4214306.77        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $7474800.00        | $8228316.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $85.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B                      | 2028-05-15      | 3.7500%  | 0.0000% | $1060800.00        | $1066764.35        | U.S. Treasuries (including strips) |

### Security 200: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AW13, C.3 - LEI: N/A, C.5 - Other ID: ARP19AW13_4.39_0701
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B        | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $56154200.00       | $57552360.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $79.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $10800.00          | $8769.38           | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2034-11-15      | 4.2500%  | 0.0000% | $5643400.00        | $5680993.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $101.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2028-04-15      | 3.7500%  | 0.0000% | $5200.00           | $5244.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |

### Security 201: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AWN5, C.3 - LEI: N/A, C.5 - Other ID: ARP19AWN5_4.38_0701
- **C.18 - Value (incl. sponsor support):** $372000000.00
- **C.18.a - Value (excl. sponsor support):** $372000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $44980100.00       | $36734449.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $41889200.00       | $41187943.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-05-15      | 4.5000%  | 0.0000% | $22820100.00       | $23118974.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 3.1250%  | 0.0000% | $27792600.00       | $22794886.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $8715300.00        | $6959437.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $35040200.00       | $26458458.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $35060700.00       | $25829103.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $45405300.00       | $34023144.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $28502600.00       | $21406189.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $74515200.00       | $44098137.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $74226800.00       | $36775650.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $50076400.00       | $36700444.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $32063400.00       | $23399351.34       | U.S. Treasuries (including strips) |

### Security 202: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B610, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP19B610_4.34_0701
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2027-02-15      | 2.2500%  | 0.0000% | $51842700.00       | $51000042.74       | U.S. Treasuries (including strips) |

### Security 203: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.260000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B628, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19B628_4.26_0701
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2030-03-31      | 3.6250%  | 0.0000% | $17789500.00       | $17802130.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2033-05-15      | 3.3750%  | 0.0000% | $47540400.00       | $45437961.47       | U.S. Treasuries (including strips) |

### Security 204: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B685, C.3 - LEI: N/A, C.5 - Other ID: ARP19B685_4.40_0701
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $96600500.00       | $76500037.01       | U.S. Treasuries (including strips) |

### Security 205: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6G7, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: ARP19B6G7_4.25_0701
- **C.18 - Value (incl. sponsor support):** $26539000000.00
- **C.18.a - Value (excl. sponsor support):** $26539000000.00
- **C.19 - Percentage of Net Assets:** 27.3300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B        | 2031-11-15      | 1.3750%  | 0.0000% | $2128790200.00     | $1821988424.18     | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2032-02-15      | 1.8750%  | 0.0000% | $90649100.00       | $80116345.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $463438000.00      | $433348708.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 3.1250%  | 0.0000% | $14267000.00       | $14406488.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $9708394300.00     | $9255728280.27     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $7802916800.00     | $7224401393.17     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $3494161400.00     | $3032217336.53     | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2031-05-15      | 1.6250%  | 0.0000% | $5302448100.00     | $4679926111.33     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BCX3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP19BCX3_4.35_0701
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2033-02-15      | 3.5000%  | 0.0000% | $81440900.00       | $79431059.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2026-09-30      | 3.5000%  | 0.0000% | $22490300.00       | $22568975.25       | U.S. Treasuries (including strips) |

### Security 207: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BDB0, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP19BDB0_4.38_0701
- **C.18 - Value (incl. sponsor support):** $54000000.00
- **C.18.a - Value (excl. sponsor support):** $54000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $991.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $30879000.00       | $31556450.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $24999400.00       | $23225826.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $200.00            | $140.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B        | 2031-08-15      | 1.2500%  | 0.0000% | $345400.00         | $296590.70         | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Vanguard CMT Funds

**Date:** 2025-07-08

**By:** Ashley Grim

**Name of Signing Officer:** Ashley Grim

**Title of Signing Officer:** Treasurer