# EDGAR Filing Document

**Accession Number:** 0000798290
**File Stem:** 0001410368-25-000081
**Filing Date:** 2025-8
**Character Count:** 303121
**Document Hash:** bdda380fd03ff5a4c05fd543a55b6ea0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-000081.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001410368-25-000081

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04782
- **FILM NUMBER:** 251192344

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

**Registrant Full Name:** The HSBC Funds

**CIK Number of Registrant:** 0000798290

**LEI of Registrant:** 213800JVHAGFQYZSO120

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

**LEI of Series:** 213800MK2OTSN7TSAV83

**EDGAR Series Identifier:** S000005047

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 39 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $43078486001.62

- **Amortized Cost of Portfolio Securities:** $43079393691.04

- **Cash:** $360954.05

- **Total Other Assets:** $81415038.89

- **Total Liabilities:** $1111978900.10

- **Net Assets of Series:** $42049190783.88

- **Number of Shares Outstanding (Series):** 42050685649.8320

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $31933018196.84           | $32143009669.64            | 75.5200%                  | 76.0200%                   |
| 2025-07-02 | $29105728578.12           | $29515720904.42            | 73.7700%                  | 74.8100%                   |
| 2025-07-03 | $28780914898.73           | $28990908796.53            | 73.9100%                  | 74.4500%                   |
| 2025-07-07 | $28910134043.66           | $29210133707.66            | 74.0400%                  | 74.8100%                   |
| 2025-07-08 | $29912576462.95           | $30587575818.45            | 74.6900%                  | 76.3800%                   |
| 2025-07-09 | $29120594966.30           | $29595594599.05            | 74.2500%                  | 75.4600%                   |
| 2025-07-10 | $28507443776.02           | $28982443030.52            | 73.8400%                  | 75.0700%                   |
| 2025-07-11 | $28511938046.86           | $28886937739.36            | 74.0200%                  | 74.9900%                   |
| 2025-07-14 | $29720647791.35           | $29720647791.35            | 75.5300%                  | 75.5300%                   |
| 2025-07-15 | $30834668601.37           | $30934669156.37            | 76.2100%                  | 76.4600%                   |
| 2025-07-16 | $30537392953.71           | $30637393408.71            | 75.2900%                  | 75.5300%                   |
| 2025-07-17 | $30119744991.86           | $30219745349.86            | 75.0300%                  | 75.2800%                   |
| 2025-07-18 | $28359781739.70           | $28459781824.70            | 73.8700%                  | 74.1300%                   |
| 2025-07-21 | $29029895497.36           | $29248290943.36            | 74.2100%                  | 74.7700%                   |
| 2025-07-22 | $29523043035.94           | $29741438058.26            | 73.9100%                  | 74.4600%                   |
| 2025-07-23 | $30966208750.87           | $31184603356.06            | 74.6000%                  | 75.1200%                   |
| 2025-07-24 | $30526231899.63           | $30744626094.24            | 74.3200%                  | 74.8500%                   |
| 2025-07-25 | $30907750638.80           | $30907750638.80            | 74.4900%                  | 74.4900%                   |
| 2025-07-28 | $32589649492.57           | $32589649492.57            | 75.5100%                  | 75.5100%                   |
| 2025-07-29 | $31190362909.94           | $31190362909.94            | 74.6500%                  | 74.6500%                   |
| 2025-07-30 | $30878791320.07           | $30968791365.97            | 74.3600%                  | 74.5800%                   |
| 2025-07-31 | $32262090982.45           | $32551266294.44            | 74.7500%                  | 75.4200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.3900%             |
| 2025-07-02 | 4.4000%             |
| 2025-07-03 | 4.3800%             |
| 2025-07-07 | 4.3800%             |
| 2025-07-08 | 4.3700%             |
| 2025-07-09 | 4.3700%             |
| 2025-07-10 | 4.3700%             |
| 2025-07-11 | 4.3600%             |
| 2025-07-14 | 4.3600%             |
| 2025-07-15 | 4.3600%             |
| 2025-07-16 | 4.3600%             |
| 2025-07-17 | 4.3700%             |
| 2025-07-18 | 4.3700%             |
| 2025-07-21 | 4.3600%             |
| 2025-07-22 | 4.3600%             |
| 2025-07-23 | 4.3500%             |
| 2025-07-24 | 4.3500%             |
| 2025-07-25 | 4.3600%             |
| 2025-07-28 | 4.3600%             |
| 2025-07-29 | 4.3700%             |
| 2025-07-30 | 4.3700%             |
| 2025-07-31 | 4.3700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0000                      |
|  |  |
| 2025-07-02 | 1.0000                      |
|  |  |
| 2025-07-03 | 1.0000                      |
|  |  |
| 2025-07-07 | 1.0000                      |
|  |  |
| 2025-07-08 | 1.0000                      |
|  |  |
| 2025-07-09 | 1.0000                      |
|  |  |
| 2025-07-10 | 1.0000                      |
|  |  |
| 2025-07-11 | 1.0000                      |
|  |  |
| 2025-07-14 | 1.0000                      |
|  |  |
| 2025-07-15 | 1.0000                      |
|  |  |
| 2025-07-16 | 1.0000                      |
|  |  |
| 2025-07-17 | 1.0000                      |
|  |  |
| 2025-07-18 | 1.0000                      |
|  |  |
| 2025-07-21 | 1.0000                      |
|  |  |
| 2025-07-22 | 1.0000                      |
|  |  |
| 2025-07-23 | 1.0000                      |
|  |  |
| 2025-07-24 | 1.0000                      |
|  |  |
| 2025-07-25 | 1.0000                      |
|  |  |
| 2025-07-28 | 1.0000                      |
|  |  |
| 2025-07-29 | 1.0000                      |
|  |  |
| 2025-07-30 | 1.0000                      |
|  |  |
| 2025-07-31 | 0.9999                      |
|  |  |

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

### Class: Class Y

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2299554117.34

- **Number of Shares Outstanding:** 2299587594.6010

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $395150537.58             | $91289910.43            |
| 2025-07-02 | $92484377.19              | $500789926.17           |
| 2025-07-03 | $514331630.63             | $274916403.02           |
| 2025-07-07 | $78481119.17              | $661641090.19           |
| 2025-07-08 | $534493283.81             | $81078908.29            |
| 2025-07-09 | $608440012.84             | $419847110.12           |
| 2025-07-10 | $170183404.96             | $301624230.57           |
| 2025-07-11 | $186878006.50             | $493456683.77           |
| 2025-07-14 | $73013734.57              | $202410202.65           |
| 2025-07-15 | $88597533.22              | $54220426.86            |
| 2025-07-16 | $164574709.31             | $149565858.38           |
| 2025-07-17 | $212064597.47             | $54970763.30            |
| 2025-07-18 | $12035124.20              | $261311897.24           |
| 2025-07-21 | $190356896.22             | $157214567.36           |
| 2025-07-22 | $86201932.53              | $153845110.01           |
| 2025-07-23 | $199654977.71             | $57177718.76            |
| 2025-07-24 | $57788473.24              | $270339722.83           |
| 2025-07-25 | $72058230.72              | $23927222.42            |
| 2025-07-28 | $394965235.06             | $62250655.43            |
| 2025-07-29 | $423814861.13             | $385462679.29           |
| 2025-07-30 | $286473366.72             | $353847683.25           |
| 2025-07-31 | $156918196.90             | $51335619.08            |

**Total Gross Subscriptions (Month):** $4998960241.68

**Total Gross Redemptions (Month):** $5062524389.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1600%           |
| 2025-07-02 | 4.1700%           |
| 2025-07-03 | 4.1500%           |
| 2025-07-07 | 4.1500%           |
| 2025-07-08 | 4.1400%           |
| 2025-07-09 | 4.1400%           |
| 2025-07-10 | 4.1400%           |
| 2025-07-11 | 4.1300%           |
| 2025-07-14 | 4.1300%           |
| 2025-07-15 | 4.1300%           |
| 2025-07-16 | 4.1300%           |
| 2025-07-17 | 4.1300%           |
| 2025-07-18 | 4.1300%           |
| 2025-07-21 | 4.1300%           |
| 2025-07-22 | 4.1300%           |
| 2025-07-23 | 4.1200%           |
| 2025-07-24 | 4.1200%           |
| 2025-07-25 | 4.1300%           |
| 2025-07-28 | 4.1300%           |
| 2025-07-29 | 4.1400%           |
| 2025-07-30 | 4.1400%           |
| 2025-07-31 | 4.1400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                                               | PARTNERSHIPS     | 6.6800%          | 0.0000%              |
| Other                                               | PARTNERSHIPS     | 7.7500%          | 0.0000%              |
| Other                                               | PARTNERSHIPS     | 5.2200%          | 0.0000%              |
| Depository institution or other banking institution |  | 16.8800%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.6900%         | 0.0000%              |
| Non-financial corporation                           |  | 7.0200%          | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1860993203.17

- **Number of Shares Outstanding:** 1860739021.6110

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0002          |
|  |  |
| 2025-07-02 | 1.0002          |
|  |  |
| 2025-07-03 | 1.0001          |
|  |  |
| 2025-07-07 | 1.0001          |
|  |  |
| 2025-07-08 | 1.0001          |
|  |  |
| 2025-07-09 | 1.0001          |
|  |  |
| 2025-07-10 | 1.0001          |
|  |  |
| 2025-07-11 | 1.0001          |
|  |  |
| 2025-07-14 | 1.0001          |
|  |  |
| 2025-07-15 | 1.0001          |
|  |  |
| 2025-07-16 | 1.0001          |
|  |  |
| 2025-07-17 | 1.0001          |
|  |  |
| 2025-07-18 | 1.0001          |
|  |  |
| 2025-07-21 | 1.0001          |
|  |  |
| 2025-07-22 | 1.0001          |
|  |  |
| 2025-07-23 | 1.0001          |
|  |  |
| 2025-07-24 | 1.0001          |
|  |  |
| 2025-07-25 | 1.0001          |
|  |  |
| 2025-07-28 | 1.0001          |
|  |  |
| 2025-07-29 | 1.0001          |
|  |  |
| 2025-07-30 | 1.0001          |
|  |  |
| 2025-07-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $34153291.75              | $6320042.18             |
| 2025-07-02 | $15302938.22              | $0.00                   |
| 2025-07-03 | $570417.39                | $25429780.14            |
| 2025-07-07 | $7676960.32               | $0.36                   |
| 2025-07-08 | $77028782.35              | $3042296.65             |
| 2025-07-09 | $7165841.35               | $0.00                   |
| 2025-07-10 | $29445559.60              | $3297380.27             |
| 2025-07-11 | $21327971.47              | $6965842.60             |
| 2025-07-14 | $225743.82                | $4670250.48             |
| 2025-07-15 | $8788937.30               | $10656022.84            |
| 2025-07-16 | $20812258.91              | $5393647.89             |
| 2025-07-17 | $6769705.22               | $19156709.09            |
| 2025-07-18 | $7708407.72               | $4362.09                |
| 2025-07-21 | $854499.64                | $6617730.38             |
| 2025-07-22 | $271489.85                | $9292262.44             |
| 2025-07-23 | $1870069.31               | $344795.07              |
| 2025-07-24 | $4866769.09               | $36266318.20            |
| 2025-07-25 | $165136399.49             | $2577604.28             |
| 2025-07-28 | $1356528.37               | $14197154.98            |
| 2025-07-29 | $3532336.30               | $240919169.41           |
| 2025-07-30 | $3822813.18               | $5252938.36             |
| 2025-07-31 | $35170372.28              | $1018921.71             |

**Total Gross Subscriptions (Month):** $453858092.93

**Total Gross Redemptions (Month):** $401423229.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.9100%           |
| 2025-07-02 | 3.9200%           |
| 2025-07-03 | 3.9000%           |
| 2025-07-07 | 3.9000%           |
| 2025-07-08 | 3.8900%           |
| 2025-07-09 | 3.8900%           |
| 2025-07-10 | 3.8800%           |
| 2025-07-11 | 3.8800%           |
| 2025-07-14 | 3.8800%           |
| 2025-07-15 | 3.8800%           |
| 2025-07-16 | 3.8800%           |
| 2025-07-17 | 3.8800%           |
| 2025-07-18 | 3.8800%           |
| 2025-07-21 | 3.8800%           |
| 2025-07-22 | 3.8800%           |
| 2025-07-23 | 3.8700%           |
| 2025-07-24 | 3.8700%           |
| 2025-07-25 | 3.8800%           |
| 2025-07-28 | 3.8800%           |
| 2025-07-29 | 3.8900%           |
| 2025-07-30 | 3.8900%           |
| 2025-07-31 | 3.8900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 88.6900%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.6800%          | 0.0000%              |

### Class: Class I

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $31619179007.92

- **Number of Shares Outstanding:** 31621031034.9800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 0.9999          |
|  |  |
| 2025-07-07 | 0.9999          |
|  |  |
| 2025-07-08 | 0.9999          |
|  |  |
| 2025-07-09 | 0.9999          |
|  |  |
| 2025-07-10 | 0.9999          |
|  |  |
| 2025-07-11 | 0.9999          |
|  |  |
| 2025-07-14 | 0.9999          |
|  |  |
| 2025-07-15 | 0.9999          |
|  |  |
| 2025-07-16 | 0.9999          |
|  |  |
| 2025-07-17 | 0.9999          |
|  |  |
| 2025-07-18 | 0.9999          |
|  |  |
| 2025-07-21 | 0.9999          |
|  |  |
| 2025-07-22 | 0.9999          |
|  |  |
| 2025-07-23 | 0.9999          |
|  |  |
| 2025-07-24 | 0.9999          |
|  |  |
| 2025-07-25 | 0.9999          |
|  |  |
| 2025-07-28 | 0.9999          |
|  |  |
| 2025-07-29 | 0.9999          |
|  |  |
| 2025-07-30 | 0.9999          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $2330722932.29            | $1249123582.46          |
| 2025-07-02 | $710373122.77             | $3535150959.72          |
| 2025-07-03 | $1365620573.40            | $1727964294.25          |
| 2025-07-07 | $1483961681.17            | $1241006580.18          |
| 2025-07-08 | $1413975727.79            | $460149018.89           |
| 2025-07-09 | $742485107.20             | $1076180089.16          |
| 2025-07-10 | $561469189.59             | $834489468.82           |
| 2025-07-11 | $1438586426.04            | $1349625870.62          |
| 2025-07-14 | $2107023531.81            | $1324110712.35          |
| 2025-07-15 | $1558023301.98            | $954924688.24           |
| 2025-07-16 | $710687271.68             | $1665055419.04          |
| 2025-07-17 | $965130324.22             | $688277448.83           |
| 2025-07-18 | $736751070.30             | $1520232004.16          |
| 2025-07-21 | $1114171141.69            | $828562969.30           |
| 2025-07-22 | $1510510299.88            | $680216163.74           |
| 2025-07-23 | $1648833682.16            | $542400155.36           |
| 2025-07-24 | $1086291991.05            | $1047796814.75          |
| 2025-07-25 | $2145123125.99            | $2029297523.95          |
| 2025-07-28 | $2223009811.59            | $801421963.74           |
| 2025-07-29 | $757962497.43             | $1936257739.65          |
| 2025-07-30 | $1127369413.43            | $1751133887.62          |
| 2025-07-31 | $2256623696.34            | $1500022479.91          |

**Total Gross Subscriptions (Month):** $29994705919.80

**Total Gross Redemptions (Month):** $28743399834.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2600%           |
| 2025-07-02 | 4.2700%           |
| 2025-07-03 | 4.2500%           |
| 2025-07-07 | 4.2500%           |
| 2025-07-08 | 4.2400%           |
| 2025-07-09 | 4.2400%           |
| 2025-07-10 | 4.2300%           |
| 2025-07-11 | 4.2300%           |
| 2025-07-14 | 4.2300%           |
| 2025-07-15 | 4.2300%           |
| 2025-07-16 | 4.2300%           |
| 2025-07-17 | 4.2300%           |
| 2025-07-18 | 4.2300%           |
| 2025-07-21 | 4.2300%           |
| 2025-07-22 | 4.2300%           |
| 2025-07-23 | 4.2200%           |
| 2025-07-24 | 4.2200%           |
| 2025-07-25 | 4.2300%           |
| 2025-07-28 | 4.2300%           |
| 2025-07-29 | 4.2400%           |
| 2025-07-30 | 4.2400%           |
| 2025-07-31 | 4.2400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | PARTNERSHIPS     | 6.7100%          | 0.0000%              |
| Other                     | PARTNERSHIPS     | 7.6400%          | 0.0000%              |
| Non-financial corporation |  | 7.1500%          | 0.0000%              |
| Non-financial corporation |  | 7.4500%          | 0.0000%              |

### Class: Intermediary Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $3082870542.92

- **Number of Shares Outstanding:** 3082918776.4300

- **Expense Reimbursement/Waiver:** 260909.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $25326937.71              | $41730857.81            |
| 2025-07-02 | $31193928.07              | $47280536.01            |
| 2025-07-03 | $25178352.41              | $9000131.39             |
| 2025-07-07 | $35384059.49              | $76521150.75            |
| 2025-07-08 | $188186769.13             | $1000000.00             |
| 2025-07-09 | $186880.00                | $727507340.00           |
| 2025-07-10 | $279925729.24             | $6727846.27             |
| 2025-07-11 | $93763878.75              | $74428618.25            |
| 2025-07-14 | $331587519.85             | $0.00                   |
| 2025-07-15 | $81567194.16              | $1000000.00             |
| 2025-07-16 | $313591077.66             | $1148000.00             |
| 2025-07-17 | $13046179.10              | $82535972.93            |
| 2025-07-18 | $63570.71                 | $629134486.62           |
| 2025-07-21 | $82974971.98              | $3061058.20             |
| 2025-07-22 | $30933033.69              | $38650000.00            |
| 2025-07-23 | $50000000.00              | $74998277.98            |
| 2025-07-24 | $10213510.00              | $9631165.38             |
| 2025-07-25 | $1940105.37               | $35000000.00            |
| 2025-07-28 | $114177583.58             | $11500000.00            |
| 2025-07-29 | $10064036.23              | $26145071.49            |
| 2025-07-30 | $23413283.58              | $1000000.00             |
| 2025-07-31 | $588906345.57             | $1030000.00             |

**Total Gross Subscriptions (Month):** $2331624946.28

**Total Gross Redemptions (Month):** $1899030513.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2300%           |
| 2025-07-02 | 4.2400%           |
| 2025-07-03 | 4.2200%           |
| 2025-07-07 | 4.2200%           |
| 2025-07-08 | 4.2100%           |
| 2025-07-09 | 4.2100%           |
| 2025-07-10 | 4.2100%           |
| 2025-07-11 | 4.2000%           |
| 2025-07-14 | 4.2000%           |
| 2025-07-15 | 4.2000%           |
| 2025-07-16 | 4.2000%           |
| 2025-07-17 | 4.2100%           |
| 2025-07-18 | 4.2100%           |
| 2025-07-21 | 4.2000%           |
| 2025-07-22 | 4.2000%           |
| 2025-07-23 | 4.1900%           |
| 2025-07-24 | 4.1900%           |
| 2025-07-25 | 4.2000%           |
| 2025-07-28 | 4.2000%           |
| 2025-07-29 | 4.2100%           |
| 2025-07-30 | 4.2100%           |
| 2025-07-31 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 20.8100%         | 0.0000%              |
| Non-financial corporation |  | 5.2500%          | 0.0000%              |
| Non-financial corporation |  | 61.7400%         | 0.0000%              |

### Class: Intermediary Service Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2772374303.00

- **Number of Shares Outstanding:** 2772217373.2900

- **Expense Reimbursement/Waiver:** 337576.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0001          |
|  |  |
| 2025-07-03 | 1.0001          |
|  |  |
| 2025-07-07 | 1.0001          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0001          |
|  |  |
| 2025-07-10 | 1.0001          |
|  |  |
| 2025-07-11 | 1.0001          |
|  |  |
| 2025-07-14 | 1.0001          |
|  |  |
| 2025-07-15 | 1.0001          |
|  |  |
| 2025-07-16 | 1.0001          |
|  |  |
| 2025-07-17 | 1.0001          |
|  |  |
| 2025-07-18 | 1.0001          |
|  |  |
| 2025-07-21 | 1.0001          |
|  |  |
| 2025-07-22 | 1.0001          |
|  |  |
| 2025-07-23 | 1.0001          |
|  |  |
| 2025-07-24 | 1.0001          |
|  |  |
| 2025-07-25 | 1.0001          |
|  |  |
| 2025-07-28 | 1.0001          |
|  |  |
| 2025-07-29 | 1.0001          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $66849146.84              | $100479471.42           |
| 2025-07-02 | $53488446.11              | $43069514.56            |
| 2025-07-03 | $60034648.58              | $20637561.53            |
| 2025-07-07 | $191621211.30             | $20313305.62            |
| 2025-07-08 | $77765570.71              | $47420774.80            |
| 2025-07-09 | $73557285.18              | $44467114.63            |
| 2025-07-10 | $91937388.95              | $222262391.21           |
| 2025-07-11 | $99214986.81              | $21880744.55            |
| 2025-07-14 | $55753923.39              | $214766999.27           |
| 2025-07-15 | $58766924.15              | $63375173.02            |
| 2025-07-16 | $66074032.15              | $52840083.92            |
| 2025-07-17 | $72762966.11              | $44322986.45            |
| 2025-07-18 | $133224061.51             | $270188714.99           |
| 2025-07-21 | $102981813.03             | $79018089.79            |
| 2025-07-22 | $68501324.98              | $36596292.17            |
| 2025-07-23 | $159636940.44             | $95177931.38            |
| 2025-07-24 | $89583877.09              | $32362897.82            |
| 2025-07-25 | $72970203.20              | $20012452.13            |
| 2025-07-28 | $102306479.09             | $31308612.94            |
| 2025-07-29 | $57187695.78              | $44397384.11            |
| 2025-07-30 | $48436763.99              | $96760186.45            |
| 2025-07-31 | $87260489.90              | $53104069.34            |

**Total Gross Subscriptions (Month):** $1889916179.29

**Total Gross Redemptions (Month):** $1654762752.10

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2100%           |
| 2025-07-02 | 4.2200%           |
| 2025-07-03 | 4.2000%           |
| 2025-07-07 | 4.2000%           |
| 2025-07-08 | 4.1900%           |
| 2025-07-09 | 4.1900%           |
| 2025-07-10 | 4.1900%           |
| 2025-07-11 | 4.1800%           |
| 2025-07-14 | 4.1800%           |
| 2025-07-15 | 4.1800%           |
| 2025-07-16 | 4.1800%           |
| 2025-07-17 | 4.1900%           |
| 2025-07-18 | 4.1900%           |
| 2025-07-21 | 4.1800%           |
| 2025-07-22 | 4.1800%           |
| 2025-07-23 | 4.1700%           |
| 2025-07-24 | 4.1700%           |
| 2025-07-25 | 4.1800%           |
| 2025-07-28 | 4.1800%           |
| 2025-07-29 | 4.1900%           |
| 2025-07-30 | 4.1900%           |
| 2025-07-31 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 22.7400%         | 0.0000%              |
| Non-financial corporation                           |  | 13.1600%         | 0.0000%              |
| Non-financial corporation                           |  | 5.0900%          | 0.0000%              |
| Non-financial corporation                           |  | 6.6100%          | 0.0000%              |

### Class: Class P

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $414219609.53

- **Number of Shares Outstanding:** 414191848.9200

- **Expense Reimbursement/Waiver:** 32402.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0001          |
|  |  |
| 2025-07-03 | 1.0001          |
|  |  |
| 2025-07-07 | 1.0001          |
|  |  |
| 2025-07-08 | 1.0001          |
|  |  |
| 2025-07-09 | 1.0001          |
|  |  |
| 2025-07-10 | 1.0001          |
|  |  |
| 2025-07-11 | 1.0001          |
|  |  |
| 2025-07-14 | 1.0001          |
|  |  |
| 2025-07-15 | 1.0001          |
|  |  |
| 2025-07-16 | 1.0001          |
|  |  |
| 2025-07-17 | 1.0001          |
|  |  |
| 2025-07-18 | 1.0001          |
|  |  |
| 2025-07-21 | 1.0001          |
|  |  |
| 2025-07-22 | 1.0001          |
|  |  |
| 2025-07-23 | 1.0001          |
|  |  |
| 2025-07-24 | 1.0001          |
|  |  |
| 2025-07-25 | 1.0001          |
|  |  |
| 2025-07-28 | 1.0001          |
|  |  |
| 2025-07-29 | 1.0001          |
|  |  |
| 2025-07-30 | 1.0001          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $44054466.83              | $5751998.57             |
| 2025-07-02 | $1487836.34               | $1221121.86             |
| 2025-07-03 | $2177016.26               | $9614142.92             |
| 2025-07-07 | $8266429.97               | $7675921.84             |
| 2025-07-08 | $3470730.67               | $11593474.86            |
| 2025-07-09 | $5780008.48               | $949568.34              |
| 2025-07-10 | $12837739.21              | $2660805.87             |
| 2025-07-11 | $8660571.95               | $3641543.54             |
| 2025-07-14 | $6948775.69               | $3426364.90             |
| 2025-07-15 | $3730229.92               | $1227790.99             |
| 2025-07-16 | $2511571.79               | $3189612.45             |
| 2025-07-17 | $1373614.86               | $10841736.38            |
| 2025-07-18 | $24875716.00              | $449076.46              |
| 2025-07-21 | $8105884.14               | $8576725.95             |
| 2025-07-22 | $20805968.16              | $10869658.80            |
| 2025-07-23 | $16389674.50              | $4031059.13             |
| 2025-07-24 | $361862.06                | $1753056.58             |
| 2025-07-25 | $3360578.26               | $13139852.99            |
| 2025-07-28 | $583238.65                | $5565890.25             |
| 2025-07-29 | $8720300.18               | $3127158.04             |
| 2025-07-30 | $16901896.73              | $6977324.06             |
| 2025-07-31 | $18775110.07              | $12849717.11            |

**Total Gross Subscriptions (Month):** $220179220.72

**Total Gross Redemptions (Month):** $129133601.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2100%           |
| 2025-07-02 | 4.2200%           |
| 2025-07-03 | 4.2000%           |
| 2025-07-07 | 4.2000%           |
| 2025-07-08 | 4.1900%           |
| 2025-07-09 | 4.1900%           |
| 2025-07-10 | 4.1900%           |
| 2025-07-11 | 4.1800%           |
| 2025-07-14 | 4.1800%           |
| 2025-07-15 | 4.1800%           |
| 2025-07-16 | 4.1800%           |
| 2025-07-17 | 4.1900%           |
| 2025-07-18 | 4.1900%           |
| 2025-07-21 | 4.1800%           |
| 2025-07-22 | 4.1800%           |
| 2025-07-23 | 4.1700%           |
| 2025-07-24 | 4.1700%           |
| 2025-07-25 | 4.1800%           |
| 2025-07-28 | 4.1800%           |
| 2025-07-29 | 4.1900%           |
| 2025-07-30 | 4.1900%           |
| 2025-07-31 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 6.0400%          | 0.0000%              |
| Non-financial corporation |  | 6.6300%          | 0.0000%              |
| Non-financial corporation |  | 12.2200%         | 0.0000%              |
| Non-financial corporation |  | 7.0300%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** BlackRock Liquidity Funds FedFund Portfolio, Institutional Shares 4.207000%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 05999F9K6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6409012.07
- **C.18.a - Value (excl. sponsor support):** $6409012.07
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AKEA0, C.4 - ISIN: US3130AKEA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $60028668.60
- **C.18.a - Value (excl. sponsor support):** $60028668.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200113982.00
- **C.18.a - Value (excl. sponsor support):** $200113982.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYAQ9, C.4 - ISIN: US3130AYAQ96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200126154.00
- **C.18.a - Value (excl. sponsor support):** $200126154.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KS1, C.4 - ISIN: US3130B3KS16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50000655.50
- **C.18.a - Value (excl. sponsor support):** $50000655.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4GS4, C.4 - ISIN: US3130B4GS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $90000230.40
- **C.18.a - Value (excl. sponsor support):** $90000230.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4H46, C.4 - ISIN: US3130B4H465, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100005077.00
- **C.18.a - Value (excl. sponsor support):** $100005077.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4ZC8, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999698.00
- **C.18.a - Value (excl. sponsor support):** $99999698.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TM0, C.4 - ISIN: US3130B5TM03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499998765.00
- **C.18.a - Value (excl. sponsor support):** $499998765.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5WR5, C.4 - ISIN: US3130B5WR52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200004290.00
- **C.18.a - Value (excl. sponsor support):** $200004290.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B67K6, C.4 - ISIN: US3130B67K69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002239.00
- **C.18.a - Value (excl. sponsor support):** $100002239.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.325000%
- **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):** $249999877.50
- **C.18.a - Value (excl. sponsor support):** $249999877.50
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AQ9, C.4 - ISIN: US3130B6AQ90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002193.00
- **C.18.a - Value (excl. sponsor support):** $100002193.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HS8, C.4 - ISIN: US3130B6HS83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999140.00
- **C.18.a - Value (excl. sponsor support):** $249999140.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.315000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MX1, C.4 - ISIN: US3130B6MX14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200002724.00
- **C.18.a - Value (excl. sponsor support):** $200002724.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6N36, C.4 - ISIN: US3130B6N369, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199998760.00
- **C.18.a - Value (excl. sponsor support):** $199998760.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75S9, C.4 - ISIN: US3130B75S95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150015643.50
- **C.18.a - Value (excl. sponsor support):** $150015643.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75T7, C.4 - ISIN: US3130B75T78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100014987.00
- **C.18.a - Value (excl. sponsor support):** $100014987.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75U4, C.4 - ISIN: US3130B75U42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150008490.00
- **C.18.a - Value (excl. sponsor support):** $150008490.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B76Y5, C.4 - ISIN: US3130B76Y54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $160009052.80
- **C.18.a - Value (excl. sponsor support):** $160009052.80
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B77K4, C.4 - ISIN: US3130B77K42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150004618.50
- **C.18.a - Value (excl. sponsor support):** $150004618.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7A95, C.4 - ISIN: US3130B7A950, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $180007558.20
- **C.18.a - Value (excl. sponsor support):** $180007558.20
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7CR3, C.4 - ISIN: US3130B7CR39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50001183.50
- **C.18.a - Value (excl. sponsor support):** $50001183.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 24: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6M2, C.4 - ISIN: US3133EP6M26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250471327.50
- **C.18.a - Value (excl. sponsor support):** $250471327.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD28, C.4 - ISIN: US3133EPD286, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200004194.00
- **C.18.a - Value (excl. sponsor support):** $200004194.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD85, C.4 - ISIN: US3133EPD856, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70018890.90
- **C.18.a - Value (excl. sponsor support):** $70018890.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH99, C.4 - ISIN: US3133EPH998, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275067988.25
- **C.18.a - Value (excl. sponsor support):** $275067988.25
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 28: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPP33, C.4 - ISIN: US3133EPP330, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50113376.00
- **C.18.a - Value (excl. sponsor support):** $50113376.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPP82, C.4 - ISIN: US3133EPP827, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100022039.00
- **C.18.a - Value (excl. sponsor support):** $100022039.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50032225.50
- **C.18.a - Value (excl. sponsor support):** $50032225.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPSH9, C.4 - ISIN: US3133EPSH91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149174426.09
- **C.18.a - Value (excl. sponsor support):** $149174426.09
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPUG8, C.4 - ISIN: US3133EPUG80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $325009659.00
- **C.18.a - Value (excl. sponsor support):** $325009659.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPUJ2, C.4 - ISIN: US3133EPUJ20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $22002520.10
- **C.18.a - Value (excl. sponsor support):** $22002520.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPV28, C.4 - ISIN: US3133EPV288, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200075428.00
- **C.18.a - Value (excl. sponsor support):** $200075428.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVL6, C.4 - ISIN: US3133EPVL66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $265187264.00
- **C.18.a - Value (excl. sponsor support):** $265187264.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWR2, C.4 - ISIN: US3133EPWR28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400041476.00
- **C.18.a - Value (excl. sponsor support):** $400041476.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZF5, C.4 - ISIN: US3133EPZF52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100023051.00
- **C.18.a - Value (excl. sponsor support):** $100023051.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3B5, C.4 - ISIN: US3133ER3B51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250035772.50
- **C.18.a - Value (excl. sponsor support):** $250035772.50
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4D0, C.4 - ISIN: US3133ER4D09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200021618.00
- **C.18.a - Value (excl. sponsor support):** $200021618.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4Z1, C.4 - ISIN: US3133ER4Z11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100012744.00
- **C.18.a - Value (excl. sponsor support):** $100012744.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7A3, C.4 - ISIN: US3133ER7A33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29999888.10
- **C.18.a - Value (excl. sponsor support):** $29999888.10
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD65, C.4 - ISIN: US3133ERD654, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100012905.00
- **C.18.a - Value (excl. sponsor support):** $100012905.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10010840.40
- **C.18.a - Value (excl. sponsor support):** $10010840.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40043849.60
- **C.18.a - Value (excl. sponsor support):** $40043849.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK67, C.4 - ISIN: US3133ERK675, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125012761.25
- **C.18.a - Value (excl. sponsor support):** $125012761.25
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKL4, C.4 - ISIN: US3133ERKL42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164162363.44
- **C.18.a - Value (excl. sponsor support):** $164162363.44
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50043551.50
- **C.18.a - Value (excl. sponsor support):** $50043551.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKY6, C.4 - ISIN: US3133ERKY62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174971835.50
- **C.18.a - Value (excl. sponsor support):** $174971835.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15016089.30
- **C.18.a - Value (excl. sponsor support):** $15016089.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPH8, C.4 - ISIN: US3133ERPH84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150022468.50
- **C.18.a - Value (excl. sponsor support):** $150022468.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60055241.40
- **C.18.a - Value (excl. sponsor support):** $60055241.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50054651.00
- **C.18.a - Value (excl. sponsor support):** $50054651.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQC8, C.4 - ISIN: US3133ERQC88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200170646.00
- **C.18.a - Value (excl. sponsor support):** $200170646.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQN4, C.4 - ISIN: US3133ERQN44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150014889.00
- **C.18.a - Value (excl. sponsor support):** $150014889.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS77, C.4 - ISIN: US3133ERS777, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $249977005.00
- **C.18.a - Value (excl. sponsor support):** $249977005.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10010175.00
- **C.18.a - Value (excl. sponsor support):** $10010175.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTL5, C.4 - ISIN: US3133ERTL50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279984157.60
- **C.18.a - Value (excl. sponsor support):** $279984157.60
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUU3, C.4 - ISIN: US3133ERUU31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100014607.00
- **C.18.a - Value (excl. sponsor support):** $100014607.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175019470.50
- **C.18.a - Value (excl. sponsor support):** $175019470.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW80, C.4 - ISIN: US3133ERW803, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150063480.00
- **C.18.a - Value (excl. sponsor support):** $150063480.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW98, C.4 - ISIN: US3133ERW985, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60025671.00
- **C.18.a - Value (excl. sponsor support):** $60025671.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWG2, C.4 - ISIN: US3133ERWG29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $350025693.50
- **C.18.a - Value (excl. sponsor support):** $350025693.50
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX48, C.4 - ISIN: US3133ERX488, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175063780.50
- **C.18.a - Value (excl. sponsor support):** $175063780.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $240992159.71
- **C.18.a - Value (excl. sponsor support):** $240992159.71
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZ53, C.4 - ISIN: US3133ERZ533, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250035050.00
- **C.18.a - Value (excl. sponsor support):** $250035050.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15015711.90
- **C.18.a - Value (excl. sponsor support):** $15015711.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85104822.85
- **C.18.a - Value (excl. sponsor support):** $85104822.85
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100010513.00
- **C.18.a - Value (excl. sponsor support):** $100010513.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEN3, C.4 - ISIN: US3133ETEN38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100015630.00
- **C.18.a - Value (excl. sponsor support):** $100015630.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGF8, C.4 - ISIN: US3133ETGF85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75009384.75
- **C.18.a - Value (excl. sponsor support):** $75009384.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.325000%
- **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):** $20000373.60
- **C.18.a - Value (excl. sponsor support):** $20000373.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100010363.00
- **C.18.a - Value (excl. sponsor support):** $100010363.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50006444.50
- **C.18.a - Value (excl. sponsor support):** $50006444.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETND5, C.4 - ISIN: US3133ETND54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50025338.00
- **C.18.a - Value (excl. sponsor support):** $50025338.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPA9, C.4 - ISIN: US3133ETPA97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90014522.40
- **C.18.a - Value (excl. sponsor support):** $90014522.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRJ8, C.4 - ISIN: US3133ETRJ88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125023537.50
- **C.18.a - Value (excl. sponsor support):** $125023537.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSC2, C.4 - ISIN: US3133ETSC27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25004718.00
- **C.18.a - Value (excl. sponsor support):** $25004718.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $73053396.58
- **C.18.a - Value (excl. sponsor support):** $73053396.58
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: State Street Institutional U.S. Government Money Market Fund- Premier Class

- **C.1 - Title:** State Street Institutional U.S. Government Money Market Fund- Premier Class 4.245700%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 7839989D1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1405353860.47
- **C.18.a - Value (excl. sponsor support):** $1405353860.47
- **C.19 - Percentage of Net Assets:** 3.3400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: FIXED INCOME CLEARING CORPORATION (STATE STREET BANK)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (STATE STREET BANK) 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_4.36_0801
- **C.18 - Value (incl. sponsor support):** $4030000000.00
- **C.18.a - Value (excl. sponsor support):** $4030000000.00
- **C.19 - Percentage of Net Assets:** 9.5800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $386100700.00      | $245093291.90      | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $1290000000.00     | $797646357.90      | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $575198200.00      | $574920764.70      | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 1.1250%  | 0.0000% | $55000000.00       | $33829440.15       | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $400000000.00      | $388510192.00      | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $13143400.00       | $13288525.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $10000000.00       | $9484505.30        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $1474446600.00     | $1506284694.00     | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $550000000.00      | $541542320.00      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill 4.346000%
- **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):** $398386984.00
- **C.18.a - Value (excl. sponsor support):** $398386984.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 82: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.339000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $519442218.75
- **C.18.a - Value (excl. sponsor support):** $519442218.75
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.326000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197218264.00
- **C.18.a - Value (excl. sponsor support):** $197218264.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.302000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $419726639.99
- **C.18.a - Value (excl. sponsor support):** $419726639.99
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.275000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $294007392.00
- **C.18.a - Value (excl. sponsor support):** $294007392.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.216000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $58629205.80
- **C.18.a - Value (excl. sponsor support):** $58629205.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.355000%
- **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):** $647912278.00
- **C.18.a - Value (excl. sponsor support):** $647912278.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 88: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.363000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199024542.00
- **C.18.a - Value (excl. sponsor support):** $199024542.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.341000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $684383510.40
- **C.18.a - Value (excl. sponsor support):** $684383510.40
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.331000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $495531130.00
- **C.18.a - Value (excl. sponsor support):** $495531130.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.337000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $930819104.60
- **C.18.a - Value (excl. sponsor support):** $930819104.60
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.365000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QL4, C.4 - ISIN: US912797QL42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498509375.00
- **C.18.a - Value (excl. sponsor support):** $498509375.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.339000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $278938738.40
- **C.18.a - Value (excl. sponsor support):** $278938738.40
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.313000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395466664.00
- **C.18.a - Value (excl. sponsor support):** $395466664.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.293000%
- **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):** $197582722.00
- **C.18.a - Value (excl. sponsor support):** $197582722.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 96: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.302000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197416898.00
- **C.18.a - Value (excl. sponsor support):** $197416898.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.306000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394186112.00
- **C.18.a - Value (excl. sponsor support):** $394186112.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.349000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QT7, C.4 - ISIN: US912797QT77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298612086.00
- **C.18.a - Value (excl. sponsor support):** $298612086.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.342000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397822668.00
- **C.18.a - Value (excl. sponsor support):** $397822668.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.369000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $695586647.00
- **C.18.a - Value (excl. sponsor support):** $695586647.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.311000%
- **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):** $546129067.00
- **C.18.a - Value (excl. sponsor support):** $546129067.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.273000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196955934.00
- **C.18.a - Value (excl. sponsor support):** $196955934.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.263000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $331536736.13
- **C.18.a - Value (excl. sponsor support):** $331536736.13
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.337000%
- **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):** $198420032.00
- **C.18.a - Value (excl. sponsor support):** $198420032.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 105: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.328000%
- **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):** $247825287.50
- **C.18.a - Value (excl. sponsor support):** $247825287.50
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 106: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.338000%
- **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):** $198092844.00
- **C.18.a - Value (excl. sponsor support):** $198092844.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 107: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.335000%
- **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):** $395862532.00
- **C.18.a - Value (excl. sponsor support):** $395862532.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 108: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196324444.00
- **C.18.a - Value (excl. sponsor support):** $196324444.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.282000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $392312988.00
- **C.18.a - Value (excl. sponsor support):** $392312988.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $391704168.00
- **C.18.a - Value (excl. sponsor support):** $391704168.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.318000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395553868.00
- **C.18.a - Value (excl. sponsor support):** $395553868.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.345000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296156616.00
- **C.18.a - Value (excl. sponsor support):** $296156616.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.344000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $295914624.00
- **C.18.a - Value (excl. sponsor support):** $295914624.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.339000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394420224.00
- **C.18.a - Value (excl. sponsor support):** $394420224.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98963835.00
- **C.18.a - Value (excl. sponsor support):** $98963835.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $216903937.80
- **C.18.a - Value (excl. sponsor support):** $216903937.80
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.366000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98057116.00
- **C.18.a - Value (excl. sponsor support):** $98057116.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.338000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $391275392.00
- **C.18.a - Value (excl. sponsor support):** $391275392.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.269000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $390876964.00
- **C.18.a - Value (excl. sponsor support):** $390876964.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200599718.00
- **C.18.a - Value (excl. sponsor support):** $200599718.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398752472.00
- **C.18.a - Value (excl. sponsor support):** $398752472.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150138633.00
- **C.18.a - Value (excl. sponsor support):** $150138633.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100140576.00
- **C.18.a - Value (excl. sponsor support):** $100140576.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $259923887.60
- **C.18.a - Value (excl. sponsor support):** $259923887.60
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: Federated Govt Oblg Pr Shares

- **C.1 - Title:** Federated Govt Oblg Pr Shares 4.228900%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 927XCDII9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30151507.92
- **C.18.a - Value (excl. sponsor support):** $30151507.92
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2049-01-01
- **C.13 - Final Legal Maturity Date:** 2049-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: Dreyfus Government Cash Management, Institutional Shares

- **C.1 - Title:** Dreyfus Government Cash Management, Institutional Shares 4.202400%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 975LFWII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7770571.97
- **C.18.a - Value (excl. sponsor support):** $7770571.97
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: Fixed Income Clearing Corporation (Bank of New York)

- **C.1 - Title:** Fixed Income Clearing Corporation (Bank of New York) 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XBH1, C.3 - LEI: N/A, C.5 - Other ID: ARP19XBH1_4.36_0801
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 4.7600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $895459500.00      | $942559546.20      | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $1091511100.00     | $1097440551.77     | U.S. Treasuries (including strips) |

### Security 128: BNP PARIBAS FORTIS SA

- **C.1 - Title:** BNP PARIBAS FORTIS SA 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XEY1, C.3 - LEI: N/A, C.5 - Other ID: ARP19XEY1_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2036-10-01      | 5.5000%  | 0.0000% | $76997000.00       | $578796.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-10-01      | 6.1430%  | 0.0000% | $2400000.00        | $18819.82          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-09-01      | 6.3000%  | 0.0000% | $991069.00         | $8003.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-11-01      | 6.3310%  | 0.0000% | $6630000.00        | $54003.82          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.8820%  | 0.0000% | $350000.00         | $5208.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1194862.00        | $1222587.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1040867.00        | $1090820.39        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.5000%  | 0.0000% | $156561.00         | $167642.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $233164.00         | $202552.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $533925.00         | $466121.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $2466382.00        | $2374623.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $958423.00         | $928448.26         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $21952.00          | $22221.16          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1693990.00        | $1647958.69        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $9659147.00        | $9979166.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1272151.00        | $1305240.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1000.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1484999.00        | $1484766.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1033801.00        | $1030820.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $407622.00         | $415105.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1100.00           | $1150.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-12-01      | 3.8800%  | 0.0000% | $370000.00         | $364769.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 2.8900%  | 0.0000% | $2627.00           | $2298.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-11-01      | 2.8000%  | 0.0000% | $2867437.00        | $2249344.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-11-01      | 2.4750%  | 0.0000% | $1796.00           | $1623.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 4.5000%  | 0.0000% | $3907000.00        | $718319.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 5.9030%  | 0.0000% | $1001.00           | $255.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 4.0000%  | 0.0000% | $15000000.00       | $2548464.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 6.8580%  | 0.0000% | $6062560.00        | $5933431.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 6.9860%  | 0.0000% | $250000.00         | $38215.49          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 3.0000%  | 0.0000% | $13637932.00       | $2505551.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $399000.00         | $145123.93         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $1256854.00        | $140088.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 2.5900%  | 0.0000% | $1010.00           | $694.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-02-01      | 2.2400%  | 0.0000% | $8985.00           | $7911.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 3.7500%  | 0.0000% | $1002.00           | $956.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-11-01      | 4.9900%  | 0.0000% | $586120.00         | $575190.41         | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 4.4700%  | 0.0000% | $65134.00          | $64421.56          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2188410.00        | $2149851.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $8275712.00        | $7873824.82        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $15266371.00       | $15186280.37       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1030.00           | $1028.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $607416.00         | $484598.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 7.0000%  | 0.0000% | $1632171.00        | $1470798.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $209087.00         | $207399.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1186417.00        | $807932.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $87197.00          | $66004.09          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $345420.00         | $345131.74         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1470811.00        | $1517369.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1298207.00        | $1352462.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.5000%  | 0.0000% | $1014525.00        | $1079339.73        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1328496.00        | $1391810.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-04-01      | 5.1300%  | 0.0000% | $175606.00         | $170799.88         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-05-01      | 4.3000%  | 0.0000% | $474902.00         | $471050.49         | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 5.2100%  | 0.0000% | $12330.00          | $12669.41          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $400000.00         | $47749.09          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-12-01      | 5.0000%  | 0.0000% | $656142.00         | $193338.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $122684843.00      | $21282202.53       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $40034.00          | $16791.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-02-01      | 2.5000%  | 0.0000% | $35000.00          | $21168.97          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $77000.00          | $51865.06          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $744.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.5000%  | 0.0000% | $7957170.00        | $6256652.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $17010356.00       | $13072818.68       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2199203.00        | $1927602.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $12108658.00       | $11424990.93       | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $3694488.00        | $703250.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $7300000.00        | $1389564.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-08-01      | 5.0000%  | 0.0000% | $780000.00         | $210128.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 3.5000%  | 0.0000% | $212996.00         | $26866.67          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1558974.00        | $901969.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 5.0000%  | 0.0000% | $600000.00         | $202015.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 3.5000%  | 0.0000% | $45000.00          | $23099.65          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 5.0000%  | 0.0000% | $13001.00          | $7266.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $1389549.00        | $909800.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $29938.00          | $19579.40          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $22564114.00       | $15242330.85       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 2.5000%  | 0.0000% | $24123.00          | $16656.04          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $255413.00         | $172683.61         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 4.0000%  | 0.0000% | $272727.00         | $200430.39         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $5576513.00        | $5052238.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $42000.00          | $30248.72          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $694120.00         | $631198.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $3079804.00        | $3105417.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1281683.00        | $1367659.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 6.0000%  | 0.0000% | $2020000.00        | $30185.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $176002.00         | $13870.15          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $830050.00         | $65740.01          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-08-01      | 3.5000%  | 0.0000% | $64998.00          | $5026.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 2.5000%  | 0.0000% | $113000.00         | $25192.02          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 2.5000%  | 0.0000% | $277000.00         | $188780.12         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $279618.00         | $213936.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $80000.00          | $63775.84          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $9858389.00        | $8168547.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2505999.00        | $2151419.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 4.5000%  | 0.0000% | $64810.00          | $61433.83          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-04-01      | 5.0000%  | 0.0000% | $4175000.00        | $266337.26         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $5899056.00        | $5588231.92        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $5636746.00        | $5723610.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $26709351.00       | $25356989.54       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $2376500.00        | $2468998.71        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $2265332.00        | $2301406.43        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.52           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $743470.00         | $771401.95         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2966480.00        | $3039709.10        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1687284.00        | $1721620.23        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $2803776.00        | $2637738.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $133235.00         | $131879.71         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.2500%  | 0.0000% | $10244110.00       | $9879393.59        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $516257.00         | $484957.54         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $6406336.00        | $6470442.85        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 4.0000%  | 0.0000% | $3241013.00        | $3003904.81        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 4.5000%  | 0.0000% | $2798281.00        | $2666537.93        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $226994.00         | $235315.98         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 3.5000%  | 0.0000% | $49027389.00       | $5903258.74        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-08-20      | 3.5000%  | 0.0000% | $50000000.00       | $6002120.57        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $7434252.00        | $5432010.56        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $11136113.00       | $5679201.99        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $273600.00         | $228655.78         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 5.5000%  | 0.0000% | $1024.00           | $816.80            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $38226559.00       | $30576268.47       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $201900.00         | $154425.71         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-12-20      | 5.5000%  | 0.0000% | $1516.00           | $1097.10           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-03-20      | 5.5000%  | 0.0000% | $36937685.00       | $27675601.24       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-03-20      | 6.0000%  | 0.0000% | $3253736.00        | $1957321.67        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-12-20      | 5.5000%  | 0.0000% | $1000.00           | $852.81            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $1003.00           | $614.44            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $103025.00         | $30606.86          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 2.0000%  | 0.0000% | $1581650.00        | $891326.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-15      | 4.0000%  | 0.0000% | $1805235.00        | $1627047.44        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-03-20      | 5.5000%  | 0.0000% | $242866.00         | $217350.85         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $3788816.00        | $4039591.75        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $1332.00           | $1301.37           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $4525568.00        | $4468822.46        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 3.5000%  | 0.0000% | $107206.00         | $102290.70         | Agency Mortgage-Backed Securities  |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $1019000.00        | $1232087.16        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $600.00            | $610.11            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $200.00            | $200.83            | U.S. Treasuries (including strips) |
| FMAC          | 2050-08-01      | 5.6840%  | 0.0000% | $1997921.00        | $309637.28         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-01-01      | 6.7230%  | 0.0000% | $665180.00         | $675300.52         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 2.0860%  | 0.0000% | $392114.00         | $364181.94         | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-03-01      | 6.3650%  | 0.0000% | $2998232.00        | $41604.10          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-02-01      | 6.1470%  | 0.0000% | $7299798.00        | $45180.61          | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-06-01      | 4.5000%  | 0.0000% | $49862208.00       | $3066363.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-06-01      | 3.5000%  | 0.0000% | $1566694.00        | $186522.51         | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-08-01      | 3.5000%  | 0.0000% | $3898368.00        | $629177.22         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $5296139.00        | $1772705.61        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1309002.00        | $488152.20         | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $637776.00         | $82237.52          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-11-01      | 3.5000%  | 0.0000% | $1193131.00        | $96164.17          | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $250.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $2871000.00        | $348562.64         | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $3132900.00        | $618073.43         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-12-01      | 4.0000%  | 0.0000% | $1980886.00        | $286651.41         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $36928477.00       | $10068985.47       | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-10-01      | 3.0000%  | 0.0000% | $1099000.00        | $725742.35         | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-09-01      | 3.5000%  | 0.0000% | $199023.00         | $91734.49          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $2554728.00        | $1641362.80        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $2387974.00        | $1606114.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $400310.00         | $278887.99         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $830000.00         | $686345.48         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $274860.00         | $211370.02         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $7305736.00        | $5534120.36        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $15354051.00       | $11619764.73       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $24324679.00       | $22083885.47       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $4072289.00        | $3072160.42        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $939000.00         | $881864.77         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $4621120.00        | $2194365.43        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $2361021.00        | $1289931.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $3331264.00        | $2155376.43        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $55000.00          | $31042.92          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $4549322.00        | $2835467.41        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $62999.00          | $49142.24          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1158558.00        | $1116992.43        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1320640.00        | $1278723.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $8941936.00        | $7868428.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-11-01      | 1.2200%  | 0.0000% | $863759.00         | $675179.39         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-02-01      | 3.0000%  | 0.0000% | $30000.00          | $6595.25           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $17455899.00       | $11392881.72       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 6.5000%  | 0.0000% | $1022181.00        | $678160.99         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $4986104.00        | $4028500.67        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $44529.00          | $37851.79          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1021910.00        | $1075684.50        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1581007.00        | $1197123.29        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $12503334.00       | $11826836.09       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $8947592.00        | $8536276.61        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 7.0000%  | 0.0000% | $1751670.00        | $1713891.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1526638.00        | $1408051.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $20489490.00       | $13058652.70       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $777782.00         | $482621.12         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $4337000.00        | $2979443.25        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1210190.00        | $958120.57         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $4497178.00        | $3668517.23        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $10528528.00       | $6903116.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 4.5000%  | 0.0000% | $14905107.00       | $12172634.72       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $15372.00          | $15257.59          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $37533.00          | $38580.44          | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-06-01      | 4.6420%  | 0.0000% | $41133687.00       | $13250.16          | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-09-01      | 6.3400%  | 0.0000% | $3889733.00        | $229194.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-10-01      | 7.0000%  | 0.0000% | $4371875.00        | $22032.03          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 5.6120%  | 0.0000% | $10400000.00       | $4885.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 6.3050%  | 0.0000% | $640000.00         | $5605.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 5.5720%  | 0.0000% | $2672101.00        | $5492.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $516035.00         | $94932.51          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $304583.00         | $49347.82          | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-04-01      | 6.6080%  | 0.0000% | $3379493.00        | $24031.60          | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 4.0000%  | 0.0000% | $585141.00         | $32634.70          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 4.5000%  | 0.0000% | $198663.00         | $21686.68          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-01-01      | 7.0000%  | 0.0000% | $12052992.00       | $1961298.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 4.0000%  | 0.0000% | $234000.00         | $42847.22          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 4.0000%  | 0.0000% | $179125.00         | $33509.14          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $175000.00         | $41787.92          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $1670016.00        | $508809.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $227000.00         | $41675.11          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $131.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $102451.00         | $14792.39          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $600000.00         | $79763.28          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-11-01      | 4.5000%  | 0.0000% | $550000.00         | $39759.47          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $786997.00         | $106312.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 6.0380%  | 0.0000% | $2000000.00        | $10547.98          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-03-01      | 6.5000%  | 0.0000% | $5969619.00        | $69800.24          | Agency Mortgage-Backed Securities  |

### Security 129: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XF12, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP19XF12_4.37_0801
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2039-03-01      | 5.4100%  | 0.0000% | $1698206.00        | $1227254.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 3.4000%  | 0.0000% | $500000.00         | $229754.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 3.0400%  | 0.0000% | $1378000.00        | $949648.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 3.4000%  | 0.0000% | $1435000.00        | $1030015.53        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 3.4600%  | 0.0000% | $1403850.00        | $1151228.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-09-01      | 3.3700%  | 0.0000% | $4858250.00        | $3817470.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-12-01      | 3.0200%  | 0.0000% | $3850000.00        | $3360008.76        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-02-01      | 3.2500%  | 0.0000% | $1280000.00        | $1090212.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-05-01      | 3.3300%  | 0.0000% | $1820000.00        | $1555021.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-04-01      | 6.0000%  | 0.0000% | $1421.00           | $13.72             | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1008170.00        | $607850.41         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1735.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1960.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1017.00           | $727.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1828.85           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2086.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1004738.00        | $990113.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1079184.00        | $1080517.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1691165.00        | $1467111.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2091708.00        | $1906973.48        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1790.00           | $1904.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $19653.00          | $18027.64          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1909.44           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $2048.00           | $1420.13           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $43156504.00       | $32851718.81       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $22238783.00       | $19042845.36       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $3619233.00        | $2852216.16        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-08-01      | 3.5300%  | 0.0000% | $8030000.00        | $7898963.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 6.6910%  | 0.0000% | $35814848.00       | $3238614.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-06-01      | 6.5820%  | 0.0000% | $69800569.00       | $2175221.77        | Agency Mortgage-Backed Securities  |
| FNMA          | 2060-06-01      | 2.5000%  | 0.0000% | $27535817.00       | $12642935.47       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $19909630.00       | $9433247.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-10-01      | 3.8700%  | 0.0000% | $1900000.00        | $1710572.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-03-01      | 3.5500%  | 0.0000% | $2000000.00        | $1886924.16        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-09-01      | 2.3800%  | 0.0000% | $1000000.00        | $889753.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 1.5700%  | 0.0000% | $1195696.00        | $801920.10         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-10-01      | 1.3300%  | 0.0000% | $2283000.00        | $1974537.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 1.2700%  | 0.0000% | $5000000.00        | $3842723.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $155196.00         | $93176.27          | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.4900%  | 0.0000% | $1000000.00        | $863263.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 1.9800%  | 0.0000% | $1000000.00        | $882675.00         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 1.3800%  | 0.0000% | $1000000.00        | $850960.00         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.5800%  | 0.0000% | $1000000.00        | $863390.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.4800%  | 0.0000% | $1000000.00        | $858363.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 1.5400%  | 0.0000% | $1000000.00        | $863563.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 1.8400%  | 0.0000% | $1500000.00        | $1247990.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 2.0200%  | 0.0000% | $1000000.00        | $875641.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-07-01      | 1.8150%  | 0.0000% | $1000000.00        | $860197.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-11-01      | 1.6600%  | 0.0000% | $1000.00           | $855.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-11-01      | 1.9900%  | 0.0000% | $1500000.00        | $1286667.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $16675969.00       | $10967294.02       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $11264198.00       | $8600877.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $6048.00           | $4282.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $795.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $3498118.00        | $2122313.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $894.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 3.9100%  | 0.0000% | $215294.00         | $212254.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.2650%  | 0.0000% | $10261241.00       | $10245204.39       | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-07-01      | 4.4600%  | 0.0000% | $159462.00         | $160187.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $14397167.00       | $10050480.77       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $17901766.00       | $10994129.43       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $96888.00          | $66565.88          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $15999453.00       | $11477661.40       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $15977344.00       | $13717896.37       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $102277.00         | $107145.00         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $470.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $16779000.00       | $14060196.36       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $4286842.00        | $3442696.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3820346.00        | $3448704.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1022.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-06-01      | 6.4080%  | 0.0000% | $31894572.00       | $3096052.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $58280192.00       | $41114018.76       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $981.73            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $947.96            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $2378806.00        | $1958457.51        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.67           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.42           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $8123112.00        | $7937700.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $766357.00         | $713038.88         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $25982.00          | $25642.36          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $213388.00         | $202470.23         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $61089409.00       | $28458372.83       | Agency Mortgage-Backed Securities  |
| GNMA          | 2072-10-20      | 7.2020%  | 0.0000% | $3176.00           | $2931.95           | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1001.00           | $260.78            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1011.00           | $82.94             | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-15      | 2.5000%  | 0.0000% | $1001.00           | $669.98            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $803.37            | Agency Mortgage-Backed Securities  |
| GNMA          | 2072-01-20      | 5.7150%  | 0.0000% | $7490.00           | $6957.20           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-15      | 6.5000%  | 0.0000% | $1000.00           | $1061.15           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1051.43           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $477.21            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $835.77            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $917.55            | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-08-20      | 6.5170%  | 0.0000% | $25320.00          | $10362.58          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $6788080.00        | $7328241.87        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $726816.00         | $752468.94         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-09-20      | 6.5000%  | 0.0000% | $142087.00         | $145856.88         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-01-20      | 4.5000%  | 0.0000% | $15338239.00       | $781995.85         | Agency Mortgage-Backed Securities  |
| USTR          | 2026-11-15      | N/A      | 0.0000% | $560000.00         | $534037.84         | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $79400.00          | $77339.70          | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $3722500.00        | $2970209.46        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $933300.00         | $757124.79         | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.93             | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $4196000.00        | $2973734.94        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $296200.00         | $295083.33         | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.78             | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $14800.00          | $10634.41          | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $5434300.00        | $2599728.30        | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $49.45             | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $432800.00         | $214035.29         | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $56.45             | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $68960200.00       | $39950662.39       | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $177600.00         | $109157.34         | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.46             | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.39             | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $259.41            | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $114.74            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $9439200.00        | $8174487.28        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $96.62             | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $93.31             | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $333400.00         | $367572.95         | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $22100.00          | $22230.82          | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.35             | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.5309%  | 0.0000% | $100.00            | $100.10            | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $379500.00         | $385959.55         | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $1314800.00        | $1352654.41        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $700.00            | $710.77            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $102.31            | U.S. Treasuries (including strips) |
| FMAC          | 2050-05-01      | 3.1620%  | 0.0000% | $3528098.00        | $3036773.10        | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-04-01      | 5.5000%  | 0.0000% | $1012.00           | $42.82             | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $17266980.00       | $13094128.79       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $15389912.00       | $12577588.27       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $37115295.00       | $33033404.99       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-01-01      | 2.0000%  | 0.0000% | $22615520.00       | $12912541.23       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 2.5000%  | 0.0000% | $5073.00           | $3489.21           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $1146.00           | $889.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 4.5000%  | 0.0000% | $2001.00           | $1522.42           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $1233.00           | $1039.71           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1999.00           | $1457.20           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1003.00           | $719.69            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $2000.00           | $1794.45           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $740.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2081.22           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1087.00           | $1086.50           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $19000.00          | $19368.52          | Agency Mortgage-Backed Securities  |

### Security 130: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XF20, C.3 - LEI: N/A, C.5 - Other ID: ARP19XF20_4.36_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $81.43             | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 3.1250%  | 0.0000% | $1870300.00        | $1532146.23        | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $500.00            | $550.84            | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $542650300.00      | $430295192.46      | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $68.33             | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $41300.00          | $30076.02          | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $95031600.00       | $78141944.68       | U.S. Treasuries (including strips) |

### Security 131: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XF38, C.3 - LEI: N/A, C.5 - Other ID: ARP19XF38_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2047-04-20      | 4.0000%  | 0.0000% | $22825624.00       | $4322893.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.5000%  | 0.0000% | $6703051.00        | $3948452.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $4728994.00        | $4864137.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $5004060.00        | $5156274.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.5000%  | 0.0000% | $4787027.00        | $5011232.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $4516534.00        | $4644916.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $3763901.00        | $3761787.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $3826361.00        | $3947500.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $4395215.00        | $4720533.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $3372194.00        | $3487235.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $4749963.00        | $4585257.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $3907309.00        | $4038447.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 6.0000%  | 0.0000% | $5035902.00        | $5019912.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $3316340.00        | $3522531.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.5000%  | 0.0000% | $3626083.00        | $3919842.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $3492568.00        | $3631506.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.5000%  | 0.0000% | $4744604.00        | $5129032.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $4358075.00        | $4596950.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $4169888.00        | $4369911.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $3522629.00        | $3699387.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $3629457.00        | $3769136.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $4112933.00        | $3938729.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $3796056.00        | $3906508.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $4968986.00        | $5118358.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $4211593.00        | $4241979.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3911047.00        | $4128044.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $3344623.00        | $3470091.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $3607305.00        | $3738263.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $4157819.00        | $4307023.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $4511475.00        | $4765539.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $3832353.00        | $3975480.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $4953143.00        | $5141775.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $3881726.00        | $4018827.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.5000%  | 0.0000% | $4064371.00        | $4379703.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $4445272.00        | $4644178.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $4351664.00        | $4546377.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.5000%  | 0.0000% | $4345544.00        | $4674704.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.5000%  | 0.0000% | $3602187.00        | $3877459.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.5000%  | 0.0000% | $4463836.00        | $4798458.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $4310479.00        | $4492127.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $3120818.00        | $3321092.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $4292463.00        | $4567427.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $3659661.00        | $3892485.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $3176750.00        | $3376316.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $3544619.00        | $3754455.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 7.0000%  | 0.0000% | $3316401.00        | $3523088.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $3424971.00        | $3397685.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $4317359.00        | $4597974.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.5000%  | 0.0000% | $3085000.00        | $3307267.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.5000%  | 0.0000% | $3748946.00        | $4019059.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $4252351.00        | $4507756.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3913993.00        | $4148969.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3899006.00        | $4136457.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3567349.00        | $3736796.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.0000%  | 0.0000% | $5066623.00        | $4955048.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $3483274.00        | $3579993.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $3764640.00        | $3704031.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $4577635.00        | $4770655.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $4355278.00        | $4614223.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $4351613.00        | $4546324.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $3764818.00        | $3964788.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $3469611.00        | $3598382.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $5217697.00        | $5142569.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $4023827.00        | $4177048.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $4531611.00        | $4570194.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $3639331.00        | $3683924.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $4407991.00        | $4551126.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3939800.00        | $4059622.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3535801.00        | $3690194.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3397573.00        | $3546060.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3469163.00        | $3635940.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3837712.00        | $3957666.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3752382.00        | $3920281.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $4209640.00        | $4397998.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3824768.00        | $4094938.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $5062325.00        | $5106621.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $4713583.00        | $4782254.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $4099181.00        | $4223687.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $3723080.00        | $3867592.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3867984.00        | $4041055.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $4691085.00        | $4900986.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $4427845.00        | $4621974.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $4078720.00        | $4269072.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $3631246.00        | $3663149.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $3960825.00        | $3999903.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $3517316.00        | $3550506.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $4550473.00        | $4794329.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $4884048.00        | $5102583.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $4436914.00        | $4568157.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $3861233.00        | $4124323.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $3363468.00        | $3396239.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $4075801.00        | $4110503.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $4081245.00        | $4208827.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3658181.00        | $3821865.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $3306911.00        | $3407060.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $4424047.00        | $4610569.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $3928557.00        | $4091093.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $668309.00         | $724428.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $3973234.00        | $4187941.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $4553323.00        | $4820114.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $4300997.00        | $4461227.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $4637940.00        | $4833245.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3219997.00        | $3366048.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3747223.00        | $3914887.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $4856601.00        | $5073893.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $3404961.00        | $3523020.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $84522.00          | $88001.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $3888919.00        | $4003957.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $3239310.00        | $3447488.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $4028311.00        | $4295262.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $3776485.00        | $3841189.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $4341916.00        | $4629356.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $4178057.00        | $4464257.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $4542953.00        | $4780536.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $4548984.00        | $4712086.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $3782330.00        | $3991496.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $3308995.00        | $3426644.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $4536113.00        | $4658014.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $4588669.00        | $4778792.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $4727657.00        | $4924689.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $4428545.00        | $4337761.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3700837.00        | $3899486.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3639088.00        | $3795456.19        | Agency Mortgage-Backed Securities |

### Security 132: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XF46, C.3 - LEI: N/A, C.5 - Other ID: ARP19XF46_4.36_0801
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $173735700.00      | $161883855.87      | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $87177500.00       | $80293815.35       | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $153001400.00      | $159855352.77      | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 5.0000%  | 0.0000% | $153366500.00      | $155489092.36      | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 4.8750%  | 0.0000% | $155000000.00      | $156477925.00      | U.S. Treasuries (including strips) |

### Security 133: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XF53, C.3 - LEI: N/A, C.5 - Other ID: ARP19XF53_4.37_0801
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $891710100.00      | $663000000.36      | Agency Mortgage-Backed Securities |

### Security 134: FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST) 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XF79, C.3 - LEI: N/A, C.5 - Other ID: ARP19XF79_4.36_0801
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 5.9500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50640624.45       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50640624.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50971976.45       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $11745800.00       | $11896292.94       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50640624.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2031-12-01      | 4.1250%  | 0.0000% | $17568000.00       | $17732699.81       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-01      | 4.1250%  | 0.0000% | $41997000.00       | $42813401.89       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-02      | 4.3750%  | 0.0000% | $31885100.00       | $32363376.15       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50640624.45       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50640624.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-02      | 4.3750%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-02      | 4.3750%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50971976.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-02      | 4.3750%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $50468749.45       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50640624.45       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50640624.45       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50640624.45       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50640624.45       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50640624.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $49562499.47       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50124999.46       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $33574000.00       | $33657934.63       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50124999.46       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-16      | 1.8750%  | 0.0000% | $50000000.00       | $44054903.03       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50124999.46       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50124999.46       | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $49562499.47       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50124999.46       | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $4804600.00        | $4762559.68        | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50124999.46       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $48000000.00       | $48719999.48       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50124999.46       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $49562499.47       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-16      | 1.8750%  | 0.0000% | $50000000.00       | $44054903.02       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50124999.46       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50124999.46       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $49562499.47       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50124999.46       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50749999.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50124999.46       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50124999.46       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50124999.46       | U.S. Treasuries (including strips) |

### Security 135: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** MIZUHO SECURITIES USA INC. 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XF87, C.3 - LEI: N/A, C.5 - Other ID: ARP19XF87_4.37_0801
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-08-31      | 1.3750%  | 0.0000% | $3999500.00        | $3905738.57        | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $64750600.00       | $58691980.44       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $2517600.00        | $2455401.47        | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $6442300.00        | $6125692.01        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $286342400.00      | $285821247.38      | U.S. Treasuries (including strips) |

### Security 136: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XF95, C.3 - LEI: N/A, C.5 - Other ID: ARP19XF95_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $3486.00           | $158.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $2937.00           | $111.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $30432.00          | $412.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 6.0000%  | 0.0000% | $6553.00           | $113.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $3543.00           | $37.14             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 9.0000%  | 0.0000% | $1750626.00        | $52804.00          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-05-01      | 5.0000%  | 0.0000% | $1355.00           | $42.91             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-04-01      | 3.5000%  | 0.0000% | $10214394.00       | $1913190.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-11-01      | 3.5000%  | 0.0000% | $47079090.00       | $6288447.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $1116.00           | $241.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2039-05-01      | 6.0000%  | 0.0000% | $21003.00          | $14122.74          | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $5858248.00        | $2691945.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1005.00           | $442.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $2680805.00        | $1955545.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $780.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $822354.00         | $645216.82         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $51232646.00       | $45328928.52       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.5000%  | 0.0000% | $7000.00           | $5470.91           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1243026.00        | $916642.68         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 3.5000%  | 0.0000% | $41000.00          | $32324.02          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $3041.00           | $2058.54           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $54743168.00       | $50056347.02       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $880.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1404808.00        | $1214225.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $13988510.00       | $11132908.22       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1801.90           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $7685536.00        | $7209028.12        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1806633.00        | $1622267.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $36000.00          | $33525.52          | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 3.5000%  | 0.0000% | $1745188.00        | $206803.34         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $14283810.00       | $11301096.36       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1009.00           | $959.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $3482914.00        | $3385292.82        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $44000.00          | $27706.90          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $45823.00          | $31591.59          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $827154.00         | $586622.19         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 3.0000%  | 0.0000% | $35000.00          | $25957.82          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 2.5000%  | 0.0000% | $30000.00          | $21375.16          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 3.5000%  | 0.0000% | $17699.00          | $13418.21          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $34158.00          | $26519.92          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $40000.00          | $31254.70          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $862276.00         | $694470.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $2102907.00        | $1711510.65        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 4.5000%  | 0.0000% | $58000.00          | $48466.15          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 3.5000%  | 0.0000% | $40000.00          | $31917.53          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $47000.00          | $43723.90          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $68067.00          | $66334.58          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $3297000.00        | $2730021.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $37054701.00       | $32643261.71       | Agency Mortgage-Backed Securities |
| FMAC          | 2041-04-01      | 5.0000%  | 0.0000% | $2401891.00        | $303639.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-07-01      | 5.0000%  | 0.0000% | $1000.00           | $83.17             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-07-01      | 5.0000%  | 0.0000% | $2379980.00        | $174708.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.5000%  | 0.0000% | $1001.00           | $140.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $5813000.00        | $1459326.00        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-05-01      | 4.0000%  | 0.0000% | $3663165.00        | $705105.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-05-01      | 4.0000%  | 0.0000% | $26775000.00       | $3878319.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 4.0000%  | 0.0000% | $51546176.00       | $8019159.71        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $240.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $28652451.00       | $7882395.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-05-01      | 3.5000%  | 0.0000% | $1024.00           | $261.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $6289568.00        | $3262724.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $694.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $4080099.00        | $2432884.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1485.93           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $2024.00           | $1533.59           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1974.31           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $647.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $799.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $2008700.00        | $1910003.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $4432608.00        | $3387460.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2024.00           | $1583.76           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1453.37           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $8211000.00        | $6836097.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 4.0000%  | 0.0000% | $1481280.00        | $241688.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $250.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.5000%  | 0.0000% | $1024.00           | $269.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $47604928.00       | $12980400.84       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $1120.00           | $234.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $5444.00           | $1244.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $5451.00           | $613.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $151.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $16984919.00       | $3446289.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $2011.00           | $373.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $15184800.00       | $2287961.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $2180.00           | $474.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-08-01      | 3.5000%  | 0.0000% | $2024.00           | $594.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-01-01      | 4.0000%  | 0.0000% | $50114560.00       | $17776181.78       | Agency Mortgage-Backed Securities |
| FNMA          | 2057-09-01      | 3.5000%  | 0.0000% | $31379392.00       | $11311996.95       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $9505536.00        | $3472701.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 4.0000%  | 0.0000% | $2048.00           | $657.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $658.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 2.9800%  | 0.0000% | $12416400.00       | $10860765.80       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $13400.00          | $2189.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 4.3598%  | 0.0000% | $59673395.00       | $58355693.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $17244000.00       | $2663156.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.0000%  | 0.0000% | $11173152.00       | $3614983.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $865000.00         | $275185.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1100.00           | $356.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $383.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $500.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $134198.00         | $104179.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $3363376.00        | $2086414.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $772.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3414208.00        | $2511616.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $732.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $7703000.00        | $6932835.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $12394032.00       | $11113650.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $4677400.00        | $3669163.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1188000.00        | $1144649.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2008.00           | $1651.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $12617247.00       | $2282533.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 5.0000%  | 0.0000% | $28924416.00       | $4412894.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $869670.00         | $260062.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $307.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $1024.00           | $202.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $492.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $13481616.00       | $6687171.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $5332000.00        | $2263689.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1008.00           | $617.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $68299800.00       | $48390487.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $7993970.00        | $6609710.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $915.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $4158920.00        | $3296932.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $6394970.00        | $5395464.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $5190176.00        | $4305052.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $3732384.00        | $3422405.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $927.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $875.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $856.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $544595.00         | $510812.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $588873.00         | $565298.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $9544923.00        | $9496695.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $575398.00         | $353654.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 2.0000%  | 0.0000% | $5565081.00        | $3018980.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $835.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $842.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $760.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $887183.00         | $613737.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $841.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $96920.00          | $100414.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 5.5000%  | 0.0000% | $22702680.00       | $1054222.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $6495488.00        | $5205611.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $8495784.00        | $6910177.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $4603908.00        | $4348137.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $2481287.00        | $2577820.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $882.86            | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 4.0000%  | 0.0000% | $1024.00           | $91.49             | Agency Mortgage-Backed Securities |
| GNMA          | 2047-03-20      | 4.0000%  | 0.0000% | $1000.00           | $88.37             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 4.0000%  | 0.0000% | $1003.00           | $82.61             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 5.5000%  | 0.0000% | $1000.00           | $88.16             | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 2.5000%  | 0.0000% | $1000.00           | $644.87            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 3.5000%  | 0.0000% | $1000.00           | $468.84            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $1001.00           | $506.65            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 3.5000%  | 0.0000% | $1000.00           | $493.31            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $1024.00           | $550.17            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 5.0000%  | 0.0000% | $1000.00           | $309.01            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $549.67            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 3.5000%  | 0.0000% | $1000.00           | $654.61            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $11832962.00       | $7824255.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 6.5000%  | 0.0000% | $454930.00         | $206482.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 3.5000%  | 0.0000% | $1000.00           | $737.15            | Agency Mortgage-Backed Securities |

### Security 137: SOCIETE' GENERALE NY

- **C.1 - Title:** SOCIETE' GENERALE NY 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XFA2, C.3 - LEI: N/A, C.5 - Other ID: ARP19XFA2_4.37_0801
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $6174707.00        | $5340824.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $3926192.00        | $3999704.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 4.5000%  | 0.0000% | $5971210.00        | $5690091.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1799650.00        | $1408165.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $4499288.00        | $3599714.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $6574864.00        | $5600916.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $87822957.00       | $43155444.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $246062181.00      | $124011732.34      | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $5998000.00        | $5796767.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $4029500.00        | $4118291.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $4989640.00        | $5200495.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $4005744.00        | $4111673.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $5544240.00        | $5789246.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $3434836.00        | $3583146.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $5899800.00        | $6007148.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $3502890.00        | $3531329.82        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $5024520.00        | $5052281.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $5077728.00        | $5173868.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $3950950.00        | $4125925.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $4866328.00        | $5072808.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $4584930.00        | $4630423.20        | Agency Mortgage-Backed Securities |

### Security 138: STANDARD CHARTERED BANK

- **C.1 - Title:** STANDARD CHARTERED BANK 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XFB0, C.3 - LEI: N/A, C.5 - Other ID: ARP19XFB0_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $94714.00          | $13598.89          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $10993800.00       | $10970702.67       | Agency Mortgage-Backed Securities  |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $65324400.00       | $55678731.18       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $92.88             | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $142186300.00      | $125424250.85      | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $55394100.00       | $56405319.30       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $7330700.00        | $7374092.85        | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.35             | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $1980800.00        | $2041206.15        | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $12200100.00       | $12721233.37       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $4212000.00        | $4231321.84        | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $33410400.00       | $33281558.37       | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $3477500.00        | $3632754.95        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $149492000.00      | $150656858.86      | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $2903200.00        | $2917177.36        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $41061900.00       | $41467988.52       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $3176700.00        | $3182916.11        | U.S. Treasuries (including strips) |

### Security 139: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XFD6, C.3 - LEI: N/A, C.5 - Other ID: ARP19XFD6_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1016429.00        | $1066504.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2964888.00        | $3058471.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1808515.00        | $1874050.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $4676870.00        | $4800994.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1035285.00        | $1078266.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $4822364.00        | $4130429.92        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $3114348.00        | $3057211.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $31017142.00       | $30953865.69       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $600000.00         | $389928.42         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $37714745.00       | $37638267.13       | Agency Mortgage-Backed Securities |
| FMAC          | 2040-07-01      | 6.0000%  | 0.0000% | $9598636.00        | $9906521.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2046-05-01      | 3.5000%  | 0.0000% | $448398.00         | $50318.90          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 3.5000%  | 0.0000% | $49634074.00       | $8301102.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $76000.00          | $13271.38          | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 3.5000%  | 0.0000% | $87000.00          | $6762.77           | Agency Mortgage-Backed Securities |
| FMAC          | 2046-11-01      | 3.5000%  | 0.0000% | $258826.00         | $34697.60          | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 3.0000%  | 0.0000% | $51254822.00       | $8497728.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 3.0000%  | 0.0000% | $101184.00         | $18836.29          | Agency Mortgage-Backed Securities |
| FMAC          | 2033-09-01      | 3.5000%  | 0.0000% | $6740623.00        | $580132.33         | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 3.5000%  | 0.0000% | $33000.00          | $6096.28           | Agency Mortgage-Backed Securities |
| FMAC          | 2046-02-01      | 3.5000%  | 0.0000% | $80000.00          | $15612.49          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-01-01      | 3.0000%  | 0.0000% | $21500000.00       | $3766332.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 3.5000%  | 0.0000% | $2000.00           | $546.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-02-01      | 3.0000%  | 0.0000% | $2207806.00        | $1556023.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 2.5000%  | 0.0000% | $2300000.00        | $1561376.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-10-01      | 2.0000%  | 0.0000% | $3079015.00        | $1350377.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-06-01      | 2.5000%  | 0.0000% | $10000.00          | $6180.15           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-07-01      | 3.0000%  | 0.0000% | $8537744.00        | $5553537.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-04-01      | 2.5000%  | 0.0000% | $3137335.00        | $611104.46         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-08-01      | 2.0000%  | 0.0000% | $24078000.00       | $8391892.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2036-02-01      | 2.5000%  | 0.0000% | $1071000.00        | $403267.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 2.0000%  | 0.0000% | $375000.00         | $205285.99         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 2.5000%  | 0.0000% | $375000.00         | $199528.62         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-04-01      | 2.5000%  | 0.0000% | $66959541.00       | $41098940.56       | Agency Mortgage-Backed Securities |
| FMAC          | 2037-04-01      | 3.0000%  | 0.0000% | $1258225.00        | $762001.60         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-09-01      | 2.5000%  | 0.0000% | $267452.00         | $162613.00         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-05-01      | 5.0000%  | 0.0000% | $407000.00         | $265181.48         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $19436298.00       | $13119411.08       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.5000%  | 0.0000% | $4350000.00        | $2727870.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $39185000.00       | $27595923.11       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 3.5000%  | 0.0000% | $28754533.00       | $19847116.36       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 3.5000%  | 0.0000% | $7262000.00        | $5558441.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $2700000.00        | $1837883.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $18519047.00       | $13801072.55       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $13089483.00       | $9924686.05        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $1452315.00        | $1057870.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $25000.00          | $17058.22          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $35870313.00       | $26001465.36       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $14868291.00       | $13998155.06       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 3.5000%  | 0.0000% | $27764133.00       | $23539129.42       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 3.5000%  | 0.0000% | $403000.00         | $347934.09         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 3.0000%  | 0.0000% | $519000.00         | $128723.11         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2821.33           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $1130000.00        | $486401.79         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 2.5000%  | 0.0000% | $64000.00          | $36799.60          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $4306251.00        | $2786207.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 3.0000%  | 0.0000% | $271000.00         | $198955.23         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $140749355.00      | $97036318.80       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $558856.00         | $436671.86         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $508000.00         | $434840.70         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 4.5000%  | 0.0000% | $158000.00         | $135132.22         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 4.0000%  | 0.0000% | $10732180.00       | $9267489.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $516888.00         | $349229.00         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $200000.00         | $134526.44         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.0000%  | 0.0000% | $809820.00         | $648145.96         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 4.0000%  | 0.0000% | $1017895.00        | $926749.52         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 2.0000%  | 0.0000% | $8000000.00        | $4701494.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-05-01      | 3.0000%  | 0.0000% | $974135.00         | $370200.63         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $789000.00         | $467864.70         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 3.0000%  | 0.0000% | $2060335.00        | $982643.44         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 2.0000%  | 0.0000% | $200000.00         | $108196.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 4.0000%  | 0.0000% | $7100000.00        | $4970344.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $2150812.00        | $1446155.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $44110000.00       | $31182437.93       | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 2.0000%  | 0.0000% | $200000.00         | $121791.36         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-04-01      | 2.0000%  | 0.0000% | $2989828.00        | $1975381.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-06-01      | 2.5000%  | 0.0000% | $499950.00         | $342299.10         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 3.0000%  | 0.0000% | $3948728.00        | $2646166.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-01-01      | 4.0000%  | 0.0000% | $1128000.00        | $1068331.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $100000.00         | $98348.62          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.0000%  | 0.0000% | $1224491.00        | $1194311.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $3406812.00        | $3484748.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1057671.00        | $1082993.45        | Agency Mortgage-Backed Securities |

### Security 140: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XMM8, C.3 - LEI: N/A, C.5 - Other ID: ARP19XMM8_4.26_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $9990.00           | $9853.26           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $269505.00         | $280646.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $684981.00         | $713273.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $4426696.00        | $4480944.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.7300%  | 0.0000% | $54524.00          | $56536.36          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $366126.00         | $371980.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-15      | 4.0000%  | 0.0000% | $408804.00         | $105952.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2034-12-15      | 5.5000%  | 0.0000% | $4688193.00        | $72343.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-08-20      | 6.0000%  | 0.0000% | $3225002.00        | $35484.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-20      | 4.0000%  | 0.0000% | $623000.00         | $25353.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-06-20      | 5.5000%  | 0.0000% | $2020912.00        | $26383.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-07-20      | 5.5000%  | 0.0000% | $8970620.00        | $26355.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 6.0000%  | 0.0000% | $4025288.00        | $51399.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-01-20      | 4.0000%  | 0.0000% | $10349000.00       | $557845.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-12-20      | 4.0000%  | 0.0000% | $5207000.00        | $267362.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-06-20      | 4.0000%  | 0.0000% | $7399000.00        | $328892.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-06-20      | 5.0000%  | 0.0000% | $3718592.00        | $135894.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $1044356.00        | $32457.53          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-08-15      | 3.0000%  | 0.0000% | $236999.00         | $54380.41          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 3.5000%  | 0.0000% | $1056566.00        | $122748.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-15      | 6.0000%  | 0.0000% | $2492000.00        | $458579.00         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-12-20      | 3.5000%  | 0.0000% | $983957.00         | $79977.48          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 3.5000%  | 0.0000% | $5653720.00        | $219527.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 3.0000%  | 0.0000% | $13944000.00       | $6929402.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $53971238.00       | $25110118.97       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $29116352.00       | $13624439.98       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 4.0000%  | 0.0000% | $32107968.00       | $10701592.94       | Agency Mortgage-Backed Securities |
| GNMA          | 2037-12-20      | 2.5000%  | 0.0000% | $99000.00          | $59267.56          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $30950336.00       | $20032180.88       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $30430080.00       | $20144325.91       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $66726796.00       | $47584223.16       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $300000.00         | $267774.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 4.5000%  | 0.0000% | $9521073.00        | $7181566.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2037-07-20      | 2.0000%  | 0.0000% | $449000.00         | $291446.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-06-20      | 2.5000%  | 0.0000% | $7844.00           | $5161.58           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 5.5000%  | 0.0000% | $859000.00         | $735681.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 5.5000%  | 0.0000% | $1385980.00        | $1128688.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 3.0000%  | 0.0000% | $25875320.00       | $23039721.31       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 5.5000%  | 0.0000% | $100000.00         | $94016.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-06-15      | 6.0000%  | 0.0000% | $241385.00         | $243086.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $16459496.00       | $16667389.05       | Agency Mortgage-Backed Securities |
| GNMA          | 2035-12-15      | 5.0000%  | 0.0000% | $8081103.00        | $176106.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-15      | 6.5000%  | 0.0000% | $9998000.00        | $504396.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-02-20      | 3.0000%  | 0.0000% | $279999.00         | $132768.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2031-08-20      | 3.0000%  | 0.0000% | $175000.00         | $41650.10          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-15      | 4.5000%  | 0.0000% | $4998000.00        | $363948.28         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $99017818.00       | $43610861.55       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $23737252.00       | $21386064.71       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $5921.00           | $5631.86           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $66433.00          | $47114.65          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $769332.00         | $626142.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-08-20      | 4.0000%  | 0.0000% | $1135884.00        | $147437.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-09-20      | 4.0000%  | 0.0000% | $677748.00         | $125194.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-20      | 3.5000%  | 0.0000% | $2424984.00        | $228701.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-01-20      | 3.0000%  | 0.0000% | $2004000.00        | $177339.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-20      | 2.5000%  | 0.0000% | $177929.00         | $30599.09          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-01-20      | 3.0000%  | 0.0000% | $6393063.00        | $935756.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-07-20      | 4.0000%  | 0.0000% | $1958000.00        | $177986.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-08-20      | 4.5000%  | 0.0000% | $1589000.00        | $128280.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-20      | 3.5000%  | 0.0000% | $2108130.00        | $264933.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-09-20      | 6.0000%  | 0.0000% | $43000.00          | $7378.77           | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 4.5000%  | 0.0000% | $3118855.00        | $339601.16         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 5.5000%  | 0.0000% | $20000.00          | $12143.24          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 2.5000%  | 0.0000% | $25000.00          | $12117.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 2.0000%  | 0.0000% | $14000.00          | $7853.27           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $50000.00          | $29645.42          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-12-20      | 3.0000%  | 0.0000% | $40133.00          | $25035.77          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $390000.00         | $247896.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 3.0000%  | 0.0000% | $104000.00         | $72612.37          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $5610539.00        | $3709831.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.0000%  | 0.0000% | $50000.00          | $42464.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 4.5000%  | 0.0000% | $100000.00         | $75236.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 4.0000%  | 0.0000% | $365000.00         | $274070.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 5.0000%  | 0.0000% | $36000.00          | $27436.84          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $44951.00          | $36010.25          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 5.5000%  | 0.0000% | $80000.00          | $74774.05          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $50469.00          | $35689.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 5.5000%  | 0.0000% | $107554.00         | $86876.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 6.0000%  | 0.0000% | $16000.00          | $10861.25          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 6.0000%  | 0.0000% | $75000.00          | $63040.36          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 6.5000%  | 0.0000% | $225000.00         | $149512.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-20      | 4.5000%  | 0.0000% | $500000.00         | $430198.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 4.0000%  | 0.0000% | $1112484.00        | $220253.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-07-20      | 4.0000%  | 0.0000% | $828339.00         | $178920.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-07-20      | 4.0000%  | 0.0000% | $2905219.00        | $575054.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 4.0000%  | 0.0000% | $200000.00         | $54858.88          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 6.0000%  | 0.0000% | $28922840.00       | $25774816.79       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1001.63           | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 6.5000%  | 0.0000% | $386860.00         | $397625.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2066-11-15      | 5.7300%  | 0.0000% | $1079968.00        | $1082717.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $285996.00         | $290755.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $6036672.00        | $6226958.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $6654483.00        | $6722795.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 6.5000%  | 0.0000% | $1374884.00        | $1410204.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $547052.00         | $556851.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $2683617.00        | $2773295.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $1287694.00        | $1332504.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-06-15      | 5.8400%  | 0.0000% | $2558860.00        | $2692038.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $1816274.00        | $1831738.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $13047030.00       | $13630815.01       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1468900.00        | $1549750.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 3.5000%  | 0.0000% | $73496.00          | $65274.45          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.0000%  | 0.0000% | $45000.00          | $43282.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $85196544.00       | $84128275.00       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $47030985.00       | $46742471.29       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $4734920.00        | $4786406.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $23513432.00       | $24383964.18       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $309858.00         | $311542.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $1178400.00        | $1191929.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $3772396.00        | $3788295.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $19928.00          | $20145.81          | Agency Mortgage-Backed Securities |

### Security 141: FEDERAL RESERVE BANK NY

- **C.1 - Title:** FEDERAL RESERVE BANK NY 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: ARP19XUB3, C.3 - LEI: N/A, C.5 - Other ID: ARP19XUB3_4.25_0801
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $866058100.00      | $800094487.76      | U.S. Treasuries (including strips) |

### Security 142: STANDARD CHARTERED BANK

- **C.1 - Title:** STANDARD CHARTERED BANK 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XX53, C.3 - LEI: N/A, C.5 - Other ID: ARP19XX53_4.27_0801
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-04-15      | 3.8750%  | 0.0000% | $4656000.00        | $10036142.63       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 3.0000%  | 0.0000% | $5175600.00        | $5195443.25        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $4771300.00        | $6347104.81        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 1.6250%  | 0.0000% | $95275100.00       | $93105177.87       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $40805100.00       | $39319100.67       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $40377200.00       | $38092859.91       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $36808800.00       | $34515361.31       | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $4354300.00        | $4236263.64        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $125572800.00      | $116634904.81      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $102548600.00      | $100234385.74      | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $98107200.00       | $98687929.19       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $52355300.00       | $53226518.37       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $12246100.00       | $12368832.55       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** The HSBC Funds

**Date:** 2025-08-07

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

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

**Title of Signing Officer:** Vice President